Results 321 to 328 of about 810,945 (328)

Constrained Asset Markets

SSRN Electronic Journal, 2007
The risk-sharing role of redundant assets is not yet fully understood in constrained asset markets. For example, the well-known notions of arbitrage may fail to explain the viability property of asset prices when redundant assets are involved in generating a nontrivial linear structure of free portfolios in equilibrium in constrained asset markets ...
Guangsug Hahn, Dong Chul Won
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Clustering and Competition in Asset Markets

The Journal of Law and Economics, 1997
Economists, financial commentators, regulatory agencies, and the legal community have recently criticized the Nasdaq Stock Market, Inc., because there is greater clustering of stock quotations on even‐eighths on Nasdaq than on the New York Stock Exchange or the American Stock Exchange, a phenomenon which critics attribute to collusion or some other ...
Grossman, Sanford J., Miller, Merton H., Cone, Kenneth R., Fischel, Daniel R., Ross, David J.   +4 more
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Asset Pricing and the Credit Market

Review of Financial Studies, 2008
We study asset pricing and trading behavior in an exchange economy populated by two agents with different risk aversion. We show that the credit market plays a central role in the risk sharing between the two agents. It allows the less-risk-averse agent to borrow in order to take on levered positions in the stock and thus bear more risk.
Francis A. Longstaff, Francis A. Longstaff, Jiang Wang, Jiang Wang   +3 more
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Accounting for Marketing Assets

European Journal of Marketing, 1986
Suggests that most managers (other than those in marketing) take the view that too much money is spent on marketing. Adumbrates that the accountant may be able to contribute to improved decision making in marketing with regard to expenditure as an investment outlay rather than current expenses.
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Market risk and asset prices

Journal of Economic Dynamics and Control, 1993
Abstract This paper examines the implications for the properties of asset prices of stochastic shifts in market demand which are not attributable to news about asset fundamentals. This introduces an additional component of uncertainty into asset price movements and alters the trading motives of agents.
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Timing in Asset Markets

Seasonality is a well-established phenomenon across a range of asset markets, including equities, commodities, and real estate. Although prominent attention has focused on equities, recent work highlights that liquidity cycles and strategic behavior are important across broader asset classes.
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Asset markets and asset prices

2005
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Asset market microstructure

2005
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