An Experimental Investigation of Asset Pricing in Segmented Markets

Publisher： John Wiley & Sons Inc

E-ISSN： 2325-8012|77|3|585-598

ISSN： 0038-4038

Source： SOUTHERN ECONOMIC JOURNAL, Vol.77, Iss.3, 2011-01, pp. : 585-598

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Asset Pricing, Financial Markets, and Linear Algebra

By Diniz Marcio  

The College Mathematics Journal, Vol. 44, Iss. 1, 2013-01 ,pp. : 2-8

Mathematical Association of America

Access to resources Recommend Favorite

Relative Performance Incentives and Price Bubbles in Experimental Asset Markets

By  

SOUTHERN ECONOMIC JOURNAL, Vol. 81, Iss. 2, 2014-10 ,pp. : 345-363

John Wiley & Sons Inc

Access to resources Recommend Favorite

Asset pricing with endogenous aspirations

By Antonelli Fabio   Barucci Emilio   Mancino Maria Elvira  

Decisions in Economics and Finance, Vol. 24, Iss. 1, 2001-05 ,pp. : 21-39

Springer Publishing Company

Access to resources Recommend Favorite

Asymptotic pricing in large financial markets

By Baran Michał  

Mathematical Methods of Operations Research, Vol. 66, Iss. 1, 2007-08 ,pp. : 1-20

Springer Publishing Company

Access to resources Recommend Favorite

Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing

By Wong Bernard   Heyde C. C.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 82, Iss. 2, 2010-04 ,pp. : 189-200

Taylor & Francis Ltd

Access to resources Recommend Favorite