Introduction to financial economics
暂无分享,去创建一个
[1] A. Tversky,et al. Prospect theory: an analysis of decision under risk — Source link , 2007 .
[2] D. Duffie. Replumbing Our Financial System: Uneven Progress , 2013 .
[3] Douglas Gale,et al. Money, Financial Stability and Efficiency , 2011, J. Econ. Theory.
[4] N. Barberis,et al. Mental Accounting, Loss Aversion, and Individual Stock Returns , 2001 .
[5] John B. Taylor. Getting Off Track: How Government Actions and Interventions Caused, Prolonged, and Worsened the Financial Crisis , 2009 .
[6] Wei Xiong,et al. Prospect Theory and Liquidation Decisions , 2005, J. Econ. Theory.
[7] Alberto Bisin,et al. Counterparty risk externality: Centralized versus over-the-counter markets , 2010 .
[8] N. Barberis,et al. What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation , 2006 .
[9] R. C. Merton,et al. Theory of Rational Option Pricing , 2015, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.
[10] R. Thaler,et al. Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing , 2006 .
[11] Narasimhan Jegadeesh,et al. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency , 1993 .
[12] Michael W. Brandt,et al. Variable Selection for Portfolio Choice , 2001 .
[13] F. Modigliani,et al. DIVIDEND POLICY, GROWTH, AND THE VALUATION OF SHARES , 1961 .
[14] R. Betancourt. The aftermath of financial crisis , 2010 .
[15] Michael D. Bordo,et al. Is the crisis problem growing more severe , 2001 .
[16] X. Vives,et al. Dynamic Trading and Asset Prices : Keynes vs , 2012 .
[17] Gary B. Gorton,et al. Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007 , 2009 .
[18] Ping He,et al. Agency-Based Asset Pricing , 2006, J. Econ. Theory.
[19] S. Ongena,et al. Monetary Policy, Risk-Taking and Pricing: Evidence from a Quasi-Natural Experiment , 2014 .
[20] Xavier Vives,et al. Competitive Rational Expectations Equilibria Without Apology , 2008, J. Econ. Theory.
[21] Franklin Allen,et al. Optimal Financial Crises , 1998 .
[22] J. Hirshleifer. The Private and Social Value of Information and the Reward to Inventive Activity , 1971 .
[23] A. Tversky,et al. Advances in prospect theory: Cumulative representation of uncertainty , 1992 .
[24] Anat R. Admati. A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets , 1985 .
[25] Dimitri Vayanos,et al. An Institutional Theory of Momentum and Reversal , 2008 .
[26] R. Thaler,et al. Does the Stock Market Overreact , 1985 .
[27] Giovanni Dell'Ariccia,et al. Real interest rates, leverage, and bank risk-taking , 2014, J. Econ. Theory.
[28] Peter Secretan. Learning , 1965, Mental Health.
[29] Sanford J. Grossman. On the Impossibility of Informationally Efficient Markets , 1980 .
[30] Sudipto Bhattacharya,et al. Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications , 1988, Journal of Political Economy.
[31] Arjan Berkelaar,et al. Optimal Portfolio Choice under Loss Aversion , 2000, Review of Economics and Statistics.
[32] Douglas W. Diamond. Financial Intermediation and Delegated Monitoring , 1984 .
[33] S. Ongena,et al. Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk-Taking? , 2007 .
[34] Wilbur G. Lewellen,et al. The cost of capital , 1969 .
[35] Martin Hellwig,et al. On the aggregation of information in competitive markets , 1980 .
[36] C. Ahn,et al. The Role of Demandable Debt in Structuring Optimal Banking Arrangements , 2016 .
[37] J. Lintner. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS , 1965 .
[38] Liyan Yang,et al. Prospect Theory, the Disposition Effect, and Asset Prices , 2013 .
[39] Ravi Jagannathan,et al. Banking Panics, Information, and Rational Expectations Equilibrium , 1988 .
[40] E. Fama,et al. Multifactor Explanations of Asset Pricing Anomalies , 1996 .
[41] Aleksander Berentsen,et al. Optimal Disclosure Policy and Undue Diligence , 2011, J. Econ. Theory.
[42] E. Fama,et al. Common risk factors in the returns on stocks and bonds , 1993 .
[43] Andrew Chiu,et al. Prospect Theory , 2018, Encyclopedia of Wireless Networks.
[44] Bing Han,et al. Prospect Theory, Mental Accounting, and Momentum , 2004 .
[45] Gary B. Gorton. Banking panics and business cycles , 1988 .
[46] Philip H. Dybvig,et al. Bank Runs, Deposit Insurance, and Liquidity , 1983, Journal of Political Economy.
[47] Xavier Vives,et al. Dynamic Trading and Asset Prices: Keynes Vs. Hayek , 2007, SSRN Electronic Journal.
[48] P. Samuelson. Proof that Properly Anticipated Prices Fluctuate Randomly , 2015 .
[49] S. Morris,et al. Rethinking Multiple Equilibria in Macroeconomic Modeling , 2000, NBER Macroeconomics Annual.
[50] Itay Goldstein,et al. Demand Deposit Contracts and the Probability of Bank Runs , 2002 .
[51] Ernst-Ludwig von Thadden,et al. The Fragility of Short-Term Secured Funding Markets , 2013, J. Econ. Theory.
[52] J. Lewellen,et al. Learning, Asset-Pricing Tests, and Market Efficiency , 2002 .
[53] W. Sharpe. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* , 1964 .
[54] Surendra S. Yadav,et al. Dividend policy , 2013 .
[55] Raghuram G. Rajan,et al. Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking , 1999, Journal of Political Economy.
[56] David M. Kreps,et al. Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations , 1978 .
[57] A. Kyle. Continuous Auctions and Insider Trading , 1985 .
[58] John H. Boyd,et al. Looting and risk shifting in banking crises , 2014, J. Econ. Theory.
[59] A. Tversky,et al. Prospect theory: analysis of decision under risk , 1979 .
[60] J. Peydró,et al. Bank Risk-Taking, Securitization, Supervision and Low Interest Rates: Evidence from the Euro Area and the U.S. Lending Standards , 2010, SSRN Electronic Journal.
[61] F. Black,et al. The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.
[62] Jiang Wang,et al. A Model of Competitive Stock Trading Volume , 1994, Journal of Political Economy.
[63] R. Green,et al. Optimal Investment, Growth Options, and Security Returns , 1998 .
[64] Karl Shell,et al. Do Sunspots Matter? , 1983, Journal of Political Economy.
[65] Karl Shell,et al. Equilibrium Bank Runs , 2003, Journal of Political Economy.
[66] M. C. Jensen,et al. Harvard Business School; SSRN; National Bureau of Economic Research (NBER); European Corporate Governance Institute (ECGI); Harvard University - Accounting & Control Unit , 1976 .
[67] Prospect Theory and Asset Prices , 1999 .
[68] R. Thaler,et al. Myopic Loss Aversion and the Equity Premium Puzzle , 1993 .
[69] J. D. Suver,et al. Cost of capital. , 1978, Hospital financial management.
[70] Ming Huang,et al. Stocks as Lotteries: The Implications of Probability Weighting for Security Prices , 2007 .
[71] Merton H. Miller. The Cost of Capital, Corporation Finance and the Theory of Investment , 1958 .
[72] George A. Akerlof,et al. Looting: The Economic Underworld of Bankruptcy for Profit , 1994 .
[73] Martin Oehmke,et al. Liquidating Illiquid Collateral , 2013, J. Econ. Theory.
[74] Xavier Vives,et al. Short-Term Investment and the Informational Efficiency of the Market , 1994 .
[75] X. Vives,et al. Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All? , 2002 .
[76] Gary B. Gorton,et al. Information, Liquidity, and the (Ongoing) Panic of 2007 , 2009 .
[77] Jose A. Lopez. What is liquidity risk , 2008 .
[78] Xavier Vives,et al. Information and Learning in Markets , 2007 .
[79] Francisco Gomes. Portfolio Choice and Trading Volume with Loss Averse Investors , 2003 .
[80] Albert S. Kyle,et al. Informed Speculation with Imperfect Competition , 1989 .
[81] John B. Bryant. A Model of Reserves, Bank Runs, and Deposit Insurance , 1980 .
[82] Paolo Pasquariello,et al. Prospect Theory and Market Quality , 2013, J. Econ. Theory.
[83] E. Miller. Risk, Uncertainty, and Divergence of Opinion , 1977 .
[84] Zheng Song,et al. House price dynamics with dispersed information , 2014, J. Econ. Theory.
[85] Jianjun Miao,et al. Advance Information and Asset Prices , 2007, J. Econ. Theory.