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What determines expected international asset retuns [returns]?
Solnik, Bruno; Harvey, Campbell R.; Zhou, Guofu - 1994
Persistent link: https://www.econbiz.de/10000897108
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Measuring the pricing error of the arbitrage pricing theory
Geweke, John; Zhou, Guofu - 1995
Persistent link: https://www.econbiz.de/10000909817
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What determines expected international asset returns?
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000883653
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Heterogeneous beliefs and routes to chaos in a simple asset pricing model
Brock, William A.; Hommes, Cars H. - 1996
Persistent link: https://www.econbiz.de/10000944380
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Asset price behavior in complex environments
Brock, William A. - 1996
Persistent link: https://www.econbiz.de/10000945354
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Heterogenous beliefs and routes to chaos in a simple asset pricing model
Brock, William A.; Hommes, Cars H. - 1996
Persistent link: https://www.econbiz.de/10000958370
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Models of complexity in economics and finance
Brock, William A.; Hommes, Cars H. - 1997
Persistent link: https://www.econbiz.de/10000973851
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Liquidity constraints in production based asset pricing models
Brock, William A.; LeBaron, Blake Dean - 1989
Persistent link: https://www.econbiz.de/10000777160
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Liquidity constraints in production-based asset-pricing models
Brock, William A. - In: Asymmetric information, corporate finance, and investment, (pp. 231-255). 1990
Persistent link: https://www.econbiz.de/10001276526
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A critique of the stochastic discount factor methodology
Kan, Raymond; Zhou, Guofu - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748