New Research in Financial Markets

New Research in Financial Markets

Pub. Date:
Oxford University Press, USA
Select a Purchase Option
  • purchase options
    $74.71 $95.00 Save 21% Current price is $74.71, Original price is $95. You Save 21%.
  • purchase options


New Research in Financial Markets

The selection of papers presented in these two volumes reflects the depth and breadth of the research interests of European scholars in financial economics. Topics discussed include asset pricing in the context of perfect markets and of market imperfections, the interaction between business cycle and financial imperfections, take over bids, and the interplay between banks and financial markets. These two volumes will provide an invaluable reference tool for scholars in the field.

Product Details

ISBN-13: 9780199243228
Publisher: Oxford University Press, USA
Publication date: 03/28/2002
Pages: 384
Product dimensions: 6.10(w) x 9.10(h) x 0.90(d)

Table of Contents

Part I. Asset Pricing
1. Evaluating Portfolio Performance with Stochastic Discount Factors, Magnus Dahlquist and Paul Söderlind
2. Implied Volatility Functions: Empirical Tests, Bernard Dumas, Jeff Fleming, and Robert E. Whaley
Part II. Market Microstructure
3. Insider Trading without Normality, Jean-Charles Rochet and Jean-Luc Vila
4. Insider and Liquidity Trading in Stock and Options Markets, Bruno Biais and Pierre Hillion
5. The Speed of Information Revelation in a Financial Market Mechanism, Xavier Vives
Part III. Speculation
6. Arbitrage Chains, James Dow and Gary Gorton
7. Asset Price Dynamics and Infrequent Feedback Trades, Pierluigi Balduzzi, Giuseppe Bertola, and Silverio Foresi
8. Asset Prices and Trading Volume in a Beauty Contest, Bruno Biais and Peter Bossaerts
9. Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks, Stephen Morris and Hyun Song Shin
Part IV. Asset Pricing and Corporate Finance
10. Design and Valuation of Debt Contracts, Ronald W. Anderson and Suresh Sundaresan
11. Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence, René M. Stulz and Walter Wasserfallen

Customer Reviews

Most Helpful Customer Reviews

See All Customer Reviews