Discussion paper DP4930 Asset Pricing Implications of Pareto Optimality with Private Information Luigi Pistaferri Narayana Kocherlakota 23 Feb 2005 Financial Economics E21 G12
Discussion paper DP4828 Monetary Policy Uncertainty and the Stock Market Massimo Massa Alberto Locarno 23 Jan 2005 Financial Economics G11 G12 G14
Discussion paper DP4832 Liquidity Risk, Leverage and Long-Run IPO Returns B Espen Eckbo Øyvind Norli 23 Jan 2005 Financial Economics G10 G11 G12 G20 G24
Discussion paper DP4768 On the Role of Arbitrageurs in Rational Markets Suleyman Basak Benjamin Croitoru 23 Dec 2004 Financial Economics C60 D50 D90 G11 G12
Discussion paper DP4789 Hedging, Familiarity and Portfolio Choice Massimo Massa Andrei Simonov 23 Dec 2004 Financial Economics G11 G14
Discussion paper DP4815 History versus Geography: The Role of College Interaction in Portfolio Choice and Stock Market Prices Massimo Massa Andrei Simonov 23 Dec 2004 Financial Economics G11 G14
Discussion paper DP4753 Dynamic Security Design Jean Charles Rochet Bruno Biais Thomas Mariotti Guillaume Plantin 23 Nov 2004 Financial Economics D82 G12 G32 G35
Discussion paper DP4718 Asset Pricing with Liquidity Risk Viral Acharya Lasse Heje Pedersen 23 Oct 2004 Financial Economics G00 G10 G12
Discussion paper DP4465 Sovereign Risk Premia in the European Bond Market Jurgen von Hagen Ludger Schuknecht Kerstin Bernoth 23 Jul 2004 International Macroeconomics Public Economics E43 E62 G12 H63
Discussion paper DP4422 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach Enrique Sentana Francisco Peñaranda 23 Jun 2004 Financial Economics C12 C13 G11 G12
Discussion paper DP4256 Asset Prices with Heterogenous Beliefs Suleyman Basak 23 Feb 2004 Financial Economics D50 D90 G12
Discussion paper DP3900 The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market David Goldreich Bernd Hanke Purnendu Nath 25 May 2003 Financial Economics G12 G14