New Research in Financial Markets
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Product details:
- Publisher OUP Oxford
- Date of Publication 7 March 2002
- ISBN 9780199243211
- Binding Hardback
- No. of pages376 pages
- Size 243x163x25 mm
- Weight 687 g
- Language English
- Illustrations numerous figures 0
Categories
Short description:
This volume represents the best European work on financial markets. It covers the core kernel pricing approach, market microstructure, speculation, and the contribution that corporate finance can make to the analysis of financial markets. The papers are both theoretical and empirical.
MoreLong description:
In recent years, European financial economists have been brought together, via research projects and conferences, by the Centre for Economic Policy Research (CEPR). These fruitful interactions have contributed to the development of financial economics in Europe, and have generated a strong flow of interesting writing---both theoretical and empirical---in the fields of financial markets and corporate finance.
The chapters in this volume and its companion volume, "Corporate Finance and Baking: A Reader", reflect the depth and breadth of the research interests of European scholars in financial economics. The analysis of financial markets presented in this collection enhances our understanding of asset pricing, both in the context of perfect markets and in the context of market imperfections, such as asymmetric information. Those chapters that appear in "Corporate Finance and Banking" further our understanding of the interaction between business cycle and financial imperfections, IPOs, takeover bids, and the interplay between banks and financial markets. Together, these two volumes comprise an authoritative and invaluable reference tool for scholars and others working in the fields of finance, corporate finance, and monetary economics.
Table of Contents:
Introduction
Evaluating Portfolio Performance with Stochastic Discount Factors
Implied Volatility Functions: Empirical Tests
Insider Trading without Normality
Insider and Liquidity Trading in Stock and Options Markets
The Speed of Information Revelation in a Financial Market Mechanism
Arbitrage Chains
Asset Price Dynamics and Infrequent Feedback Trades
Asset Prices and Trading Volume in a Beauty Contest
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks
Design and Valuation of Debt Contracts
Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence
