A Test of the Modigliani‐Miller Invariance Theorem and Arbitrage in Experimental Asset Markets
Year of publication: |
2018
|
---|---|
Authors: | CHARNESS, GARY ; NEUGEBAUER, TIBOR |
Published in: |
The Journal of Finance. - Wiley, ISSN 1540-6261, ZDB-ID 2010241-0. - Vol. 74.2018, 1 (12.12.), p. 493-529
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
A test of the Modigliani-Miller invariance theorem and arbitrage in experimental asset markets
Charness, Gary, (2018)
-
A Test of the Modigliani-Miller Invariance Theorem and Arbitrage in Experimental Asset Markets
Charness, Gary, (2019)
-
An Application of the English Clock MarketMechanism to Public Goods Games
Levati, Maria Vittoria, (2001)
- More ...