This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Citations of
Gur Huberman

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. 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.

| Working papers | Articles | Access and download statistics

Working papers

  1. Daniel Dorn & Gur Huberman & Paul Sengmueller, 2005. "Correlated Trading and Returns," DNB Working Papers 072, Netherlands Central Bank, Research Department. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," Les Cahiers de Recherche 899, HEC Paris. [Downloadable!]
      Other versions:
    2. Dorn, Daniel & Huberman, Gur, 2007. "Preferred Risk Habitat of Individual Investors," CEPR Discussion Papers 6532, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  2. Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York. [Downloadable!]

    Cited by:

    1. Ram T. S. Ramakrishnan & Anjan V. Thakor, 2004. "The Valuation of Assets under Moral Hazard," Finance 0411032, EconWPA. [Downloadable!]
      Other versions:
    2. M Ali Khan & Yeneng Sun, 2002. "Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets," Economics Working Paper Archive 483, The Johns Hopkins University,Department of Economics. [Downloadable!]
      Other versions:
    3. Richard Sweeney & Arthur Warga, 1984. "The Pricing of Unanticipated Changes in Expected Inflation: Evidence from the Stock Market," University of California at Los Angeles, Anderson Graduate School of Management 1218, Anderson Graduate School of Management, UCLA. [Downloadable!]
    4. M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation, Yale University. [Downloadable!]
    5. John Ammer, 1993. "Macroeconomic risk and asset pricing: estimating the apt with observable factors," International Finance Discussion Papers 448, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  3. Simon Gilchrist & Charles P. Himmelberg & Gur Huberman, 2004. "Do Stock Price Bubbles Influence Corporate Investment?," NBER Working Papers 10537, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Massa, Massimo & Peyer, Urs & Tong, Zhenxu, 2005. "Limits of Arbitrage and Corporate Financial Policy," CEPR Discussion Papers 4829, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    2. Christopher Polk & Paola Sapienza, 2004. "The Real Effects of Investor Sentiment," NBER Working Papers 10563, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Philippe Aghion & Jeremy C. Stein, 2004. "Growth vs. Margins: Destabilizing Consequences of Giving the Stock Market What it Wants," NBER Working Papers 10999, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Murillo Campello & John Graham, 2007. "Do Stock Prices Influence Corporate Decisions? Evidence from the Technology Bubble," NBER Working Papers 13640, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Forssbæck , Jens & Oxelheim, Lars, 2008. "Financial Determinants of Foreign Direct Investment," Working Paper Series 741, Research Institute of Industrial Economics. [Downloadable!]
    6. W.Jos Jansen & Ad C.J.Stokman, 2003. "The Importance of Multinational Companies for Global Economic Linkages," DNB Staff Reports (discontinued) 99, Netherlands Central Bank. [Downloadable!]
      Other versions:
    7. John Conlon, 2005. "Should Central Banks Burst Bubbles?," Game Theory and Information 0508007, EconWPA. [Downloadable!]
    8. Guido Lorenzoni & Karl Walentin, 2007. "Financial Frictions, Investment and Tobin's q," NBER Working Papers 13092, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Kevin J. Lansing, 2008. "Speculative growth and overreaction to technology shocks," Working Paper Series 2008-08, Federal Reserve Bank of San Francisco. [Downloadable!]
    10. Malcolm Baker & C. Fritz Foley & Jeffrey Wurgler, 2004. "The Stock Market and Investment: Evidence from FDI Flows," NBER Working Papers 10559, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    12. W. Jos Jansen & Ad C.J. Stokman, 2004. "Foreign Direct Investment and International Business Cycle Comovement," Macroeconomics 0402029, EconWPA. [Downloadable!]
      Other versions:
    13. Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2007. "Stock market misvaluation and corporate investment," MPRA Paper 3109, University Library of Munich, Germany, revised 05 May 2007. [Downloadable!]
    14. John R. Conlon, 2008. "Should Central Banks Burst Bubbles? Some Microeconomic Issues," Levine's Working Paper Archive 122247000000002330, David K. Levine. [Downloadable!]
    15. George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2007. "Wall Street and Silicon Valley: A Delicate Interaction," NBER Working Papers 13475, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Werner Stanzl & Gur Huberman, 2000. "Optimal Liquidity Trading," Yale School of Management Working Papers ysm165, Yale School of Management. [Downloadable!]
    Published as:

    Cited by:

    1. David Bakstein, 2001. "The Pricing of Derivatives in Illiquid Markets," OFRC Working Papers Series 2001mf05, Oxford Financial Research Centre. [Downloadable!]
    2. David Bakstein & Sam Howison, 2002. "A Risk-Neutral Parametric Liquidity Model for Derivatives," OFRC Working Papers Series 2002mf02, Oxford Financial Research Centre. [Downloadable!]
    3. Alexander Weiss, 2009. "Executing large orders in a microscopic market model," Quantitative Finance Papers 0904.4131, arXiv.org. [Downloadable!]
    4. Alexander Weiss, 2008. "Escaping the Brownian stalkers," Quantitative Finance Papers 0803.3590, arXiv.org. [Downloadable!]
    5. Ryosuke Ishii, 2009. "Optimal Execution in an Evolutionary Setting," KIER Working Papers 670, Kyoto University, Institute of Economic Research. [Downloadable!]
    6. David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo, 2009. "On the Scholes Liquidation Problem," NBER Working Papers 15381, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. Werner Stanzl & Gur Huberman, 2000. "Arbitrage-Free Price-Update and Price-Impact Functions," Yale School of Management Working Papers ysm164, Yale School of Management. [Downloadable!]

    Cited by:

    1. David Bakstein & Sam Howison, 2002. "A Risk-Neutral Parametric Liquidity Model for Derivatives," OFRC Working Papers Series 2002mf02, Oxford Financial Research Centre. [Downloadable!]
    2. Anna Obizhaeva & Jiang Wang, 2005. "Optimal Trading Strategy and Supply/Demand Dynamics," NBER Working Papers 11444, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. Huberman, G. & Rubinstein, A., 2000. "Correct Belief, Wrong Action and a Puzzling Gender Difference," Papers 2000-17, Tel Aviv.
    Other versions:

    Cited by:

    1. Colin Camerer & Teck-Hua Ho & Juin Kuan Chong, 2003. "A cognitive hierarchy theory of one-shot games: Some preliminary results," Levine's Bibliography 506439000000000495, UCLA Department of Economics. [Downloadable!]
    2. Dennis Dittrich & Werner Güth & Boris Maciejovsky, . "Overconfidence in Investment Decisions: An Experimental Approach," Papers on Strategic Interaction 2001-03, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
      Other versions:

  7. Huberman, G. & Halka, D., 1999. "Systematic Liquidity," Papers 99-9, Columbia - Graduate School of Business.

    Cited by:

    1. Chikashi Tsuji, 2003. "Is Volatility the Best Predictor of Market Crashes?," Asia-Pacific Financial Markets, Springer, vol. 10(2), pages 163-185, September. [Downloadable!] (restricted)
    2. Michael J. Fleming, 2001. "Measuring treasury market liquidity," Staff Reports 133, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    3. Gann, Philipp, 2009. "Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse," Discussion Papers in Business Administration 10582, University of Munich, Munich School of Management. [Downloadable!]
    4. Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," NBER Working Papers 8816, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Acharya, Viral V & Pedersen, Lasse Heje, 2003. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 3749, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    6. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2005. "The joint dynamics of liquidity, returns, and volatility across small and large firms," Staff Reports 207, Federal Reserve Bank of New York. [Downloadable!]
    8. Pástor, Luboš & Stambaugh, Robert F, 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    9. Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood, 2002. "Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?," Econometrics 0201003, EconWPA. [Downloadable!]
      Other versions:
    10. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2003. "An empirical analysis of stock and bond market liquidity," Staff Reports 164, Federal Reserve Bank of New York. [Downloadable!]
    11. Karolyi, G. Andrew & Lee, Kuan Hui & van Dijk, Mathijs A., 2007. "Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World," Working Paper Series 2007-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    12. BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael, 2006. "Market-wide liquidity co-movements, volatility regimes and market cap sizes," CORE Discussion Papers 2006102, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    13. Dimitri Vayanos, 2004. "Flight to Quality, Flight to Liquidity, and the Pricing of Risk," NBER Working Papers 10327, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Lee, Kuan-Hui, 2005. "The World Price of Liquidity Risk," Working Paper Series 2006-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    15. Saffi, Pedro, 2008. "Expected returns and liquidity risk: Does entrepreneurial income matter?," IESE Research Papers D/749, IESE Business School. [Downloadable!]
    16. Chitru S. Fernando, 2002. "Commonality in Liquidity: Transmission of Liquidity Shocks across Investors and Securities," Center for Financial Institutions Working Papers 02-43, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    17. Jim Clayton & Greg MacKinnon & Liang Peng, 2008. "Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation," Journal of Real Estate Research, American Real Estate Society, vol. 30(2), pages 125-160. [Downloadable!]
    18. Roberto Pascual & Alvaro Escribano & Mikel Tapia, 2004. "On the bi-dimensionality of liquidity," European Journal of Finance, Taylor and Francis Journals, vol. 10(6), pages 542-566, December. [Downloadable!] (restricted)
    19. Hui Guo & Robert Savickas, 2005. "Idiosyncratic volatility, stock market volatility, and expected stock returns," Working Papers 2003-028, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    20. Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2008. "The Risk Components of Liquidity," Discussion Papers 2008/7, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
      Other versions:
    21. Zhenyu Wang & Xiaoyan Zhang, 2006. "Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims," Staff Reports 265, Federal Reserve Bank of New York. [Downloadable!]
    22. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2001. "An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies," University of California at Los Angeles, Anderson Graduate School of Management 1018, Anderson Graduate School of Management, UCLA. [Downloadable!]
    23. Eckbo, B Espen & Norli, Øyvind, 2005. "Liquidity Risk, Leverage and Long-Run IPO Returns," CEPR Discussion Papers 4832, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    24. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2001. "Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows," Staff Reports 141, Federal Reserve Bank of New York. [Downloadable!]

  8. Goetzmann, W.N. & Greenward, B. & Huberman, G., 1992. "Market Response to Mutual Fund Performance," Papers 92-25, Columbia - Graduate School of Business.

    Cited by:

    1. R. Anton Braun & Arijit Mukherji & David E. Runkle, 1996. "Delayed financial disclosure: Mexico's recent experience," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 13-21. [Downloadable!]

  9. Huberman, G. & Kandel, S., 1991. "On the Incentives for Money Nanagers: A Signalling Approach," Papers 92-16, Columbia - Graduate School of Business.
    Published as:

    Cited by:

    1. Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998. "Conditional Market Timing with Benchmark Investors," NBER Working Papers 6434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Ping Hu & Jayant Kale & Ajay Subramanian, 2003. "Compensation, Career Concerns, and Relative Risk Choices by Mutual Fund Managers: Theory and Evidence," Levine's Bibliography 666156000000000349, UCLA Department of Economics. [Downloadable!]
    3. Saltuk Ozerturk, 2004. "Equilibrium Incentives to Acquire Precise Information in Delegated Portfolio Management," Journal of Financial Services Research, Springer, vol. 25(1), pages 25-36, February. [Downloadable!] (restricted)

Articles

  1. Daniel Dorn & Gur Huberman & Paul Sengmueller, 2008. "Correlated Trading and Returns," Journal of Finance, American Finance Association, vol. 63(2), pages 885-920, 04. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Gur Huberman & Sheena Iyengar & Wei Jiang, 2007. "Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates," Journal of Financial Services Research, Springer, vol. 31(1), pages 1-32, February. [Downloadable!] (restricted)

    Cited by:

    1. James J. Choi & David Laibson & Brigitte C. Madrian, 2004. "Plan Design and 401(k) Savings Outcomes," NBER Working Papers 10486, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Olivia S. Mitchell & Stephen P. Utkus & Tongxuan (Stella) Yang, 2005. "Turning Workers into Savers? Incentives, Liquidity, and Choice in 401(k) Plan Design," NBER Working Papers 11726, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Saez, Emmanuel, 2007. "Details Matter: The Impact of Presentation and Information on the Take-up of Financial Incentives for Retirement Saving," CEPR Discussion Papers 6386, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    4. Gerlinde Fellner, 2004. "Illusion of control as a source of poor diversification: An experimental approach," Papers on Strategic Interaction 2004-28, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]

  3. Gur Huberman & Wei Jiang, 2006. "Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds," Journal of Finance, American Finance Association, vol. 61(2), pages 763-801, 04. [Downloadable!] (restricted)

    Cited by:

    1. Jeff Dominitz & Angela Hung, 2006. "Retirement Savings Portfolio Management," Working Papers wp138, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    2. Christian E. Weller, 2009. "Did Retirees Save Enough to Compensate for the Increase in Individual Risk Exposure?," Working Papers wp206, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]
    3. Eugene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series WP-06-05, Federal Reserve Bank of Chicago. [Downloadable!]
      Other versions:
    4. Cole, Rebel & Mehran, Hamid, 2007. "What can we learn from privately held firms about executive compensation?," MPRA Paper 4710, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    5. Jan de Dreu & Jacob Bikker, 2009. "Pension fund sophistication and investment policy," DNB Working Papers 211, Netherlands Central Bank, Research Department. [Downloadable!]
      Other versions:

  4. Gilchrist, Simon & Himmelberg, Charles P. & Huberman, Gur, 2005. "Do stock price bubbles influence corporate investment?," Journal of Monetary Economics, Elsevier, vol. 52(4), pages 805-827, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Daniel Dorn & Gur Huberman, 2005. "Talk and Action: What Individual Investors Say and What They Do," Review of Finance, Springer, vol. 9(4), pages 437-481, December. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Andreas Hackethal & Michael Haliassos & Tullio Jappelli, 2009. "Financial Advisors: A Case of Babysitters?," CFS Working Paper Series 2009/04, Center for Financial Studies. [Downloadable!]
      Other versions:
    2. Dorn, Daniel & Huberman, Gur & Sengmueller, Paul, 2007. "Correlated Trading and Returns," CEPR Discussion Papers 6530, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    3. Luigi Guiso & Tullio Jappelli, 2008. "Financial Literacy and Portfolio Diversification," Economics Working Papers ECO2008/31, European University Institute. [Downloadable!]
      Other versions:
    4. Dorn, Daniel & Huberman, Gur, 2007. "Preferred Risk Habitat of Individual Investors," CEPR Discussion Papers 6532, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    5. John R. Graham & Campbell R. Harvey & Hai Huang, 2005. "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers 11426, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Nosic, Alen & Weber, Martin, 2007. "Determinants of Risk Taking Behavior: The role of Risk Attitudes, Risk Perceptions and Beliefs," Sonderforschungsbereich 504 Publications 07-56, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    7. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008. "Are all professional investors sophisticated?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-397, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    8. Giuseppe Attanasi, Luca Corazzini, Nikolaos Georgantzis, Francesco Passarelli., 2009. "Risk Aversion, Over-Confidence and Private Information as Determinants of Majority Thresholds," ISLA Working Papers 34, ISLA, Centre for research on Latin American Studies and Transition Economies, Universita' Bocconi, Milano, Italy. [Downloadable!]
    9. Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer, vol. 32(1), pages 1-36, June. [Downloadable!] (restricted)

  6. Gur Huberman & Werner Stanzl, 2005. "Optimal Liquidity Trading," Review of Finance, Springer, vol. 9(2), pages 165-200, 06. [Downloadable!] (restricted)
    Other versions:
    Published as:

    See citations under working paper version above.

  7. Gur Huberman & Werner Stanzl, 2004. "Price Manipulation and Quasi-Arbitrage," Econometrica, Econometric Society, vol. 72(4), pages 1247-1275, 07. [Downloadable!] (restricted)

    Cited by:

    1. Dorn, Daniel & Huberman, Gur & Sengmueller, Paul, 2007. "Correlated Trading and Returns," CEPR Discussion Papers 6530, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    2. Alexander Weiss, 2009. "Executing large orders in a microscopic market model," Quantitative Finance Papers 0904.4131, arXiv.org. [Downloadable!]

  8. Gur Huberman & Paul Sengmueller, 2004. "Performance and Employer Stock in 401(k) Plans," Review of Finance, Oxford University Press for European Finance Association, vol. 8(3), pages 403-443. [Downloadable!] (restricted)

    Cited by:

    1. Nittai K. Bergman & Dirk Jenter, 2005. "Employee Sentiment and Stock Option Compensation," NBER Working Papers 11409, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Ning Tang & Olivia S. Mitchell, 2008. "The Efficiency of Pension Plan Investment Menus: Investment Choices in Defined Contribution Pension Plans," Working Papers wp176, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    3. John R. Graham & Campbell R. Harvey & Hai Huang, 2005. "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers 11426, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Thomas Steinberger, 2005. "Pension benefit default risk and welfare effects of funding regulation," CSEF Working Papers 147, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    5. James J. Choi & David Laibson & Brigitte C. Madrian, 2007. "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," NBER Working Papers 13656, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  9. Huberman, Gur, 2001. "Familiarity Breeds Investment," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(3), pages 659-80.

    Cited by:

    1. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007. "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers 13121, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Sorensen, Bent E & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2005. "Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth," CEPR Discussion Papers 5113, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    3. Giannetti, Mariassunta & Simonov, Andrei, 2002. "Which Investors Fear Expropriation?," SIFR Research Report Series 10, Institute for Financial Research. [Downloadable!]
    4. Luigi Guiso & Tullio Jappelli, 2006. "Information Acquisition and Portfolio Performance," CSEF Working Papers 167, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
      Other versions:
    5. Carmela Mauro, 2008. "Uncertainty Aversion Vs. Competence: An Experimental Market Study," Theory and Decision, Springer, vol. 64(2), pages 301-331, March. [Downloadable!] (restricted)
    6. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," NBER Working Papers 11488, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Calvet, Laurent & Campbell, John Y. & Sodini, Paolo, 2006. "Down or out: assessing the welfare costs of household investment mistakes," Les Cahiers de Recherche 832, HEC Paris. [Downloadable!]
      Other versions:
    8. Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 2000. "Do Debt Flows Crowd Out Equity Flows Or the Other Way Round?," NBER Working Papers 7736, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Stijn Van Nieuwerburgh & Laura Veldkamp, 2007. "Information Immobility and the Home Bias Puzzle," NBER Working Papers 13366, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    11. Carlos Viana de Carvalho & Kevin Amonlirdviman, 2004. "Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias," Econometric Society 2004 Latin American Meetings 61, Econometric Society. [Downloadable!]
    12. Uppal, Raman & Wang, Tan, 2002. "Model Misspecification and Under-Diversification," CEPR Discussion Papers 3304, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    13. David Goldreich, 2004. "Behavioral Biases of Dealers in U.S. Treasury Auctions," Working Papers 2004.143, Fondazione Eni Enrico Mattei. [Downloadable!]
    14. Takato Hiraki & Akitoshi Ito & Fumiaki Kuroki, 2003. "Investor Familiarity and Home Bias: Japanese Evidence," Asia-Pacific Financial Markets, Springer, vol. 10(4), pages 281-300, December. [Downloadable!] (restricted)
    15. Kee-Hong Bae & Rene M. Stulz & Hongping Tan, 2005. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," NBER Working Papers 11697, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    16. Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner, 2004. "The Geography of Stock Market Participation: The Influence of Communities and Local Firms," NBER Working Papers 10235, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Haselmann, Rainer & Helmut, Herwartz, 2005. "The Introduction of the Euro and its Effects on Investment Decisions," Economics Working Papers 2005,15, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    18. Roberto A. De Santis, 2006. "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series 678, European Central Bank. [Downloadable!]
    19. Nittai K. Bergman & Dirk Jenter, 2005. "Employee Sentiment and Stock Option Compensation," NBER Working Papers 11409, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    20. Nellie Liang & Scott Weisbenner, 2002. "Investor behavior and the purchase of company stock in 401(k) plans - the importance of plan design," Finance and Economics Discussion Series 2002-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    21. Giofré, Maela/M., 2008. "Bias in foreign equity portfolios: households versus professional investors," MPRA Paper 13929, University Library of Munich, Germany. [Downloadable!]
    22. Giannetti, Mariassunta & Simonov, Andrei, 2003. "Which Investors Fear Expropriation? Evidence from Investors' Stock Picking," CEPR Discussion Papers 3843, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    23. Fang Cai & Francis E. Warnock, 2006. "International Diversification at Home and Abroad," NBER Working Papers 12220, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    24. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, EconWPA. [Downloadable!]
      Other versions:
    25. John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2006. "Look at Me Now: What Attracts U.S. Shareholders?," NBER Working Papers 12500, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    26. Nellie Liang & Scott Weisbenner, 2002. "Investor Behavior and the Purchase of Company Stock in 401(k) Plans - The Importance of Plan Design," NBER Working Papers 9131, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    27. Michael Brennan & H. Cao & Norman Strong & Xinzhong Xu, 2003. "The Dynamics of International Equity Market Expectations," University of California at Los Angeles, Anderson Graduate School of Management 1135, Anderson Graduate School of Management, UCLA. [Downloadable!]
      Other versions:
    28. David Daewhan Cho, 2004. "Uncertainty in Second Moments: Implications for Portfolio Allocation," Econometric Society 2004 Far Eastern Meetings 431, Econometric Society. [Downloadable!]
    29. Miklós Koren, 2003. "Financial Globalization, Portfolio Diversification, and the Pattern of International Trade," IMF Working Papers 03/233, International Monetary Fund. [Downloadable!]
    30. Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 2004. "Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe," Working Papers 2004-05, Department of Economics, University of Houston. [Downloadable!]
      Other versions:
    31. Sarkissian, Sergei & Schill, Michael J., 2004. "Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection," Working Papers 05-4, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    32. Bruce Mizrach & Susan Weerts, 2004. "Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room," Departmental Working Papers 200412, Rutgers University, Department of Economics. [Downloadable!]
      Other versions:
    33. Luigi Guiso & Tullio Jappelli, 2008. "Financial Literacy and Portfolio Diversification," Economics Working Papers ECO2008/31, European University Institute. [Downloadable!]
      Other versions:
    34. Rachel A. Campbell & Roman Kräussl, 2006. "Revisiting the Home Bias Puzzle. Downside Equity Risk," CFS Working Paper Series 2006/31, Center for Financial Studies. [Downloadable!]
      Other versions:
    35. Hali J. Edison & Francis E. Warnock, 2003. "U.S. investors' emerging market equity portfolios: a security-level analysis," International Finance Discussion Papers 771, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    36. David Daewhan Cho, 2004. "Uncertainty in Second Moments: Implications for Portfolio Allocation," Econometric Society 2004 Far Eastern Meetings 433, Econometric Society. [Downloadable!]
    37. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA. [Downloadable!]
    38. Larry G. Epstein, 2001. "Sharing Ambiguity," American Economic Review, American Economic Association, vol. 91(2), pages 45-50, May. [Downloadable!] (restricted)
    39. Luigi Guiso & Paola Sapienza & Luigi Zingales, 2005. "Trusting the Stock Market," NBER Working Papers 11648, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    40. Richard Portes & Hélène Rey, 2001. "The Determinants of Cross-Border Equity Flows," DELTA Working Papers 2001-08, DELTA (Ecole normale supérieure). [Downloadable!]
      Other versions:
    41. Nellie Liang & Scott Weisbenner, 2001. "Who benefits from a bull market? an analysis of employee stock option grants and stock prices," Finance and Economics Discussion Series 2001-57, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    42. Menkhoff, Lukas & Schmeling, Maik, 2006. "Local Information in Foreign Exchange Markets," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-331, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
      Other versions:
    43. William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004. "Portfolio Diversification and City Agglomeration," NBER Working Papers 10343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    44. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2001. "Social Interaction and Stock-Market Participation," NBER Working Papers 8358, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    45. Juan Carlos Hatchondo, 2005. "Asymmetric information and the lack of international portfolio diversification," Working Paper 05-07, Federal Reserve Bank of Richmond. [Downloadable!]
    46. Erik Theissen, 2007. "An analysis of private investors’ stock market return forecasts," Applied Financial Economics, Taylor and Francis Journals, vol. 17(1), pages 35-43, January. [Downloadable!] (restricted)
    47. Cronqvist, Henrik, 2006. "Advertising and Portfolio Choice," Working Paper Series 2006-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    48. Chhaochharia, Vidhi & Laeven, Luc, 2008. "Sovereign Wealth Funds: Their Investment Strategies and Performance," CEPR Discussion Papers 6959, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    49. Laura Frieder & Avanidhar Subrahmanyam, 2001. "Brand Perceptions and the Market for Common Stock," University of California at Los Angeles, Anderson Graduate School of Management 1016, Anderson Graduate School of Management, UCLA. [Downloadable!]
    50. Engström, Stefan & Westerberg, Anna, 2003. "Which individuals make active investment decisions in the new Swedish pension system?," Working Paper Series in Economics and Finance 527, Stockholm School of Economics, revised 21 Jul 2003.
    51. Laurens Swinkels & Pieter Van Der Sluis, 2006. "Return-based style analysis with time-varying exposures," European Journal of Finance, Taylor and Francis Journals, vol. 12(6-7), pages 529-552, October. [Downloadable!] (restricted)
      Other versions:
    52. John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2004. "Look at me now: the role of cross-listing in attracting U.S. investors," International Finance Discussion Papers 815, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    53. Stafano Athanasoulis & Eric van Wincoop, 1998. "Risksharing within the United States: what have financial markets and fiscal federalism accomplished?," Research Paper 9808, Federal Reserve Bank of New York. [Downloadable!]
    54. Gian Maria Milesi-Ferretti & Philip R. Lane, 2004. "International Investment Patterns," IMF Working Papers 04/134, International Monetary Fund. [Downloadable!]
      Other versions:
    55. Ongena, S. & Degreyse, H.A., 2003. "Distance, lending relationships, and competition," Discussion Paper 123, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    56. John R. Graham & Campbell R. Harvey & Hai Huang, 2005. "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers 11426, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    57. Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series 2005-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    58. Stephane Pallage & Michel A. Robe, 2002. "The States vs. the states: On the Welfare Cost of Business Cycles in the U.S," Cahiers de recherche du Département des sciences économiques, UQAM 20-17, Université du Québec à Montréal, Département des sciences économiques, revised Oct 2002. [Downloadable!]
      Other versions:
    59. Ding Du & Alan May, 2006. "CAPM and Home Bias; SD Prospective Plantings Analysis," Issue Briefs 2006473, South Dakota State University, Department of Economics. [Downloadable!]
    60. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008. "Are all professional investors sophisticated?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-397, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    61. Roberto A. De Santis & Bruno Gérard, 2006. "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series 626, European Central Bank. [Downloadable!]
    62. Christoffersen, Susan E. K. & Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2003. "The Limits to Dividend Arbitrage: Implications for Cross-Border Investment," Working Papers 03-2, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    63. George M. Korniotis & Alok Kumar, 2008. "Do behavioral biases adversely affect the macro-economy?," Finance and Economics Discussion Series 2008-49, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    64. Gur Huberman & Sheena Iyengar & Wei Jiang, 2007. "Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates," Journal of Financial Services Research, Springer, vol. 31(1), pages 1-32, February. [Downloadable!] (restricted)
    65. Ross Levine & Sergio L. Schmukler, 2005. "Internationalization and the Evolution of Corporate Valuation," NBER Working Papers 11023, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    66. Tongxuan Yang, 2003. "Defined Benefit Pension Plan Liabilities and International Asset Allocation," Working Papers wp058, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    67. Peter Raupach, 2003. "The Valuation of Employee Stock Options - How Good Is the Standard?," Working Paper Series: Finance and Accounting 122, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
    68. Hirshleifer, David, 2007. "Psychological Bias as a Driver of Financial Regulation," MPRA Paper 5129, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    69. Timothy K. Chue, 2004. "The Spirit of Capitalism and International Risk Sharing," Econometric Society 2004 Far Eastern Meetings 589, Econometric Society. [Downloadable!]
    70. James J. Choi & David Laibson & Brigitte C. Madrian, 2007. "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," NBER Working Papers 13656, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    71. Lütje, Torben & Menkhoff, Lukas, 2004. "What Drives Home Bias? Evidence from Fund Managers Views," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-296, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
      Other versions:
    72. Faccio, Mara & Parsley, Davie, 2007. "Sudden Deaths: Taking Stock of Geographic Ties," MPRA Paper 6042, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    73. William N. Goetzmann & Alok Kumar, 2001. "Equity Portfolio Diversification," NBER Working Papers 8686, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    74. Giannetti, Mariassunta & Yafeh, Yishay, 2008. "Do Cultural Differences Between Contracting Parties Matter? Evidence from Syndicated Bank Loans," CEPR Discussion Papers 7020, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    75. Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society. [Downloadable!]
    76. Michael R. King & Dan Segal, 2004. "International Cross-Listing and the Bonding Hypothesis," Working Papers 04-17, Bank of Canada. [Downloadable!]
    77. Jeffrey Bailey & John Nofsinger & Michele O'Neill, 2003. "A Review of Major Influences on Employee Retirement Investment Decisions," Journal of Financial Services Research, Springer, vol. 23(2), pages 149-165, April. [Downloadable!] (restricted)
    78. Robert C. Merton & Zvi Bodie, 2004. "The Design of Financial Systems: Towards a Synthesis of Function and Structure," NBER Working Papers 10620, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    79. Kaul, Aditya & Mehrotra, Vikas & Phillips, Blake, 2006. "Ownership, Foreign Listings, and Market Valuation," CEI Working Paper Series 2005-13, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    80. Doriana Ruffino, 2007. "Resuscitating The Businessman Risk: A Rationale For Familiarity-Based Portfolios," Boston University - Department of Economics - Working Papers Series WP2007-037, Boston University - Department of Economics. [Downloadable!]
    81. Gerlinde Fellner, 2004. "Illusion of control as a source of poor diversification: An experimental approach," Papers on Strategic Interaction 2004-28, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]

  10. Gur Huberman, 2001. "Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar," Journal of Finance, American Finance Association, vol. 56(1), pages 387-396, 02. [Downloadable!] (restricted)

    Cited by:

    1. Marco Stringa & Allan Monks, . "Inter-industry contagion between UK life insurers and UK banks: an event study," Bank of England working papers 325, Bank of England. [Downloadable!]
    2. Riccardo Ferretti & Francesco Pattarin, 2008. "Is public information really public? The role of newspapers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08013, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi". [Downloadable!]
    3. Stefano DellaVigna & Joshua M. Pollet, 2009. "Capital Budgeting vs. Market Timing: An Evaluation Using Demographics," NBER Working Papers 15184, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Simon Gilchrist & Charles P. Himmelberg & Gur Huberman, 2004. "Do Stock Price Bubbles Influence Corporate Investment?," NBER Working Papers 10537, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Hagerman, Amy & Jin, Yanhong, 2009. "The Buzz In The Pits: Livestock Futures' Response To A Rumor Of Foreign Animal Disease," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49493, Agricultural and Applied Economics Association. [Downloadable!]
    6. Lin Peng & Wei Xiong, 2005. "Investor Attention: Overconfidence and Category Learning," NBER Working Papers 11400, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Fumiko Takeda & Hiroaki Yamazaki, 2006. "Stock Price Reactions to Public TV Programs on Listed Japanese Companies," Economics Bulletin, Economics Bulletin, vol. 13(7), pages 1-7. [Downloadable!]
    8. Christian Leuz & Catherine Schrand, 2009. "Disclosure and the Cost of Capital: Evidence from Firms’ Responses to the Enron Shock," NBER Working Papers 14897, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Stefano DellaVigna & Ethan Kaplan, 2006. "The Fox News Effect: Media Bias and Voting," NBER Working Papers 12169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Andrew W. Lo & Dmitry V. Repin, 2001. "The Psychophysiology of Real-Time Financial Risk Processing," NBER Working Papers 8508, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. DellaVigna, Stefano & Kaplan, Ethan, 2006. "The Fox News Effect: Media Bias and Voting," Seminar Papers 748, Stockholm University, Institute for International Economic Studies. [Downloadable!]
    12. Jon H. Fiva & Lars J. Kirkebøen, 2008. "Does the Housing Market React to New Information on School Quality?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    13. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, EconWPA. [Downloadable!]
    14. Stefano DellaVigna & Joshua Pollet, 2005. "Investor Inattention, Firm Reaction, and Friday Earnings Announcements," NBER Working Papers 11683, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    15. Nejat Anbarci & Ching-jen Sun, 2009. "Robustness of Intermediate Agreements and Bargaining Solutions," Economics Series 2009_14, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    16. Stefano DellaVigna & Joshua M. Pollet, 2005. "Attention, Demographics, and the Stock Market," NBER Working Papers 11211, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  11. Huberman, Gur & Kandel, Shmuel, 1993. "On the incentives for money managers : A signalling approach," European Economic Review, Elsevier, vol. 37(5), pages 1065-1081, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  12. Huberman, Gur & Kandel, Shmuel, 1990. "Market Efficiency and Value Line's Record," Journal of Business, University of Chicago Press, vol. 63(2), pages 187-216, April. [Downloadable!] (restricted)

    Cited by:

    1. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  13. Huberman, Gur & Kandel, Shmuel, 1989. "Firms' fiscal years, size and industry," Economics Letters, Elsevier, vol. 29(1), pages 69-75. [Downloadable!] (restricted)

    Cited by:

    1. Paul Oyer, 1995. "The Effect of Sales Incentives on Business Seasonality," Working Papers 733, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]

  14. Huberman, Gur & Kahn, Charles M., 1988. "Strategic renegotiation," Economics Letters, Elsevier, vol. 28(2), pages 117-121. [Downloadable!] (restricted)

    Cited by:

    1. Ram Mudambi, 1999. "Multinational Investment Attraction: Principal-Agent Considerations," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 6(1), pages 65-79, February. [Downloadable!] (restricted)
    2. Oliver Hart & John Moore, 1997. "Default and Renegotiation: A Dynamic Model of Debt," NBER Working Papers 5907, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Marvin Goodfriend & Jeffrey M. Lacker, 1999. "Limited commitment and central bank lending," Working Paper 99-02, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    4. Green, Jerry & Laffont, Jean-Jacques., 1988. "Renegotiation and the Form of Efficient Contracts," Working Papers 672, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
      Other versions:

  15. Kahn, Charles & Huberman, Gur, 1988. "Two-sided Uncertainty and "Up-or-Out" Contracts," Journal of Labor Economics, University of Chicago Press, vol. 6(4), pages 423-44, October. [Downloadable!] (restricted)

    Cited by:

    1. Yijiang Wang, . "Demand, Supply and Coordination: An Integrated Theory of the Division of Labor," Working Papers 0405, Industrial Relations Center, University of Minnesota (Twin Cities Campus). [Downloadable!]
    2. Gibbons, Robert, 1998. "Incentives in Organizations," Journal of Economic Perspectives, American Economic Association, vol. 12(4), pages 115-32, Fall. [Downloadable!] (restricted)
    3. Heski Bar-Isaac, 2004. "Something to Prove: Reputation in teams and hiring to introduce uncertainty," Working Papers 04-07, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    4. Carolyn Pitchik, 2006. "Self-Promoting Investments," Working Papers tecipa-229, University of Toronto, Department of Economics. [Downloadable!]
      Other versions:
    5. Bernard Sinclair-Desgagné & Olivier Cadot, 1997. "Career Concerns and the Acquisition of Firm-Specific Skills," CIG Working Papers FS IV 97-19, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
      Other versions:
    6. Oyer, Paul, 2007. "Ability and Employer Learning: Evidence from the Economist Labor Market," Research Papers 1961, Stanford University, Graduate School of Business. [Downloadable!]
      Other versions:
    7. James B. Rebitzer & Lowell J. Taylor, 2006. "When Knowledge is an Asset: Explaining the Organizational Structure of Large Law Firms," Economics Working Paper Archive wp_477, Levy Economics Institute, The. [Downloadable!]
      Other versions:
    8. Peter Bardsley & Katerina Sherstyuk, 2006. "Rat Races and Glass Ceilings," The B.E. Journal of Theoretical Economics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
    9. Lima, Francisco & Pereira, Pedro Telhado, 2001. "Careers and Wage Growth within Large Firms," IZA Discussion Papers 336, Institute for the Study of Labor (IZA). [Downloadable!]
    10. Robert Gibbons, 1997. "Incentives and Careers in Organizations," NBER Working Papers 5705, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Raghuram G. Rajan & Luigi Zingales, 2000. "The Firm as a Dedicated Hierarchy: A Theory of the Origin and Growth of Firms," NBER Working Papers 7546, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. James Malcomson & James W. Maw & Barry McCormick, 2002. "General Training by Firms, Apprentice Contracts, and Public Policy," Economics Series Working Papers 086, University of Oxford, Department of Economics. [Downloadable!]
      Other versions:
    13. George Baker & Robert Gibbons & Kevin J. Murphy, 1993. "Subjective Performance Measures in Optimal Incentive Contracts," NBER Working Papers 4480, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. Dan Bernhardt & Steeve Mongrain, 2007. "The Layoff Rat Race," Discussion Papers dp07-06, Department of Economics, Simon Fraser University. [Downloadable!]
    15. Chong-En Bai & Chenggang Xu, 2001. "Ownership, Incentives and Monitoring," STICERD - Theoretical Economics Paper Series 413, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    16. Robert Gibbons, 1998. "Incentives in Organizations," NBER Working Papers 6695, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Marko Tervio, 2003. "Mediocrity in Talent Markets," Institute for Research on Labor and Employment, Working Paper Series 1098, Institute of Industrial Relations, UC Berkeley. [Downloadable!]
    18. Robert Gibbons & Michael Waldman, 1998. "A Theory of Wage and Promotion Dynamics in Internal Labor Markets," NBER Working Papers 6454, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    19. Michael Waldman, 1989. "Up-or-Out Contracts: A Signaling Perspective," UCLA Economics Working Papers 556, UCLA Department of Economics. [Downloadable!]
      Other versions:

  16. Huberman, Gur & Kahn, Charles M, 1988. "Limited Contract Enforcement and Strategic Renegotiation," American Economic Review, American Economic Association, vol. 78(3), pages 471-84, June. [Downloadable!] (restricted)

    Cited by:

    1. Bernhard Ganglmair, 2008. "Breakup of Repeat Transaction Contracts, Specific Investment, and Efficient Rent-Seeking," JEPS Working Papers 08-001, JEPS. [Downloadable!]
    2. Schmitz, Patrick W., 1998. "On Randomization in Coalition Contracts," MPRA Paper 13446, University Library of Munich, Germany. [Downloadable!]
    3. Alan Schwartz & Joel Watson, 2000. "Economic and Legal Aspects of Costly Recontracting," University of California at San Diego, Economics Working Paper Series 2000-05, Department of Economics, UC San Diego. [Downloadable!]
      Other versions:
    4. Alan Schwartz & Joel Watson, . "The Law and Economics of Costly Contracting," Yale Law School John M. Olin Center for Studies in Law, Economics, and Public Policy Working Paper Series yale_lepp-1004, Yale Law School John M. Olin Center for Studies in Law, Economics, and Public Policy. [Downloadable!]
      Other versions:
    5. Schmitz, Patrick W., 2001. "The Hold-Up Problem and Incomplete Contracts: A Survey of Recent Topics in Contract Theory," MPRA Paper 12562, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    6. Patrick Schmitz, 1998. "Randomization in coalition contracts," Public Choice, Springer, vol. 94(3), pages 341-353, March. [Downloadable!] (restricted)
      Other versions:
    7. Schmitz, Patrick W., 2006. "Book Review of “Contract Theory” (Bolton and Dewatripont, 2005)," MPRA Paper 6977, University Library of Munich, Germany. [Downloadable!]
    8. Marvin Goodfriend & Jeffrey M. Lacker, 1999. "Limited commitment and central bank lending," Working Paper 99-02, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    9. Patrick W. Schmitz, 2005. "Should Contractual Clauses that Forbid Renegotiation Always be Enforced?," Bonn Econ Discussion Papers bgse26_2005, University of Bonn, Germany. [Downloadable!]
      Other versions:
    10. Green, Jerry & Laffont, Jean-Jacques., 1988. "Renegotiation and the Form of Efficient Contracts," Working Papers 672, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
      Other versions:
    11. Jeffrey M. Lacker, 1989. "Limited commitment and costly enforcement," Working Paper 90-02, Federal Reserve Bank of Richmond. [Downloadable!]
    12. Mark Carey S. & Stephen Prowse & John Rea & Gregory Udell, 1993. "The economics of the private placement market," Staff Studies 166, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    13. Lynn Fisher, 2006. "Renegotiation in the Common Law Mortgage and the Impact of Equitable Redemption," The Journal of Real Estate Finance and Economics, Springer, vol. 32(1), pages 61-82, February. [Downloadable!] (restricted)
    14. William P. Rogerson, 1990. "Contractual Solutions to the Hold-Up Problem," Discussion Papers 873, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    15. Steven A. Matthews, 1993. "Renegotiation of Sales Contracts," Discussion Papers 1051, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
      Other versions:
    16. Schmitz, Patrick W., 2002. "On simple contracts, renegotiation under asymmetric information, and the hold-up problem," MPRA Paper 12530, University Library of Munich, Germany. [Downloadable!]

  17. Huberman, Gur & Kandel, Shmuel, 1987. " Mean-Variance Spanning," Journal of Finance, American Finance Association, vol. 42(4), pages 873-88, September. [Downloadable!] (restricted)

    Cited by:

    1. Steve Satchell, 1999. "The Small Noise Arbitrage Pricing Theory," Research Paper Series 4, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    2. Post, G.T., 2003. "Asset prices and omitted moments; A stochastic dominance analysis of market efficiency," Research Paper ERS-2003-017-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    3. Campbell R. Harvey, 1994. "Predictable Risk and Returns in Emerging Markets," NBER Working Papers 4621, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Alvaro Aguirre & César Calderón, 2005. "Real Exchange Rate Misalignments and Economic Performance," Working Papers Central Bank of Chile 316, Central Bank of Chile. [Downloadable!]
    5. Claessens, Stijn, 1993. "Equity portfolio investment in developing countries : a literature survey," Policy Research Working Paper Series 1089, The World Bank. [Downloadable!]
    6. Melenberg, Bertrand & Polbennikov, Simon, 2005. "Testing for mean-coherent regular risk spanning," Discussion Paper 99, Tilburg University, Center for Economic Research. [Downloadable!]
    7. Tims, B. & Mahieu, R.J., 2003. "International Portfolio Choice," Research Paper ERS-2003-011-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    8. Post, G.T., 2003. "Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?," Research Paper ERS-2003-017-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    9. Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu, 2005. "Mimicking Portfolios with Conditioning Information," NBER Working Papers 11020, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. A. Craig MacKinlay & Lubos Pastor, 1999. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," NBER Working Papers 7162, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    11. Charlotte Christiansen & Juanna Schröter Joensen & Helena Skyt Nielsen, 2006. "The Risk-Return Trade-Off in Human Capital Investment," IZA Discussion Papers 1962, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    12. Francois Boye, 2007. "Mexican ADRs in the 90s: as good as expected?," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Economics Department, vol. 22(1), pages 93-120, June. [Downloadable!]
    13. Schröder, Michael, 2005. "Is there a Difference? The Performance Characteristics of SRI Equity Indexes," ZEW Discussion Papers 05-50, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    14. Roon, F.A. de & Nijman, T.E. & Werker, B.J.M., 1996. "Testing for spanning with futures contracts and nontraded assets : a general approach," Discussion Paper 83, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    15. Rodolfo Q. Aquino, 2006. "A variance equality test of the ICAPM on Philippine stocks: post-Asian financial crisis period," Applied Economics, Taylor and Francis Journals, vol. 38(3), pages 353-362, February. [Downloadable!] (restricted)
    16. Paul Ehling & Sofia Brito Ramos, 2005. "Geographic versus industry diversification - constraints matter," Working Paper Series 425, European Central Bank. [Downloadable!]
      Other versions:
    17. Horst, J.R. ter & Nijman, T.E. & Roon, F.A. de, 1998. "Style analysis and performance evaluation of Dutch mutual funds," Discussion Paper 50, Tilburg University, Center for Economic Research. [Downloadable!]
    18. Polbennikov, Simon & Melenberg, Bertrand, 2005. "Mean-coherent risk and mean-variance approaches in portfolio selection : an empirical comparison," Discussion Paper 100, Tilburg University, Center for Economic Research. [Downloadable!]
    19. Maroney, Neal C. & Protopapadakis, Aris A., 1999. "The book-to-market and size effects in a general asset pricing model: evidence from seven national markets," Working Papers 1999-15, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    20. Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society. [Downloadable!]
    21. Charles Cao & Jing-Zhi Huang, 2007. "Determinants of S&P 500 index option returns," Review of Derivatives Research, Springer, vol. 10(1), pages 1-38, January. [Downloadable!] (restricted)
    22. Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-, 1989. "Data-snooping biases in tests of financial asset pricing models," Working papers 3020-89., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
      Other versions:
    23. Schröder, Michael, 2000. "Investment opportunities in Central and Eastern European equity markets : an econometric examination of the risk-return relationships for western investors," ZEW Discussion Papers 00-42, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    24. Roon, F.A. de & Nijman, T.E. & Werker, B.J.M., 1999. "Currency hedging for international stock portfolios : a general approach," Discussion Paper 123, Tilburg University, Center for Economic Research. [Downloadable!]
    25. Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI. [Downloadable!]
      Other versions:
    26. Roon, F.A. de & Nijman, T.E. & Werker, B.J.M., 2000. "Currency Hedging for International Stock Portfolios," Research Paper ERS-2000-21-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    27. Fernando Rubio, 2005. "Modelo De Tres Factores En España," Finance 0501001, EconWPA. [Downloadable!]
    28. Maroney, Neal C. & Naka, Atsuyuki, 2003. "Diversification benefit of Japanese real estate over the last four decades," Working Papers 2003-01, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    29. Schröder, Michael, 2003. "Socially Responsible Investments in Germany, Switzerland and the United States : An Analysis of Investment Funds and Indices," ZEW Discussion Papers 03-10, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

  18. Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F, 1987. " Mimicking Portfolios and Exact Arbitrage Pricing," Journal of Finance, American Finance Association, vol. 42(1), pages 1-9, March. [Downloadable!] (restricted)

    Cited by:

    1. Pástor, Luboš & Stambaugh, Robert F, 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    2. Lubos Pastor & Robert F. Stambaugh, 1998. "Costs of Equity Capital and Model Mispricing," NBER Working Papers 6490, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. A. Craig MacKinlay & Lubos Pastor, 1999. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," NBER Working Papers 7162, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Wayne E. Ferson & Campbell R. Harvey, 1993. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Working Papers 4595, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Wayne E. Ferson & Campbell R. Harvey, 1994. "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers 4622, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Rodolfo Q. Aquino, 2006. "A variance equality test of the ICAPM on Philippine stocks: post-Asian financial crisis period," Applied Economics, Taylor and Francis Journals, vol. 38(3), pages 353-362, February. [Downloadable!] (restricted)
    7. Lars Peter Hansen & Ravi Jagannathan, 1994. "Assessing Specification Errors in Stochastic Discount Factor Models," NBER Technical Working Papers 0153, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Maroney, Neal C. & Protopapadakis, Aris A., 1999. "The book-to-market and size effects in a general asset pricing model: evidence from seven national markets," Working Papers 1999-15, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    9. Wayne E. Ferson & Andrew F. Siegel, 2006. "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers 12098, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Charles Cao & Jing-Zhi Huang, 2007. "Determinants of S&P 500 index option returns," Review of Derivatives Research, Springer, vol. 10(1), pages 1-38, January. [Downloadable!] (restricted)
    11. Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-, 1989. "Data-snooping biases in tests of financial asset pricing models," Working papers 3020-89., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
      Other versions:
    12. Lubos Pastor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," NBER Working Papers 7284, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. K.C. Chan & Patric H. Hendershott & Anthony B. Sanders, 1991. "Risk and Return on Real Estate: Evidence from Equity REITs," NBER Working Papers 3311, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Anthony D. Hall & S. Hwang & Steve Satchell, 2000. "Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return," Research Paper Series 31, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    15. A. Craig MacKinlay, 1994. "Multifactor Models Do Not Explain Deviations from the CAPM," NBER Working Papers 4756, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    16. Pierluigi Balduzzi & Cesare Robotti, 2005. "Mimicking portfolios, economic risk premia, and tests of multi-beta models," Working Paper 2005-04, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    17. Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York. [Downloadable!]

  19. Huberman, Gur & Schwert, G William, 1985. "Information Aggregation, Inflation, and the Pricing of Indexed Bonds," Journal of Political Economy, University of Chicago Press, vol. 93(1), pages 92-114, February. [Downloadable!] (restricted)

    Cited by:

    1. John Ammer, 1994. "Inflation, inflation risk, and stock returns," International Finance Discussion Papers 464, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. John Ammer, 1993. "Macroeconomic risk and asset pricing: estimating the apt with observable factors," International Finance Discussion Papers 448, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    3. Ayelet Balsam & Shmuel Kandel & Ori Levy, . "Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach," Rodney L. White Center for Financial Research Working Papers 22-98, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]

  20. Huberman, Gur, 1984. " External Financing and Liquidity," Journal of Finance, American Finance Association, vol. 39(3), pages 895-908, July. [Downloadable!] (restricted)

    Cited by:

    1. Stewart C. Myers & Raghuram G. Rajan, 1995. "The Paradox of Liquidity," NBER Working Papers 5143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Zélia Serrasqueiro & Paulo Maçãs Nunes, 2008. "Performance and size: empirical evidence from Portuguese SMEs," Small Business Economics, Springer, vol. 31(2), pages 195-217, August. [Downloadable!] (restricted)

  21. Huberman, Gur & Ross, Stephen, 1983. "Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions," Econometrica, Econometric Society, vol. 51(5), pages 1345-61, September. [Downloadable!] (restricted)

    Cited by:

    1. Robert R. Grauer and Nils H. Hakansson., 1998. "Applying the Grinblatt-Titman and the Conditional (Ferson-Schadt) Performance Measures: The Case of Industry Rotation Via the Dynamic Investment Model," Research Program in Finance Working Papers RPF-277, University of California at Berkeley. [Downloadable!]

  22. Gur Huberman & David Mayers & Clifford W. Smith Jr., 1983. "Optimal Insurance Policy Indemnity Schedules," Bell Journal of Economics, The RAND Corporation, vol. 14(2), pages 415-426, Autumn. [Downloadable!] (restricted)

    Cited by:

    1. Steven Shavell, 2005. "Liability for Accidents," NBER Working Papers 11781, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Dominique Demougin & Claude Fluet, 1999. "Costly Sanctions and the Maximum Penalty Principle," Cahiers de recherche CREFE / CREFE Working Papers 100, CREFE, Université du Québec à Montréal. [Downloadable!]
    3. Alma Cohen & Rajeev Dehejia, 2003. "The Effect of Automobile Insurance and Accident Liability Laws in Traffic Fatalities," NBER Working Papers 9602, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Sjur Didrik Flåm, 2004. "Social Insurance of Short Spell Sickness," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 30, pages 79-90. [Downloadable!]

  23. Huberman, Gur, 1982. "A simple approach to arbitrage pricing theory," Journal of Economic Theory, Elsevier, vol. 28(1), pages 183-191, October. [Downloadable!] (restricted)

    Cited by:

    1. Steve Satchell, 1999. "The Small Noise Arbitrage Pricing Theory," Research Paper Series 4, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    2. Miklós Rásonyi, 2004. "Arbitrage pricing theory and risk-neutral measures," Decisions in Economics and Finance, Springer, vol. 27(2), pages 109-123, December. [Downloadable!] (restricted)
    3. Eric Ghysels, 1995. "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers 95s-16, CIRANO. [Downloadable!]
      Other versions:
    4. Michael Rothschild, 1985. "Asset Pricing Theories," NBER Technical Working Papers 0044, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Erdinc Altay, 2003. "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance 0307006, EconWPA. [Downloadable!]
    6. Rolf Elgeti & Raimond Maurer, 2000. "Zur Quantifizierung von Risikoprämien deutscher Versicherungsaktien im Kontext von Multifaktorenmodellen," Working Paper Series: Finance and Accounting 59, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
    7. M Ali Khan & Yeneng Sun, 2002. "Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets," Economics Working Paper Archive 483, The Johns Hopkins University,Department of Economics. [Downloadable!]
      Other versions:
    8. Richard Sweeney & Arthur Warga, 1984. "The Pricing of Unanticipated Changes in Expected Inflation: Evidence from the Stock Market," University of California at Los Angeles, Anderson Graduate School of Management 1218, Anderson Graduate School of Management, UCLA. [Downloadable!]
    9. M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation, Yale University. [Downloadable!]
    10. Björk, Tomas & Näslund, Bertil, 1996. "Diversified Portfolios in Continuous Time," Working Paper Series in Economics and Finance 122, Stockholm School of Economics. [Downloadable!]
    11. Pesaran, M.H. & Zaffaroni, P., 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics 0813, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    12. Sergio Ortobelli & Svetlozar Rachev & Eduardo Schwartz, 2000. "The Problem of Optimal Asset Allocation with Stable Distributed Returns," University of California at Los Angeles, Anderson Graduate School of Management 1066, Anderson Graduate School of Management, UCLA. [Downloadable!]
    13. Lars Peter Hansen & Ravi Jagannathan, 1994. "Assessing specification errors in stochastic discount factor models," Staff Report 167, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    14. Korajczyk, Robert A., 1995. "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series 1482, The World Bank. [Downloadable!]
      Other versions:
    15. Bruce N. Lehmann, 1992. "Notes on Dynamic Factor Pricing Models," NBER Working Papers 3677, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    16. Yannick Malevergne & Pedro Santa-Clara & Didier Sornette, 2009. "Professor Zipf goes to Wall Street," NBER Working Papers 15295, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Thierry Vessereau, 2000. "Factor Analysis and Independent Component Analysis in Presence of High Idiosyncratic Risks," CIRANO Working Papers 2000s-46, CIRANO. [Downloadable!]
    18. Y. Malevergne & D. Sornette, 2007. "A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes," Quantitative Finance Papers physics/0702027, arXiv.org. [Downloadable!]

Did you know? You too can volunteer for RePEc, for example by providing information about publications in your institution.

This page was last updated on 2009-12-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.