Shaking the tree: an agency-theoretic model of asset pricing
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- Jamsheed Shorish & Stephen Spear, "undated". "Shaking the Tree: An Agency Theoretic Model of Asset Pricing," GSIA Working Papers 2003-E19, Carnegie Mellon University, Tepper School of Business.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bo Sun, 2009. "Asset returns with earnings management," International Finance Discussion Papers 988, Board of Governors of the Federal Reserve System (U.S.).
- Kelly David L. & Steigerwald Douglas G, 2004.
"Private Information and High-Frequency Stochastic Volatility,"
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- Kelly, David L. & Steigerwald, Douglas G, 2003. "Private Information and High-Frequency Stochastic Volatility," University of California at Santa Barbara, Economics Working Paper Series qt00n4h4mw, Department of Economics, UC Santa Barbara.
- Jean-Pierre Danthine & John Donaldson, 2015.
"Executive Compensation: A General Equilibrium Perspective,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 269-286, April.
- Jean-Pierre Danthine & John B. Donaldson, 2010. "Executive Compensation: A General Equilibrium Perspective," Working Papers 2010-19, Swiss National Bank.
- Wagner, W.B., 2000. "Decentralized International Risk Sharing and Governmental Moral Hazard," Discussion Paper 2000-92, Tilburg University, Center for Economic Research.
- Francisco Azeredo, 2014. "The equity premium: a deeper puzzle," Annals of Finance, Springer, vol. 10(3), pages 347-373, August.
More about this item
KeywordsIntra-firm dynamics; Agency theory; Asset pricing; Conditional heteroskedasticity; Long memory persistence; G12;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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