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Lehmann, Bruce N.
10
Modest, David M.
3
Blake, David
1
Kane, Alex
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Working paper / National Bureau of Economic Research, Inc
4
Journal of econometrics
2
Advances in quantitative analysis of finance and accounting : a research annual
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OLC EcoSci
ECONIS (ZBW)
83
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1
Notes for a contingent claims theory of limit order markets
Lehmann, Bruce N.
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 39-56
Persistent link: https://www.econbiz.de/10009924737
Saved in:
2
ARBITRAGE-FREE LIMIT ORDER BOOKS AND THE PRICING OF ORDER FLOW RISK
Lehmann, Bruce
-
2008
Persistent link: https://www.econbiz.de/10007984967
Saved in:
3
Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View
Lehmann, Bruce N.
;
Modest, David M.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 951-984
Persistent link: https://www.econbiz.de/10006600344
Saved in:
4
Regularities in volatility and the price of risk following large stock market movements in the US and Japan
Kane, Alex
;
Lehmann, Bruce N.
;
Trippi, Robert R.
- In:
Journal of international money and finance
19
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10006909959
Saved in:
5
Asset Allocation Dynamics and Pension Fund Performance
Blake, David
;
Lehmann, Bruce N.
;
Timmermann, Allan
- In:
The journal of business : B
72
(
1999
)
4
,
pp. 429-462
Persistent link: https://www.econbiz.de/10006049015
Saved in:
6
Diversification and the Optimal Construction of Basis Portfolios
Lehmann, Bruce N.
;
Modest, David M.
- In:
Management science : journal of the Institute for …
51
(
2005
)
4
,
pp. 581-598
Persistent link: https://www.econbiz.de/10006078008
Saved in:
7
The role of beliefs in inference for rational expectations models
Lehmann, Bruce N.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 322
Persistent link: https://www.econbiz.de/10008253317
Saved in:
8
DIVERSIFICATION AND THE OPTIMAL CONSTRUCTION OF BASIS PORTFOLIOS
Lehmann, Bruce N.
;
Modest, David M.
-
2003
Persistent link: https://www.econbiz.de/10006970178
Saved in:
9
The role of beliefs in inference for rational expectations models
Lehmann, Bruce N.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10008890749
Saved in:
10
THE ROLE OF BELIEFS IN INFERENCE FOR RATIONAL EXPECTATIONS MODELS
Lehmann, Bruce N.
-
2005
Persistent link: https://www.econbiz.de/10006956909
Saved in:
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