Cover Image

QR Code

Dark markets asset pricing and information transmission in over-the-counter markets /

Saved in:

Bibliographic Details
Main Author:	Duffie, Darrell
Corporate Author:	ebrary, Inc
Format:	Electronic eBook
Language:	English
Published:	Princeton : Princeton University Press, c2012.
Series:	Princeton lectures in finance.
Subjects:	Over-the-counter markets. Capital assets pricing model. Electronic books.
Online Access:	An electronic book accessible through the World Wide Web; click to view
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Asset pricing
Published: (2003)

Returns in over-the-counter stock markets
by: Jessup, Paul F.
Published: (1973)

Evaluating the effectiveness of the capital asset pricing model (CAPM) in the Kenyan capital market /
by: Muitherero, Edwin Kibuthu
Published: (2006)

Counterparty risk in the over-the-counter derivates market /
by: Segoviano Basurto, Miguel A.
Published: (2008)

Financial asset pricing theory, global policy and dynamics /
Published: (2011)

Empirical perspectives in capital asset pricing
Published: (2007)

Risk, capital asset pricing, and accounting numbers
Published: (2007)

Systemic risk from global financial derivatives a network analysis of contagion and its mitigation with super-spreader tax /
by: Markose, Sheri M.
Published: (2012)

Asset pricing a structural theory and its applications /
by: Cheng, Bing
Published: (2008)

Asset price dynamics, volatility, and prediction
by: Taylor, Stephen (Stephen J.)
Published: (2007)

A behavioral approach to asset pricing
by: Shefrin, Hersh, 1948-
Published: (2005)

Investors and markets portfolio choices, asset prices, and investment advice /
by: Sharpe, William F.
Published: (2008)

Credit securitisations and derivatives challenges for the global markets /
by: Rosch, Daniel
Published: (2013)

Commodities and the market price of risk /
by: Roache, Shaun K.
Published: (2008)

Establishing the efficiency of the NSE in pricing stocks using the dividend valuation model /
by: Natto, Dinah Mirembe
Published: (2006)

Asset prices and monetary policy
Published: (2008)

Global securities markets navigating the world's exchanges and OTC markets /
by: Arnett, George W., III
Published: (2011)

Theoretical and empirical analysis of common factors in a term structure model
by: Huang, Ting-Ting
Published: (2009)

Expectations and the structure of share prices
by: Cragg, J. G.
Published: (1982)

Modern portfolio theory /
by: O'Brien, John, 1950-
Published: (1995)

Empirical market microstructure the institutions, economics and econometrics of securities trading /
by: Hasbrouck, Joel
Published: (2007)

Why the world economy needs a financial crash and other critical essays on finance and financial economics
by: Toporowski, Jan
Published: (2010)

Financial models with Lévy processes and volatility clustering
Published: (2011)

A theory of the firm's cost of capital how debt affects the firm's risk, value, tax rate, and the government's tax claim /
by: Rao, Ramesh K. S.
Published: (2007)

Institutional investors in global capital markets
Published: (2011)

The four pillars of investing : lessons for building a winning portfolio /
by: Bernstein, William J.
Published: (2010)

Alternative investments and strategies credit, derivatives, CPPI, investments, risk /
Published: (2010)

Alternative investments instruments, performance, benchmarks, and strategies /
Published: (2013)

Market microstructure confronting many viewpoints /
Published: (2012)

Macroeconomic patterns and monetary policy in the run-up to asset price busts
by: Kannan, Prakash
Published: (2009)

Windfall profit in portfolio diversification? : an empirical analysis of the potential benefits of renewable energy investments /
by: Bruns, Frederik
Published: (2013)

Monetary and macroprudential policy rules in a model with house price booms
by: Kannan, Prakash
Published: (2009)

The world of risk management
Published: (2006)

Default, credit growth, and asset prices
by: Segoviano, Miguel A.
Published: (2006)

Behavioral finance understanding the social, cognitive, and economic debates /
by: Burton, Edwin T.
Published: (2013)

Forecasting financial markets : exchange rates, interest rates and asset management /
Published: (1996)

The refashioning of Catholicism, 1450-1700 a reassessment of the Counter Reformation /
by: Bireley, Robert
Published: (1999)

Principles of financial economics
by: LeRoy, Stephen F.
Published: (2001)

The value of institutions for financial markets evidence from emerging markets /
by: Akitoby, Bernardin
Published: (2009)

The clash of the cultures investment vs. speculation /
by: Bogle, John C.
Published: (2012)