New Research in Financial Markets - A Reader

Informationen zum Autor Bruno Biais is Professor at the Université des Sciences Sociales, Toulouse.; Marco Pagano is Professor of Economics at the University of Salerno. Klappentext The selection of papers presented in these two volumes reflects the depth and breadth of the research interests of European scholars in financial economics. Topics discussed include asset pricing in the context of perfect markets and of market imperfections! the interaction between business cycle and financial imperfections! take over bids! and the interplay between banks and financial markets. These two volumes will provide an invaluable reference tool for scholars in the field. Zusammenfassung This volume represents the best European work on financial markets. It covers the core kernel pricing approach, market microstructure, speculation, and the contribution that corporate finance can make to the analysis of financial markets. The papers are both theoretical and empirical. Inhaltsverzeichnis Introduction I. Asset Pricing 2: Bernard Dumas, Jeff Fleming, and Robert E. Whaley: Implied Volatility Functions: Empirical Tests II. Market Microstructure 4: Bruno Biais and Pierre Hillion: Insider and Liquidity Trading in Stock and Options Markets 5: Xavier Vives: The Speed of Information Revelation in a Financial Market Mechanism III. Speculation 7: Pierluigi Balduzzi, Giuseppe Bertola, and Silverio Foresi: Asset Price Dynamics and Infrequent Feedback Trades 8: Bruno Biais and Peter Bossaerts: Asset Prices and Trading Volume in a Beauty Contest 9: Stephen Morris and Hyun Song Shin: Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks IV. Asset Pricing and Corporate Finance 11: René M. Stulz and Walter Wasserfallen: Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence

Détails du produit

• Auteurs: Bruno Biais, Bruno (University of Toulouse) Pagano Biais, Bruno Pagano Biais
• Collaboration: Bruno Biais (Editeur), Biais Bruno (Editeur), Marco Pagano (Editeur), Pagano Marco (Editeur)
• Edition: Oxford University Press
• Langues: Anglais
• Format d'édition: Livre de poche
• Sortie: 01.11.2001
• EAN: 9780199243228
• ISBN: 978-0-19-924322-8
• Pages: 376
• Catégories: Livres de conseils > Droit, profession, finances; Sciences sociales, droit, économie > Economie > Economie publique; BUSINESS & ECONOMICS / Money & Monetary Policy, BUSINESS & ECONOMICS / Banks & Banking, Banking, BUSINESS & ECONOMICS / Corporate Finance / General, Corporate Finance, Monetary Economics