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| 999 |
_c1018 _d1018 |
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| 001 | 12479222 | ||
| 005 | 20210809163246.0 | ||
| 008 | 010723s2001 enka b 001 0 eng c | ||
| 020 | _a0199243212 | ||
| 020 | _a0199243220 (pbk.) | ||
| 040 |
_aFUE _cDLC _dDLC _erda |
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| 082 | 0 | 4 |
_a332 _221 _bN |
| 245 | 0 | 0 |
_aNew research in financial markets / _cedited by Bruno Biais and Marco Pagano. |
| 264 | 1 |
_aOxford ; _aNew York : _bOxford University Press, _c2001. |
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| 300 |
_axix, 356 pages : _billustrations ; _c25 cm. |
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| 336 |
_2rdacontent _atext |
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| 337 |
_2rdamedia _aunmediated |
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| 338 |
_2rdacarrier _avolume |
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| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aMachine 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. | |
| 650 | 0 | _aStocks. | |
| 650 | 0 | _aFinance. | |
| 700 | 1 |
_aBiais, B. _q(Bruno) _94283 _ejoint author |
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| 700 | 1 |
_aPagano, Marco. _94284 _ejoint author |
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| 856 | 4 | 1 |
_3Table of contents only _uhttp://www.loc.gov/catdir/enhancements/fy0612/2001036815-t.html |
| 856 | 4 | 2 |
_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0612/2001036815-d.html |
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_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg |
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| 942 |
_2ddc _cBK |
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