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Author:   Bruno Biais (, University of Toulouse) ,  Marco Pagano (, University of Salerno)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 16.30cm , Height: 2.50cm , Length: 24.30cm
Weight:   0.687kg
ISBN:  

9780199243211

ISBN 10:   0199243212
Pages:   376
Publication Date:   07 March 2002
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   To order  
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Table of Contents

Bruno Biais and Marco Pagano: Introduction I. Asset Pricing1: Magnus Dahlquist and Paul Söderlind: Evaluating Portfolio Performance with Stochastic Discount Factors 2: Bernard Dumas, Jeff Fleming, and Robert E. Whaley: Implied Volatility Functions: Empirical Tests II. Market Microstructure3: Jean-Charles Rochet and Jean-Luc Vila: Insider Trading without Normality 4: Bruno Biais and Pierre Hillion: Insider and Liquidity Trading in Stock and Options Markets 5: Xavier Vives: The Speed of Information Revelation in a Financial Market Mechanism III. Speculation6: James Dow and Gary Gorton: Arbitrage Chains 7: Pierluigi Balduzzi, Giuseppe Bertola, and Silverio Foresi: Asset Price Dynamics and Infrequent Feedback Trades 8: Bruno Biais and Peter Bossaerts: Asset Prices and Trading Volume in a Beauty Contest 9: Stephen Morris and Hyun Song Shin: Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks IV. Asset Pricing and Corporate Finance10: Ronald W. Anderson and Suresh Sundaresan: Design and Valuation of Debt Contracts 11: René M. Stulz and Walter Wasserfallen: Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence

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Author Information

Bruno Biais is Professor at the Université des Sciences Sociales, Toulouse.; Marco Pagano is Professor of Economics at the University of Salerno.

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