Informed Trading, Return Synchronicity and Equilibrium Asset Pricing

2005 ◽  
Author(s):  
Arzu Ozoguz
Keyword(s):  
Asset Pricing ◽  
Informed Trading ◽  
Equilibrium Asset Pricing

scholarly journals Equilibrium Asset Pricing with Transaction Costs

2019 ◽  
Author(s):  
Martin Herdegen ◽  
Johannes Muhle-Karbe ◽  
Dylan Possamaï
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Equilibrium Asset Pricing

Exchange Rate Volatility in an Equilibrium Asset Pricing Model

1990 ◽  
Vol 31 (3) ◽  
pp. 559 ◽  
Author(s):  
Rodolfo E. Manuelli ◽  
James Peck
Keyword(s):  
Exchange Rate ◽  
Asset Pricing ◽  
Exchange Rate Volatility ◽  
Pricing Model ◽  
Asset Pricing Model ◽  
Equilibrium Asset Pricing

Non‐falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso

1999 ◽  
Vol 109 (458) ◽  
pp. 607-635 ◽  
Author(s):  
Jean‐Pierre Danthine ◽  
J. B. Donaldson
Keyword(s):  
Asset Pricing ◽  
General Equilibrium ◽  
Equilibrium Asset Pricing

Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models

2000 ◽  
Vol 91 (1) ◽  
pp. 17-58 ◽  
Author(s):  
Mark Loewenstein ◽  
Gregory A. Willard
Keyword(s):  
Asset Pricing ◽  
Equilibrium Asset Pricing ◽  
Continuous Trading
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