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Two Trees: Asset Price Dynamics Induced by Market Clearing. (2003). Santa-Clara, Pedro ; Longstaff, Francis ; Cochrane, John.
In: NBER Working Papers.
RePEc:nbr:nberwo:10116.

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Cited: 3

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Citations

Citations received by this document

  1. Comparative Statics of Asset Prices. (2011). Diasakos, Theodoros.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:72.

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  2. Investor and price response to patterns in earnings surprises. (2008). Frieder, Laura .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:11:y:2008:i:3:p:259-283.

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  3. Financial Claustrophobia: Asset Pricing in Illiquid Markets. (2004). Longstaff, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10411.

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References

References cited by this document

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