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Citations for "Endogenous Market Thinness and Stock Price Volatility"

by Pagano, Marco

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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. Markus Haberer, 2004. "Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature," CoFE Discussion Paper 04-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  2. Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2005. "Equity Culture and the Distribution of Wealth," CFS Working Paper Series 2005/20, Center for Financial Studies. [Downloadable!]
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  3. Martin, Philippe & Rey, Hélène, 1999. "Financial Super-Markets: Size Matters for Asset Trade," CEPR Discussion Papers 2232, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  4. Laeven, Luc & Perotti, Enrico C, 2001. "Confidence Building in Emerging Stock Markets," CEPR Discussion Papers 3055, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. Marcos Chamon, 2004. "Can Debt Crises Be Self-Fulfilling?," IMF Working Papers 04/99, International Monetary Fund. [Downloadable!]
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  6. Guiso, Luigi & Haliassos, Michalis & Jappelli, Tullio, 2003. "Household Stockholding in Europe: Where Do We Stand, and Where Do We Go?," CEPR Discussion Papers 3694, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  7. 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)
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  8. Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini, 2003. "Financial Innovation, Market Participation and Asset Prices," NBER Working Papers 9840, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. Nicola Cetorelli, 1998. "Could Prometheus be bound again? a contribution to the convergence controversy," Working Paper Series WP-98-3, Federal Reserve Bank of Chicago. [Downloadable!]
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  10. Edouard Challe, 2005. "Endogenous Participation Rick in Speculative Markets," Money Macro and Finance (MMF) Research Group Conference 2005 90, Money Macro and Finance Research Group. [Downloadable!]
  11. Ernst Baltensperger & Andrea Behrends, 1994. "Financial integration and innovation in Europe," Open Economies Review, Springer, vol. 5(3), pages 289-301, July. [Downloadable!] (restricted)
  12. Helios Herrera, 2005. "Sorting in Risk-Aversion and Asset Price Volatility," Levine's Bibliography 172782000000000083, UCLA Department of Economics. [Downloadable!]
  13. Gabriella Chiesa & Giovanna Nicodano, 2003. "Privatization and Financial Market Development: Theoretical Issues," Working Papers 2003.1, Fondazione Eni Enrico Mattei. [Downloadable!]
  14. John Clark & Elizabeth Berko, 1997. "Foreign investment fluctuations and emerging market stock returns: the case of Mexico," Staff Reports 24, Federal Reserve Bank of New York. [Downloadable!]
  15. Lillyn L. Teh & Werner F. M. de Bondt, 1997. "Herding Behavior and Stock Returns: An Exploratory Investigation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(II), pages 293-324, June. [Downloadable!]
  16. James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," NBER Working Papers 4858, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  17. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1988. "The Survival of Noise Traders in Financial Markets," NBER Working Papers 2715, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  18. Jennifer Huang & Jiang Wang, 2008. "Market Liquidity, Asset Prices and Welfare," NBER Working Papers 14058, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  19. P Martin & H Rey, 2000. "Financial Integration and Asset Returns," CEP Discussion Papers dp0451, Centre for Economic Performance, LSE. [Downloadable!]
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  20. Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1990. "Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation," NBER Working Papers 3250, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  21. Giovanni Cespa, 2000. "Short-term Investment and Equilibrium Multiplicity," Economics Working Papers 520, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2002. [Downloadable!]
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  22. Juan Dubra & Helios Herrera, 2002. "Market Participation, Information and Volatility," Working Papers 0206, Centro de Investigacion Economica, ITAM. [Downloadable!]
  23. Yannis Bilias & Michael Haliassos, 2004. "The Distribution of Gains from Access to Stocks," CSEF Working Papers 125, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
  24. Gerhard Illing, 1990. "Multiplier effects in economies with missing risk markets," Journal of Economics, Springer, vol. 52(1), pages 55-70, February. [Downloadable!] (restricted)
  25. Perotti, Enrico C & van Oijen, Pieter, 1999. "Privatization, Political Risk and Stock Market Development," CEPR Discussion Papers 2243, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  26. Satyajit Chatterjee & Russell Cooper & B. Ravikumar, 1993. "Participation Dynamics: Sunspots and Cycles," NBER Working Papers 3438, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  27. Bongjin Kim & Mark M. Suazo & John E. Prescott, . "Exploring the Cognitive Nature of Boards of Directors and Its Implication for Board Effectiveness," Working Papers 0032, College of Business, University of Texas at San Antonio. [Downloadable!]
  28. Jennifer Huang & Jiang Wang, 2008. "Liquidity and Market Crashes," NBER Working Papers 14013, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  29. Gary B. Gorton, 2008. "The Subprime Panic," NBER Working Papers 14398, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  30. de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L., 2007. "Stock market development under globalization : whither the gains from reforms ?," Policy Research Working Paper Series 4184, The World Bank. [Downloadable!]
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  31. Marc Oliver Bettzuege & Thorsten Hens, . "An Evolutionary Approach to Financial Innovation," IEW - Working Papers iewwp035, Institute for Empirical Research in Economics - IEW. [Downloadable!]
  32. Ibolya Schindele, 2003. "Theory of Privatization in Eastern Europe: Literature Review," Working Papers 2003.2, Fondazione Eni Enrico Mattei. [Downloadable!]

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This page was last updated on 2009-12-21.


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