Inference, arbitrage, and asset price volatility
Year of publication: |
2004
|
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Authors: | Adrian, Tobias |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Börsenkurs | Volatilität | Arbitragegeschäft | asset pricing | learning | asymmetric information | limits to arbitrage |
Series: | Staff Report ; 187 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 389503185 [GVK] hdl:10419/60662 [Handle] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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