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  • Search: subject:"Intertemporal Correlation"
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Year of publication
Subject
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Correlation 4 Korrelation 4 Börsenkurs 3 CAPM 3 Capital income 3 Kapitaleinkommen 3 Share price 3 Theorie 3 Theory 3 intertemporal correlation 3 Asset Pricing 2 Co-skewness 2 Dynamic mechanism 2 Intertemporal Correlation 2 Portfolio selection 2 Portfolio-Management 2 The Horizon Effect 2 interdependent valuation 2 Agency theory 1 Asymmetric information 1 Asymmetrische Information 1 Auction theory 1 Auktionstheorie 1 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Prinzipal-Agent-Theorie 1 Willingness to pay 1 Zahlungsbereitschaftsanalyse 1 asset pricing 1 co-skewness 1 the horizon effect 1
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Online availability
All
Free 5
Type of publication
All
Article 3 Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article 1
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Language
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English 5
Author
All
Conlon, Thomas 3 Cotter, John 3 Jin, Chenglu 3 Liu, Heng 2
Published in...
All
UCD Geary Institute for Public Policy discussion paper series 2 Journal of financial econometrics 1 Theoretical Economics 1 Theoretical economics : TE ; an open access journal in economic theory 1
Source
All
ECONIS (ZBW) 4 EconStor 1
Showing 1 - 5 of 5
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Co-skewness across return horizons
Jin, Chenglu; Conlon, Thomas; Cotter, John - In: Journal of financial econometrics 21 (2023) 5, pp. 1483-1518
Persistent link: https://www.econbiz.de/10014444689
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Co-skewness across return horizons
Jin, Chenglu; Conlon, Thomas; Cotter, John - 2022
Persistent link: https://www.econbiz.de/10013484727
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Efficient dynamic mechanisms in environments with interdependent valuations : the role of contingent transfers
Liu, Heng - In: Theoretical economics : TE ; an open access journal in … 13 (2018) 2, pp. 795-829
This paper addresses the problem of implementing socially efficient allocations in dynamic environments with interdependent valuations and evolving private information. In the case where the agents' information is correlated across time, we construct efficient and incentive compatible direct...
Persistent link: https://www.econbiz.de/10011856726
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Cover Image
Co-skewness across return horizons
Conlon, Thomas; Cotter, John; Jin, Chenglu - 2019
Persistent link: https://www.econbiz.de/10012115063
Saved in:
Cover Image
Efficient dynamic mechanisms in environments with interdependent valuations: The role of contingent transfers
Liu, Heng - In: Theoretical Economics 13 (2018) 2, pp. 795-829
This paper addresses the problem of implementing socially efficient allocations in dynamic environments with interdependent valuations and evolving private information. In the case where the agents' information is correlated across time, we construct efficient and incentive compatible direct...
Persistent link: https://www.econbiz.de/10012010044
Saved in:
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