TY  - BOOK
AU  - Biais,B.
AU  - Pagano,Marco
TI  - New research in financial markets
SN  - 0199243212
U1  - 332 21
PY  - 2001///
CY  - Oxford, New York
PB  - Oxford University Press
KW  - Stocks
KW  - Finance
N1  - Includes bibliographical references and index; Machine derived contents note: Introduction --
Part I. Asset Pricing --
1. Evaluating Portfolio Performance with Stochastic Discount Factors, Magnus Dahlquist and Paul Soderlind --
2. Implied Volatility Functions: Empirical Tests, Bernard Dumas, Jeff Fleming, and Robert E. Whaley --
Part II. Market Microstructure --
3. Insider Trading without Normality, Jean-Charles Rochet and Jean-Luc Vila --
4. Insider and Liquidity Trading in Stock and Options Markets, Bruno Biais and Pierre Hillion --
5. The Speed of Information Revelation in a Financial Market Mechanism, Xavier Vives --
Part III. Speculation --
6. Arbitrage Chains, James Dow and Gary Gorton --
7. Asset Price Dynamics and Infrequent Feedback Trades, Pierluigi Balduzzi, Giuseppe Bertola, and Silverio Foresi --
8. Asset Prices and Trading Volume in a Beauty Contest, Bruno Biais and Peter Bossaerts --
9. Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks, Stephen Morris and Hyun Song Shin --
Part IV. Asset Pricing and Corporate Finance --
10. Design and Valuation of Debt Contracts, Ronald W. Anderson and Suresh Sundaresan --
11. Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence, Rene M. Stulz and Walter Wasserfallen --
Index
UR  - http://www.loc.gov/catdir/enhancements/fy0612/2001036815-t.html
UR  - http://www.loc.gov/catdir/enhancements/fy0612/2001036815-d.html
ER  -