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A model of intertemporal asset prices under asymmetric information
Wang, Jiang - In: The review of economic studies 60 (1993) 2, pp. 249-282
Persistent link: https://www.econbiz.de/10001141667
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Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.; Wang, Jiang - 2000
Persistent link: https://www.econbiz.de/10001468727
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Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.; Wang, Jiang - In: The review of financial studies 13 (2000) 2, pp. 257-300
Persistent link: https://www.econbiz.de/10001485494
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Implementing option pricing models when asset returns are predictable
Lo, Andrew W. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 87-129
Persistent link: https://www.econbiz.de/10001178316
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10001627285
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Implementing option pricing models when asset returns are predictable
Lo, Andrew W.; Wang, Jiang - 1994
Persistent link: https://www.econbiz.de/10000889016
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The price impact and survival of irrational traders
Kogan, Leonid; Ross, Stephen L.; Wang, Jiang; … - 2003
Persistent link: https://www.econbiz.de/10001731216
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The price impact and survival of irrational traders
Kogan, Leonid; Ross, Stephen L.; Wang, Jiang; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436289
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Trading volume
Lo, Andrew W.; Wang, Jiang - 2003
Persistent link: https://www.econbiz.de/10002011568
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A discussion of the papers by John Geanakoplos and by Andrew W. Lo and Jiang Wang
Allen, Franklin - 2003
Persistent link: https://www.econbiz.de/10002011577