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~institution:"Graduate School of Business, Columbia University"
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Graduate School of Business, Columbia University
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1
Continuous-Time Methods in Finance: A Review and an Assessment.
Sundaresan, S.M.
-
Graduate School of Business, Columbia University
-
2000
. Capital
market
frictions, and bargaining issues are being increasingly incorporated in continuous-time theory. …
Persistent link: https://www.econbiz.de/10005207595
Saved in:
2
LIMIT MOVES AND PRICE RESOLUTION: THE CASE OF THE TREASURY BOND FUTURES MARKETS.
MA, C.K.
;
RAO, R.P.
;
SEARS, R.S.
-
Graduate School of Business, Columbia University
-
1988
Persistent link: https://www.econbiz.de/10005207777
Saved in:
3
NONLINEARITIES AND CHAOTIC EFFECTS IN OPTIONS
PRICES
.
SAVIT, R.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005675209
Saved in:
4
EXPLORING THE SHARE OF PROBABILITY DENSITIES FOR FUTURES PRICE CHANGES.
NELSON, R.D.
-
Graduate School of Business, Columbia University
-
1988
Persistent link: https://www.econbiz.de/10005647020
Saved in:
5
TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS.
KAMARA, A.
-
Graduate School of Business, Columbia University
-
1988
Persistent link: https://www.econbiz.de/10005647026
Saved in:
6
OPTION LISTING AND STOCK RETURNS.
DETEMPLE, J.B.
;
JORION, P.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005631030
Saved in:
7
THE RELEVANCE OF FINANCIAL POLICY.
DETEMPLE, J.
;
GOTTARDI, P.
;
POLEMARCHAKIS, H.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005663841
Saved in:
8
LONG-LIVED PRIVATE INFORMATION AND IMPERFECT COMPETITION.
HOLDEN, C.W.
;
SUBRAMANYAM, A.
-
Graduate School of Business, Columbia University
-
1990
Persistent link: https://www.econbiz.de/10005663859
Saved in:
9
Systematic Liquidity.
Heberman, G.
;
Halka, D.
-
Graduate School of Business, Columbia University
-
1999
Most of the
market
microstructure literature has focused on the liquidity of individual securities, whereas most of the …
Persistent link: https://www.econbiz.de/10005245478
Saved in:
10
Keeping Up with the Joneses: Consumption Externalities, Portfolio Choice and Asset
Prices
.
Gali, J.
-
Graduate School of Business, Columbia University
-
1992
Persistent link: https://www.econbiz.de/10005776693
Saved in:
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