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NBER WORKING PAPER SERIES OPTIMAL TRADING ...Optimal Trading Strategy and Supply/Demand Dynamics Anna Obizhaeva and Jiang Wang NBER Working Paper No. 11444 June 2005 JEL No. G11, G12
INVESTOR SENTIMENT IN THE STOCK MARKET · PDF fileInvestor Sentiment in the Stock Market Malcolm Baker and Jeffrey Wurgler NBER Working Paper No. 13189 June 2007 JEL No. E32,G11,G12,G14
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The Dynamics of Financially Constrained ArbitrageFebruary 2015 JEL No. D52,D53,G01,G11,G12,G14,G23 ABSTRACT We develop a model of financially constrained arbitrage, and use it to study
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Journal of Financial Economicsrkaniel.simon.rochester.edu/papers/fundman.pdf · Available online 4 March 2011 JEL classification: G11 G12 G19 G29 Keywords: Asset pricing Delegation
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JEL Classification: G11, G12, G14, G15 Eastern Europe Are ...journal.fsv.cuni.cz/storage/1317_zaremba.pdf · the theoretical basis for development of the Capital Asset Pricing Model
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NBER WORKING PAPER SERIES CONSUMPTION RISK AND … · Jonathan A. Parker and Christian Julliard NBER Working Paper No. 9538 March 2003 JEL No. G12, G11, E21 ABSTRACT This paper evaluates
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Working Paper No. 2011-19econwps/2011/wp2011-19.pdf · JEL Classifications G11 G12 G15 . ... proceeds re-invested to maintain the maturity structure of the ladder. ... success of
