Asset Return Dynamics and Learning
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Other versions of this item:
- Wiliam Branch & George W. Evans, "undated". "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department.
References listed on IDEAS
- Lo, Andrew W. & Craig MacKinlay, A., 1990.
"An econometric analysis of nonsynchronous trading,"
Journal of Econometrics,
Elsevier, vol. 45(1-2), pages 181-211.
- Andrew W. Lo & Craig A. MacKinlay, "undated". "An Econometric Analysis of Nonsyschronous-Trading," Rodney L. White Center for Financial Research Working Papers 19-89, Wharton School Rodney L. White Center for Financial Research.
- Andrew W. Lo & A. Craig MacKinlay, 1989. "An Econometric Analysis of Nonsynchronous Trading," NBER Working Papers 2960, National Bureau of Economic Research, Inc.
- Michael Ewens & Matthew Rhodes-Kropf, 2015.
"Is a VC Partnership Greater Than the Sum of Its Partners?,"
Journal of Finance,
American Finance Association, vol. 70(3), pages 1081-1113, June.
- Michael Ewens & Matthew Rhodes-Kropf, 2013. "Is a VC Partnership Greater than the Sum of its Partners?," NBER Working Papers 19120, National Bureau of Economic Research, Inc.
More about this item
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
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