Presidential Address: A simple model of capital market equilibrium with incomplete information
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- Type
- article
- Published
- 1987-07-01
- Cited by
- 5,768
- References
- 43
- Access
- Open access
- OpenAlex
- https://openalex.org/W1999918735
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:17250930
Keywords
Citation, Prologue, Simple (philosophy), Mathematical economics, Economics
References
- TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY
- In the Shadows of Wall Street: A Guide to Investing in Neglected Stocks
- Financial markets and incomplete information
- The anomalous stock market behavior of small firms in January: Empirical tests for tax-loss selling effects
- Misspecification of capital asset pricing : Empirical anomalies based on earnings' yields and market values
- Rational Fools: A Critique of the Behavioral Foundations of Economic Theory
- Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio
- Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification
- On the current state of the stock market rationality hypothesis
- Differential information and the small firm effect
- A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL
- New Evidence on the Capital Asset Pricing Model
- Differential Information and Security Market Equilibrium
- Vas Ist Das?
- Investor Preference for Large Firms: New Evidence on Economies of Size
- Editors' Comments: Perspectives from Economics and Psychology
- The arbitrage theory of capital asset pricing
- A Critique of the Asset Pricing Theory''s Tests: Part I
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- Generic stocks
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- Are Firm Size and Book-to-Market Priced Risk Factors? Chinese Evidence
- Structuring the IPO: Empirical Evidence on Primary, Secondary and Combined Offerings
- Local and Global Sentiment Effects, and the Role of Legal, Information and Trading Environments
- Does Recognition Explain the Media-Coverage Discount? Contrary Evidence from Hedge Funds
- An investigation into the winner-loser and momentum anomalies in four medium-sized European markets
- The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected Returns
- Private equity fund investing : investment strategies, entry order and performance
- Performance boursière des fusions-acquisitions dans le secteur bancaire : influence des caractéristiques des conseils des banques initiatrices et des modalités de la transaction
- Managerial Structure and Stock Price Delay in China
- Trading Volume, Information, and Trading Costs: Empirical Evidence
- Evidence on the Impact of Adopting English as an External Reporting Language on Foreign Investment, Information Asymmetry, and Analyst Following
- Idiosyncratic Risk and Expected Returns in REITs
- Equity Issues, Market Timing, and Limits to Arbitrage
- Speculative Trading and Stock Returns
- Equity Optimization Issues II: Large Stock Universes and Scaling Alphas
- Do Patented Innovations Affect Cost of Equity Capital
- Underwriter Networks, Investor Attention, and Initial Public Offerings
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