87 documents matched the search for the 2006-01-24 issue of the NEP report on Financial Markets (nep-fmk). Documents 1 to 20, page 1 of 5.
1
2345
Number of results per page
Asset Price Dynamics When Traders Care About Reputation Andrea Prat and Amil Dasgupta
from C.E.P.R. Discussion Papers (2005)
Keywords: Financial equilibrium; Career concerns; Information cascades; Mispricing JEL-codes: C7; G0 Created/Revised: 2005-11-01 Added/Modified: 2014-11-28
Demand-Based Option Pricing Lasse Pedersen, Nicolae Bogdan Garleanu and ,
from C.E.P.R. Discussion Papers (2005)
Keywords: Option; Demand; Valuation; Intermediation; Market makers; Implied volatility; Hedging; Price pressure; Risk; Dealers JEL-codes: G0; G12; G13; G14; G2 Created/Revised: 2005-12-01 Added/Modified: 2014-11-28
On Overborrowing Martín Uribe
from National Bureau of Economic Research, Inc (2006)
JEL-codes: F4 Created/Revised: 2006-01-01 Added/Modified: 2014-06-25
Financial Expertise of Directors A. Burak Güner, Ulrike Malmendier and Geoffrey Tate
from National Bureau of Economic Research, Inc (2006)
JEL-codes: D82; G21; G24; G31 Created/Revised: 2006-01-01 Added/Modified: 2014-07-17
A better way to account for fiat money at the Central Bank Thomas Colignatus
from University Library of Munich, Germany (2005)
Keywords: Fiat Money, Money, Central Bank, Government Debt, Seigniorage, Inflation Tax, Gold Standard, Accounting JEL-codes: A00 Created/Revised: 2005-12-31 Added/Modified: 2012-08-27
Does Prospect Theory Explain the Disposition Effect? Thorsten Hens and Martin Vlcek
from Institute for Empirical Research in Economics - University of Zurich (2006)
Keywords: Disposition effect, prospect theory, portfolio choice JEL-codes: C91 Created/Revised: 2006-01-01 Added/Modified: 2013-01-25
Security Design with Investor Private Information Ulf Axelson
from Institute for Financial Research (2005)
Keywords: Security design; Capital Structure; Auctions; Asset backed securities JEL-codes: D44; G32 Created/Revised: 2005-10-15 Added/Modified: 2006-01-10
'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks Geir Bjønnes, Steinar Holden, Dagfinn Rime and Haakon O.Aa. Solheim
from Institute for Financial Research (2005)
Keywords: Speculative attacks; Microstructure; International finance; Large players JEL-codes: F31; F41; G15 Created/Revised: 2005-12-15 Added/Modified: 2006-01-10
Consumer Lending When Lenders are More Sophisticated Than Households Roman Inderst
from C.E.P.R. Discussion Papers (2006)
Keywords: Consumer and personal finance; Irresponsible lending practices; Predatory lending JEL-codes: G1 Created/Revised: 2006-01-01 Added/Modified: 2014-11-28
Equity and Efficiency under Imperfect Credit Markets Reto Foellmi and Manuel Oechslin
from Institute for Empirical Research in Economics - University of Zurich (2006)
Keywords: capital market imperfections, inequality, growth, efficiency JEL-codes: F13; O11; O16 Created/Revised: 2006-01-01 Added/Modified: 2013-01-25
Which Past Returns Affect Trading Volume? Markus Glaser and Martin Weber
from Institute for Financial Research (2005)
Keywords: Individual investors; Investor behavior; Trading volume; Stock returns and Trading Volume; Overconfidence; Discount broker; Online broker; Online banks; Panel data; Count data JEL-codes: D80; G10 Created/Revised: 2005-10-15 Added/Modified: 2009-02-25
Overconfidence and Trading Volume Markus Glaser and Martin Weber
from Institute for Financial Research (2005)
Keywords: Overconfidence; Differences of opinion; Trading volume; Individual investors; Investor behavior; Correlation of economic and psychological variables; Combination of psychometric measures of judgment biases and field data JEL-codes: D80; G10 Created/Revised: 2005-12-15 Added/Modified: 2007-04-04
Documents 1 to 20, page 1 of 5.
87 documents matched the search for the 2006-01-24 issue of the NEP report on Financial Markets (nep-fmk). Documents 1 to 20, page 1 of 5.
1
2345
Number of results per page
This site is part of RePEc
and all the data displayed here is part of the RePEc data set.
Is your work missing from RePEc? Here is how to
contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .