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Asset prices and institutional investors

Başak, Suleyman; Pavlova, Anna - In: The American economic review 103 (2013) 5, pp. 1728-1758

Persistent link: https://www.econbiz.de/10010244843

Asset prices and institutional investors

Başak, Suleyman; Pavlova, Anna - 2012

Persistent link: https://www.econbiz.de/10009621932

A model of financialization of commodities

Başak, Suleyman; Pavlova, Anna - 2015

Persistent link: https://www.econbiz.de/10011299571

A model of financialization of commodities

Başak, Suleyman; Pavlova, Anna - In: The journal of finance : the journal of the American … 71 (2016) 4, pp. 1511-1555

Persistent link: https://www.econbiz.de/10011588922

A general equilibrium model of portfolio insurance

Başak, Suleyman - In: The review of financial studies 8 (1995) 4, pp. 1059-1090

Persistent link: https://www.econbiz.de/10001198363

A general equilibrium model of portfolio insurance

Başak, Suleyman - 1994

Persistent link: https://www.econbiz.de/10000887985

Belief Dispersion in the Stock Market

Atmaz, Adem - 2017

We develop a dynamic model of belief dispersion with a continuum of investors differing in beliefs. The model is tractable and qualitatively matches many of the empirical regularities in a stock price, its mean return, volatility, and trading volume. We find that the stock price is convex in...

Persistent link: https://www.econbiz.de/10012972574

Belief dispersion in the stock market

Atmaz, Adem; Başak, Suleyman - 2017

Persistent link: https://www.econbiz.de/10011675962

Dynamic equilibrium with costly short-selling and lending market

Atmaz, Adem; Başak, Suleyman; Ruan, Fangcheng - In: The review of financial studies 37 (2024) 2, pp. 444-506

Persistent link: https://www.econbiz.de/10014528717

Dynamic equilibrium with costly short-selling and lending market

Atmaz, Adem; Başak, Suleyman; Ruan, Fangcheng - 2023

Persistent link: https://www.econbiz.de/10014326923