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Funding Constraints and Informational Efficiency
16 references·1 citing·43 second hop
Funding Constraints and Informational Efficiency (2020)Funding Constraints and Informational Eff…Intermediary asset pricing: New evidence from many asset classes (2017)Intermediary asset pricing: N…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Intermediary Asset Pricing (2013)Intermediary Asset PricingThe Real Effects of Financial Markets (2012)The Real Effects of Financial…Information Immobility and the Home Bias Puzzle (2009)Information Immobility and th…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Investor attention, overconfidence and category learning (2006)Investor attention, overconfi…Over-the-Counter Markets (2004)Over-the-Counter MarketsEquilibrium and welfare in markets with financially constrained arbitrageurs (2002)Equilibrium and welfare in ma…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectBrownian motion and stochastic calculus (1991)Brownian motion and stochasti…Information aggregation in a noisy rational expectations economy (1981)Information aggregation in a …On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the aggregation of information in competitive markets (1980)On the aggregation of informa…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…When large traders create noise (2023)When large traders create noi…Risk Aversion in the Small and in the Large (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Increasing Returns and Long-Run Growth (1986)Sudden Stops, Financial Crises, and Leverage (2010)CoVaR (2016)The Bargaining Problem (1950)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Liquidity and Asset Prices (2006)Corporate bond liquidity before and after the onset of the subprime crisis (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)Transmission of Volatility between Stock Markets (1990)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)The Use of Knowledge in Society (1996)The Adaptive Markets Hypothesis (2004)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Optimum consumption and portfolio rules in a continuous-time model (1971)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Economic Links and Predictable Returns (2008)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)Asset Prices in an Exchange Economy (1978)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)Financial Intermediaries and the Cross‐Section of Asset Returns (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)The Deposits Channel of Monetary Policy* (2017)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)
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References

  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
  • 1981Information aggregation in a noisy rational expectations economy1,068 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 2012The Real Effects of Financial Markets899 cited
  • 2009Information Immobility and the Home Bias Puzzle876 cited
  • 2017Intermediary asset pricing: New evidence from many asset classes

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  • 2023When large traders create noise20 cited