Discussion paper DP3832 Heterogeneity of Investors and Asset Pricing in a Risk-Value World Günter Franke Martin Weber 28 Mar 2003 Financial Economics D81 G11 G12 G13
Discussion paper DP3795 Portfolio Choice with Illiquid Assets Miklós Koren Adam Szeidl 23 Feb 2003 Transition Economics G11 G12
Discussion paper DP3494 Liquidity Risk and Expected Stock Returns Robert F. Stambaugh Luboš Pástor 20 Aug 2002 Financial Economics G12
Discussion paper DP3414 A Dynamic Model with Import Quota Constraints Suleyman Basak Anna Pavlova 20 Jun 2002 Financial Economics International Trade and Regional Economics D51 F13 F30 F40 G12
Discussion paper DP3353 Momentum and Turnover: Evidence from the German Stock Market Martin Weber Markus Glaser 20 Apr 2002 Financial Economics G10 G11 G12
Discussion paper DP3102 Time-Varying Market Integration and Expected Returns in Emerging Markets Frank de Jong Frans de Roon 21 Dec 2001 Financial Economics G12 G15 G18
Discussion paper DP3057 News Related to Future GDP Growth as a Risk Factor in Equity Returns Maria Vassalou 8 Nov 2001 Financial Economics G12
Discussion paper DP2965 Belief Dependent Utilities, Aversion to State-Uncertainty and Asset Prices Pietro Veronesi 26 Sep 2001 Financial Economics D81 G12
Discussion paper DP2578 Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets Peter Bossaerts Charles Plott 24 Oct 2000 Financial Economics D51 G12
Discussion paper DP2503 Subjective Discount Factors Thomas Mariotti Erzo G J Luttmer 25 Jul 2000 Financial Economics D50 D91 G12
Discussion paper DP1819 Non-Falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso Jean-Pierre Danthine John B Donaldson 9 Mar 1998 Financial Economics International Macroeconomics D84 E32 G12
Discussion paper DP1623 Optimal Determination of Bookmakers' Betting Odds: Theory and Tests John Fingleton Patrick Waldron 30 Apr 1997 Financial Economics D82 G13 L83