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A Time-State-Preference Model of Security Valuation

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  • Myers, Stewart C.
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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

    Volume (Year): 3 (1968)
    Issue (Month): 01 (March)
    Pages: 1-33

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    Handle: RePEc:cup:jfinqa:v:3:y:1968:i:01:p:1-33_01

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    Cited by:
    1. Homolle, Susanne, 2004. "Bank capital regulation, asset risk, and subordinated uninsured debt," Journal of Economics and Business, Elsevier, vol. 56(6), pages 443-468.
    2. Merton, Robert C., 1977. "On the microeconomic theory of investment under uncertainty," Working papers 958-77., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    3. Tarrazo, Manuel, 1997. "An application of fuzzy set theory to the individual investor problem," Financial Services Review, Elsevier, vol. 6(2), pages 97-107.
    4. Merton, Robert, 1990. "Capital market theory and the pricing of financial securities," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 11, pages 497-581 Elsevier.
    5. Jack Hirshleifer & Mark E. Rubinstein, 1973. "Speculation and Information in Securities Markets," UCLA Economics Working Papers 032, UCLA Department of Economics.
    6. Samuel Mongrut & Dídac Ramírez, 2006. "Discount Rates in Emerging Capital Markets," Working Papers 06-03, Departamento de Economía, Universidad del Pacífico, revised Jun 2006.

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