Rationally mispriced assets in equilibrium
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Volume (Year): 8 (2006)
Issue (Month): 4 (December)
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- Easley, David & O'Hara, Maureen, 1992. " Time and the Process of Security Price Adjustment," Journal of Finance, American Finance Association, vol. 47(2), pages 576-605, June.
- LeRoy, Stephen F & Porter, Richard D, 1981. "The Present-Value Relation: Tests Based on Implied Variance Bounds," Econometrica, Econometric Society, vol. 49(3), pages 555-574, May. Full references (including those not matched with items on IDEAS)
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