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Liquidity Constraints in Production Based Asset Pricing Models. (1989). Lebaron, Blake ; Brock, William.
In: NBER Working Papers.
RePEc:nbr:nberwo:3107.

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Cites: 27

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Cocites: 50

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Citations

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  1. Fads or Bubbles?. (1995). van Norden, Simon ; Schaller, Huntley.
    In: Econometrics.
    RePEc:wpa:wuwpem:9502004.

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  2. An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices. (1989). Marcus, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3106.

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References

References cited by this document

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  22. Lo, A., and MacKinlay, C. 1988b. When are Contrarian Profits Due To Stock Market Overreaction? Manuscript. University of Pennsylvania, Philadelphia.
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  50. Liquidity Constraints in Production Based Asset Pricing Models. (1989). Lebaron, Blake ; Brock, William.
    In: NBER Working Papers.
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    Full description at Econpapers || Download paper

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