Handbook of the Economics of Finance, vol 1, Part 2

Edited by George M. Constantinides (), Milton Harris () and René M. Stulz

in Handbook of the Economics of Finance from Elsevier, edited by G.M. Constantinides, M. Harris and R. M. Stulz

Keywords: Financial Markets; Asset Pricing (search for similar items in EconPapers)
JEL-codes: G12 (search for similar items in EconPapers)
Edition: 1

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Chapters in this book:

Ch 10 Arbitrage, state prices and portfolio theory , pp 605-637

Philip H. Dybvig and Stephen A. Ross

Ch 11 Intertemporal asset pricing theory , pp 639-742

Darrell Duffie

Ch 12 Tests of multifactor pricing models, volatility bounds and portfolio performance , pp 743-802

Wayne E. Ferson

Ch 13 Consumption-based asset pricing , pp 803-887

John Y. Campbell

Ch 14 The equity premium in retrospect , pp 889-938

Rajnish Mehra and Edward C. Prescott

Ch 15 Anomalies and market efficiency , pp 939-974

G. William Schwert

Ch 16 Are financial assets priced locally or globally? , pp 975-1020

G. Andrew Karolyi and René M. Stulz

Ch 17 Microstructure and asset pricing , pp 1021-1051

David Easley and O'Hara, Maureen

Ch 18 A survey of behavioral finance , pp 1053-1128

Nicholas Barberis and Richard H. Thaler

Ch 19 Derivatives , pp 1129-1206

Robert E. Whaley

Ch 20 Fixed-income pricing , pp 1207-1246

Qiang Dai and Kenneth J. Singleton

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