Discussion paper DP9291 A Theory of Asset Prices based on Heterogeneous Information Christian Hellwig Aleh Tsyvinski Elias Albagli 20 Jan 2013 Financial Economics International Macroeconomics D82 D84 G12 G14
Discussion paper DP8680 Endogenous Information Flows and the Clustering of Announcements Peter DeMarzo Viral Acharya Ilan Kremer 1 Dec 2011 Financial Economics D82 G14 G30 M41
Discussion paper DP7896 Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns Rui Albuquerque 1 Jun 2010 Financial Economics D82 G12 G14
Discussion paper DP7573 Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity Rui Albuquerque 22 Nov 2009 Financial Economics G12 G14
Discussion paper DP6985 Endogenous Information Flows and the Clustering of Announcements Peter DeMarzo Viral Acharya Ilan Kremer 23 Oct 2008 Financial Economics D82 G14 G3 M4
Discussion paper DP6538 The Risk-Return Paradox for Strategic Management: Disentangling True and Spurious Effects Joachim Henkel 19 Oct 2007 Industrial Organization C81 G39 M29
Discussion paper DP6181 Optimal Beliefs, Asset Prices and the Preference for Skewed Returns Christian Gollier Markus Brunnermeier Jonathan A Parker 16 Mar 2007 Financial Economics International Macroeconomics D1 D8 G11 G12
Discussion paper DP5435 Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation Enrique Sentana Javier Mencía Ángel León 22 Dec 2005 Financial Economics G13
Discussion paper DP5177 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations Enrique Sentana Javier Mencía 23 Aug 2005 Financial Economics C32 C52 G11
Discussion paper DP3305 Systemic Risk and International Portfolio Choice Sanjiv Ranjan Das Raman Uppal 20 Apr 2002 Financial Economics International Macroeconomics F31 G11 G15