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Financial history and financial economics

Turner, John D. - 2014

This essay looks at the bidirectional relationship between financial history and financial economics. It begins by giving a brief history of financial economics by outlining the main topics of interest to financial economists. It then documents and explains the increasing influence of financial...

Persistent link: https://www.econbiz.de/10010347674

Asia-pacific financial market inefficiency : evidence through behavioural models

Zghidi, Nahed - In: International journal of behavioural accounting and finance 6 (2022) 4, pp. 311-332

Persistent link: https://www.econbiz.de/10013475374

Emergence and evolution of financial economics

Šlampiaková, Lea - In: Ekonomické rozhl'ady 54 (2025) 1, pp. 1-19

models that predict how people should behave. Behavioural economics, on the other hand, is more descriptive and uses economic …

Persistent link: https://www.econbiz.de/10015418664

A model of cycles and bubbles under heterogeneous beliefs in financial markets

Burs, Carina - 2023

Persistent link: https://www.econbiz.de/10014225865

The term structure of equity risk premia

Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - In: Journal of financial economics 142 (2021) 3, pp. 1209-1228

Persistent link: https://www.econbiz.de/10012875936

Chapter 10 Arbitrage, state prices and portfolio theory

Dybvig, Philip H.; Ross, Stephen A. - 2003

preferences, and solving them for probabilities gives us beliefs. We look at two popular asset pricing models, the CAPM and the …Neoclassical financial models provide the foundation for our understanding of finance. This chapter introduces the main … ideas of neoclassical finance in a single-period context that avoids the technical difficulties of continuous-time models …

Persistent link: https://www.econbiz.de/10014023861

Effects of market liquidity on price dynamics in a heterogeneous belief model

Zhou, Yongguang; Wang, Yiming; Gao, Zhennan - In: Applied economics 55 (2023) 17, pp. 1972-1989

Persistent link: https://www.econbiz.de/10013555091

Is the six-factor asset pricing model discounting the global returns?

Roy, Rahul - In: Macroeconomics and finance in emerging market economies 16 (2023) 1, pp. 95-136

Persistent link: https://www.econbiz.de/10014235098

Asset Pricing with “Buy Now, Pay Later”

Malamud, Semyon; Wang, Neng; Zhang, Yuan - 2022

“Buy Now, Pay Later” (BNPL) and other forms of consumer credit create a wedge between consumption and payments. We introduce this wedge into a standard consumption-based asset pricing model (CCAPM). In equilibrium, the pricing kernel equals the marginal utility of consumption divided by the...

Persistent link: https://www.econbiz.de/10014236310

Belief dispersion and convex cost of adjustment in the stock market and in the real economy

Jouini, Elyès - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 4190-4209

Persistent link: https://www.econbiz.de/10014338339