Report NEP-FIN-2000-09-05
This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- Amir Yaron, "undated". "Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation," GSIA Working Papers 27, Carnegie Mellon University, Tepper School of Business.
- Amir Yaron & Harold Zhang, 1995. "Fixed Costs and Asset Market Participation," GSIA Working Papers 1997-25, Carnegie Mellon University, Tepper School of Business.
- Harold Zhang, "undated". "Asymmetric Information, Short Sale Constraints, and Asset Prices," GSIA Working Papers 30, Carnegie Mellon University, Tepper School of Business.
- Amir Yaron, 1995. "Liquidity Shocks and International Asset Pricing," GSIA Working Papers 26, Carnegie Mellon University, Tepper School of Business.
- Michael Gallmeyer & Duane Seppi, "undated". "Derivative Security Induced Price Manipulation," GSIA Working Papers 2000-E41, Carnegie Mellon University, Tepper School of Business.
- David K. Backus & Silverio Foresi & Chris Telmer, "undated". "Discrete time models of bond pricing," GSIA Working Papers 251, Carnegie Mellon University, Tepper School of Business.
- Harold Zhang, "undated". "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers 31, Carnegie Mellon University, Tepper School of Business.