Citation map · Study

Inducing liquidity in thin financial markets through combined-value trading mechanisms

6 references·2 citing·34 second hop

this work references cited by second hop

References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]6,743 cited
1989Allocating Uncertain and Unresponsive Resources: An Experimental Approach284 cited
2000Mutually Destructive Bidding: The FCC Auction Design Problem171 cited
2004Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets138 cited
2002The CAPM in thin experimental financial markets45 cited

Cited by

2010Designing Markets for Prediction76 cited
2007Computational Aspects of Prediction Markets69 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work