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Transaction Costs in a Model of Capital Market Equilibrium
7 references·6 citing·46 second hop
Transaction Costs in a Model of Capital Market Equilibrium (1979)Transaction Costs in a Model of Capital M…Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio (2016)Equilibrium in an Imperfect M…THE ROLE OF A STOCK MARKET IN A GENERAL EQUILIBRIUM MODEL WITH TECHNOLOGICAL UNCERTAINTY (1978)THE ROLE OF A STOCK MARKET IN…THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS (1975)THE ASSET STRUCTURE OF INDIVI…Transaction Costs, Risk Aversion, and the Choice of Contractual Arrangements (1969)Transaction Costs, Risk Avers…Imperfections in the Capital Market (1967)Imperfections in the Capital …SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)SECURITY PRICES, RISK, AND MA…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Theories of Liquidity (2012)Theories of LiquidityMarket Liquidity -- Theory and Empirical Evidence (2012)Market Liquidity -- Theory an…Stockholding in France (2003)Stockholding in FranceBehavior of Household Portfolios in France: the Role of Housing (2001)Behavior of Household Portfol…The Association Between the Level of International Diversification and Risk (1995)The Association Between the L…Transaction Costs and the Pricing of Assets (1981)Transaction Costs and the Pri…Liquidity Preference as Behavior Towards Risk (1958)Portfolio Selection: Efficient Diversification of Investments (1959)Bank funding modes (1987)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Social Performance and Firm Risk: Impact of the Financial Crisis (2016)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Risk Aversion in the Small and in the Large (1964)The Present Value of Profits and Cyclical Movements in Investment (1983)Financial intermediation as a beliefs-bridge between optimists and pessimists (2004)The cost of capital, corporation finance and the theory of investment (2008)Macroeconomics with Financial Frictions: A Survey (2012)International Diversification of Investment Portfolios (1970)International Portfolio Choice and Corporation Finance: A Synthesis (1983)The Exchange-Rate Exposure of U.S. Multinationals (1990)Does Trade Globalization Induce or Inhibit Corporate Transparency? Unbundling the Growth Potential and Product Market Competition Channels (2011)Internationalization and corporate social responsibility in the restaurant industry: risk perspective (2018)THE DEMAND FOR RISKY ASSETS (1977)How Many Stocks Make a Diversified Portfolio? (1987)Economic foundations of cost-effectiveness analysis (1997)Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors (2006)The Economics of Welfare (1933)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)THE NEW INSTITUTIONAL ECONOMICS: APPLICATIONS FOR AGRICULTURAL POLICY RESEARCH IN DEVELOPING COUNTRIES (2002)A Reappraisal of State-Owned Banks (2007)Approaches to the Economics of Discrimination (2025)Property Rights, Transaction Costs, and X-Efficiency: An Essay in Economic Theory (1983)The economics of overeducation (1985)The Recognition and Reward of Employee Performance (1987)Agricultural Cooperatives I: History, Theory and Problems (2007)Portfolio Selection: Efficient Diversification of Investments. (1962)Does Finance Theory Make the Case forCapitalization-Weighted Indexing? (2011)…and the Cross-Section of Expected Returns (2013)Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets (2017)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)FX market liquidity, funding constraints and capital flows (2014)Regulation and Market Liquidity (2017)A Theory of Liquidity Spillover between Bond and CDS Markets (2021)An Engine, Not a Camera (2006)Does board gender diversity improve the informativeness of stock prices? (2011)… and the Cross-Section of Expected Returns (2015)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited
  • 2016Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio542 cited
  • 1978THE ROLE OF A STOCK MARKET IN A GENERAL EQUILIBRIUM MODEL WITH TECHNOLOGICAL UNCERTAINTY530 cited
  • 1969Transaction Costs, Risk Aversion, and the Choice of Contractual Arrangements456 cited
  • 1975THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS378 cited
  • 1967Imperfections in the Capital Market269 cited

Cited by

  • 1981Transaction Costs and the Pricing of Assets54 cited
  • 2012Market Liquidity -- Theory and Empirical Evidence54 cited
  • 1995The Association Between the Level of International Diversification and Risk48 cited
  • 2012Theories of Liquidity43 cited
  • 2001Behavior of Household Portfolios in France: the Role of Housing21 cited
  • 2003Stockholding in France19 cited

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