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Asset Pricing and Trading Volume in Heterogeneous Agent Models with Incomplete Markets


  • Jean-Paul THELER


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Suggested Citation

  • Jean-Paul THELER, 1994. "Asset Pricing and Trading Volume in Heterogeneous Agent Models with Incomplete Markets," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9404, Université de Lausanne, Faculté des HEC, DEEP.
  • Handle: RePEc:lau:crdeep:9404

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    References listed on IDEAS

    1. Quah, Danny, 1993. "Empirical cross-section dynamics in economic growth," European Economic Review, Elsevier, vol. 37(2-3), pages 426-434, April.
    2. Robert J. Barro, 1991. "Economic Growth in a Cross Section of Countries," The Quarterly Journal of Economics, Oxford University Press, vol. 106(2), pages 407-443.
    3. Breitung, Jörg & Meyer, Wolfgang, 1991. "Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated?," Hannover Economic Papers (HEP) dp-164, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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    More about this item


    asset pricing; trading volume; heterogeneity;

    JEL classification:

    • G19 - Financial Economics - - General Financial Markets - - - Other
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth


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