Robust Benchmark Design
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Cited by:
- Victor Olkhov, 2021.
"Three Remarks On Asset Pricing,"
Papers
2105.13903, arXiv.org, revised Jan 2024.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Frei, Christoph & Mitra, Joshua, 2021. "Optimal closing benchmarks," Finance Research Letters, Elsevier, vol. 40(C).
- Victor Olkhov, 2023.
"Market-Based Probability of Stock Returns,"
Papers
2302.07935, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2023. "The Market-Based Probability of Stock Returns," MPRA Paper 116234, University Library of Munich, Germany.
- Alex Frankel & Navin Kartik, 2019. "Improving Information from Manipulable Data," Papers 1908.10330, arXiv.org, revised Feb 2021.
- Muto, Ichiro, 2017.
"The role of the reference rate in an interbank market with imperfect information,"
Global Finance Journal, Elsevier, vol. 34(C), pages 16-31.
- Muto, Ichiro, 2012. "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," MPRA Paper 43220, University Library of Munich, Germany.
- Ichiro Muto, 2012. "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," Bank of Japan Working Paper Series 12-E-10, Bank of Japan.
- Zhang, Anthony Lee, 2022. "Competition and manipulation in derivative contract markets," Journal of Financial Economics, Elsevier, vol. 144(2), pages 396-413.
- Victor Olkhov, 2021.
"Theoretical Economics and the Second-Order Economic Theory. What is it?,"
Papers
2112.04566, arXiv.org, revised Mar 2024.
- Olkhov, Victor, 2021. "Theoretical Economics and the Second-Order Economic Theory. What is it?," MPRA Paper 110893, University Library of Munich, Germany.
- Aquilina, Matteo & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom, 2022. "The visible hand: benchmarks, regulation, and liquidity," Journal of Financial Markets, Elsevier, vol. 61(C).
- Gong, Aibo & Ke, Shaowei & Qiu, Yawen & Shen, Rui, 2022. "Robust pricing under strategic trading," Journal of Economic Theory, Elsevier, vol. 199(C).
More about this item
JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- 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
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MFD-2015-03-05 (Microfinance)
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