Narrow search
Showing 1 - 4 of 4
Cover Image
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - Federal Reserve Bank of Chicago - 2010
in option prices. Consumption and dividends remain smooth, and the model is consistent with salient features of …
Persistent link: https://www.econbiz.de/10008740003
Cover Image
The effect of new capital issues on the prices of holding company shares
Isberg, Steven C.; Brown, Donald M. - Federal Reserve Bank of Chicago - 1987
Persistent link: https://www.econbiz.de/10010724115
Cover Image
Trading activity, program trading, and the volatility of stock returns
Moser, James T. - Federal Reserve Bank of Chicago - 1992
Persistent link: https://www.econbiz.de/10005519580
Cover Image
Stock margins and the conditional probability of price reversals
Kofman, Paul; Moser, James T. - Federal Reserve Bank of Chicago - 1993
Persistent link: https://www.econbiz.de/10005724790