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Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment

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Author Info
Bossaerts, Peter
Zame, William R.

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File URL: http://www.sciencedirect.com/science/article/B7CPP-4J7B127-1/2/9f8f5cd9e2ae89a0d517ba04d71a8fbc
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Article provided by Elsevier in its journal Finance Research Letters.

Volume (Year): 3 (2006)
Issue (Month): 2 (June)
Pages: 96-101
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Handle: RePEc:eee:finlet:v:3:y:2006:i:2:p:96-101

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Darrell Duffie & William Zame, 1988. "The Consumption-Based Capital Asset Pricing Model," Discussion Papers 88-10, University of Copenhagen. Department of Economics.
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  2. Duffie, J Darrell & Huang, Chi-fu, 1985. "Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-lived Securities," Econometrica, Econometric Society, vol. 53(6), pages 1337-56, November. [Downloadable!] (restricted)
  3. Merton, Robert C., 1971. "Optimum consumption and portfolio rules in a continuous-time model," Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December. [Downloadable!] (restricted)
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  4. Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2006. "Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"," Finance Research Letters, Elsevier, vol. 3(2), pages 102-105, June. [Downloadable!] (restricted)
  5. Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-45, November. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Emilio Espino & Thomas Hintermaier, 2009. "Asset trading volume in a production economy," Economic Theory, Springer, vol. 39(2), pages 231-258, May. [Downloadable!] (restricted)
    Other versions:
  2. David N. DeJong & Emilio Espino, 2007. "The Cyclical Behavior of Equity Turnover," Working Papers 294, University of Pittsburgh, Department of Economics, revised Sep 2009. [Downloadable!]
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