The trading decision and market clearing under transaction price uncertainty
Year of publication: |
1985
|
---|---|
Authors: | Ho, Thomas S. Y. ; Schwartz, Robert A. ; Whitcomb, David K. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 40.1985, 1, p. 21-42
|
Subject: | Kapitalanlage Portefeuilleplanung |
-
Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary, (1982)
-
Tax effects on the allocation of capital among sectors and among individuals : a portfolio approach
Slemrod, Joel, (1982)
-
The substitutability of debt and equity securities
Friedman, Benjamin M., (1983)
- More ...
-
Friction in the trading process and the estimation of systematic risk
Cohen, Kalman J., (1983)
-
Comment: Assessing the Impact of Stock Exchange Specialists on Stock Volatility
Schwartz, Robert A., (1976)
-
Abstract: Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals
Schwartz, Robert A., (1976)
- More ...