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Carnegie Mellon University - David A. Tepper School of Business
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stock volatility, leverage effect, corporate debt, general equilibrium
Mutual Funds, Flows, Investor Rationality, Market Conditions
heterogeneous beliefs, learning, short-sale constraints, general equilibrium, stock price, stock volatility
D51, G11, G12, G14
liquidity, limit orders, market orders, high frequency data, discrete choice
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3676.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Liquidity, limit orders, market orders, high frequency data, discrete choice
Liquidity, Demand Discovery, Asset Pricing, Asymmetric Information
Mortgage brokers, Loan performance, Subprime crisis, Credit risk retention, Qualified residential mortgages
Mortgage Brokers, Loan Performance, Subprime Crisis, Credit Risk Retention, Qualied Residential Mortgages
vector autoregression, priors, initial conditions, nonlinear functions
Municipal Bonds, Fixed Income Dealer, Transaction Costs, Liquidity, Transparency, Market Power
Limit Order Markets, Gains from Trade, Discrete Choice, Allocative Efficiency
File name: SSRN-id563309.
Limit order markets, gains from trade, discrete choice, allocative efficiency
market microstructure, municipal bonds, trading, price dispersion
Affine term structure, general equilibrium, time-varying term premiums, monetary policy
Securitization; sophisticated investors; Rule 144A; network analysis; price discovery; OTC markets; bid-ask spreads; core dealers; peripheral dealers
speculation, aggregate investment, heterogeneous beliefs, disasters, recursive preferences
Mortgage broker compensation; Borrower valuation; Borrower informedness
Mortgage broker compensation, Borrower Valuation, Borrower Informedness
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: REEC.
Mortgage broker compensation, Borrower valuation, Borrower informedness
File name: DP2843.
Electronic trading systems, limit order markets, semiparametric estimation, auctions
File name: ecno.
Wllingness to Pay, Speculation, Disagreement, Disasters, Recursive Preferences
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