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~person:"Chiarella, Carl"
~person:"Dow, James"
~subject:"CAPM"
~subject:"Share price"
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Chiarella, Carl
Dow, James
Campbell, John Y.
73
Stambaugh, Robert F.
58
Jarrow, Robert A.
56
Cochrane, John H.
46
Lo, Andrew W.
45
He, Xue-zhong
44
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44
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42
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42
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41
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41
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40
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38
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38
Jagannathan, Ravi
36
Madan, Dilip B.
36
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35
Hansen, Lars Peter
35
Wang, Jiang
35
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34
Vayanos, Dimitri
34
Yaron, Amir
34
Zhang, Lu
34
Dumas, Bernard
33
Grammig, Joachim
33
Subrahmanyam, Avanidhar
32
Weber, Michael
32
Duffie, Darrell
31
Lettau, Martin
31
Timmermann, Allan
31
Zin, Stanley E.
31
Platen, Eckhard
30
Zhou, Guofu
30
Bossaerts, Peter L.
29
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29
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29
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29
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Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
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1
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Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
1
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ECONIS (ZBW)
79
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1
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
2
Stock market efficiency and economic efficiency : is there a connection?
Dow, James
;
Gorton, Gary
-
1995
Persistent link: https://www.econbiz.de/10000917608
Saved in:
3
Self-generating trade and rational fads : the response of price to new information
Dow, James
;
Gorton, Gary
-
1990
Persistent link: https://www.econbiz.de/10000800650
Saved in:
4
Trading, communication and the response of asset prices to news
Dow, James
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
418
,
pp. 639-646
Persistent link: https://www.econbiz.de/10001145949
Saved in:
5
Excess volatility of stock prices and Knightian uncertainty
Dow, James
- In:
European economic review : EER
36
(
1992
)
2
,
pp. 631-638
Persistent link: https://www.econbiz.de/10001122885
Saved in:
6
Security market returns and the social discount rate : a note on welfare in the overlapping generations model
Dow, James
- In:
Economics letters
43
(
1993
)
1
,
pp. 23-26
Persistent link: https://www.econbiz.de/10001151878
Saved in:
7
Stock market efficiency and economic efficiency : is there a connection?
Dow, James
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 1087-1129
Persistent link: https://www.econbiz.de/10001225612
Saved in:
8
Profitable informed trading in a simple general equilibrium model of asset pricing
Dow, James
- In:
Journal of economic theory
67
(
1995
)
2
,
pp. 327-369
Persistent link: https://www.econbiz.de/10001192457
Saved in:
9
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
Saved in:
10
Arbitrage chains
Dow, James
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 819-849
Persistent link: https://www.econbiz.de/10001172390
Saved in:
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