Pooling, Separating, and Semiseparating Equilibria in Financial Markets: Some Experimental Evidence.
- Published in:
- Review of Financial Studies, 1990, v. 3, n. 3, p. 315, doi. 10.1093/rfs/3.3.315
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1990 AND VI 3 AND IP 3
Results: 6
1
2
Consistent Estimation of Cross-Sectional Models in Event Studies.
- Published in:
- Review of Financial Studies, 1990, v. 3, n. 3, p. 343, doi. 10.1093/rfs/3.3.343
- By:
- Publication type:
- Article
3
Shareholder-Value Maximization and Product-Market Competition.
- Published in:
- Review of Financial Studies, 1990, v. 3, n. 3, p. 367
- By:
- Publication type:
- Article
4
Simple Binomial Processes as Diffusion Approximations in Financial Models.
- Published in:
- Review of Financial Studies, 1990, v. 3, n. 3, p. 393, doi. 10.1093/rfs/3.3.393
- By:
- Publication type:
- Article
5
Data-Snooping Biases in Tests of Financial Asset Pricing Models.
- Published in:
- Review of Financial Studies, 1990, v. 3, n. 3, p. 431
- By:
- Publication type:
- Article
6
The Stop-Loss Start-Gain Paradox and Option Valuation: A New Decomposition into Intrinsic and Time Value.
- Published in:
- Review of Financial Studies, 1990, v. 3, n. 3, p. 469, doi. 10.1093/rfs/3.3.469
- By:
- Publication type:
- Article