Edited By G. Constantinides, University of Chicago, Chicago, IL, USA R.M. Stulz, The Ohio State University, Columbus, OH, USA M. Harris, University of Chicago, Chicago, IL, USA
Description Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.
Contents Arbitrage, State Prices and Portfolio Theory (P.H. Dybvig, S. Ross). Intertemporal Asset Pricing Theory (D. Duffie). Tests of Multi-Factor
Pricing Models, Volatility, and Portfolio Performance (W.E. Ferson). Consumption-Based Asset Pricing (J.Y. Campbell). The Equity Premium
in Retrospect (R. Mehra, E.C. Prescott). Anomalies and Market Efficiency (G.W. Schwert). Are financial assets priced locally or globally?
(G.A. Karolyi, R. Stulz). Microstructure and Asset Pricing (D. Easley, M. O'Hara). A Survey of Behavioral Finance (N.C. Barberis, R.H.
Thaler). Finance, Optimization, and the Irreducibly Irrational Component of Human Behavior (R.J. Shiller). Derivatives (R.E Whaley).
Fixed Income Pricing (Q. Dai, K.Singleton).
Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas. EUR prices apply in Europe. GBP prices apply to the UK and all other countries. Customers who order on-line from the Americas will be invoiced in USD and all other countries will be invoiced in GBP.
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