𝔖 Scriptorium
✦   LIBER   ✦
πŸ“

Financial Markets and Asset Pricing

✍ Scribed by G.M. Constantinides, M. Harris and R.M. Stulz (Eds.)

Publisher
North Holland
Year
2003
Tongue
English
Leaves
683
Series
Handbook of the Economics of Finance 1, Part B
Edition
1
Category
Library
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✦ Synopsis

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

✦ Table of Contents

Content:
Introduction to the Series
Pages v-v
Kenneth J. Arrow, Michael D. Intriligator

Contents of the handbook
Pages vii-viii

Preface
Pages ix-xvi
George M. Constantinides, Milton Harris, RenΓ© Stulz

Contents of volume 1B
Pages xvii-xxv

Chapter 10 Arbitrage, state prices and portfolio theory Review Article
Pages 605-637
Philip H. Dybvig, Stephen A. Ross

Chapter 11 Intertemporal asset pricing theory Review Article
Pages 639-742
Darrell Duffie

Chapter 12 Tests of multifactor pricing models, volatility bounds and portfolio performance Review Article
Pages 743-802
Wayne E. Ferson

Chapter 13 Consumption-based asset pricing Review Article
Pages 803-887
John Y. Campbell

Chapter 14 The equity premium in retrospect Review Article
Pages 889-938
Rajnish Mehra, Edward C. Prescott

Chapter 15 Anomalies and market efficiency Review Article
Pages 939-974
G. William Schwert

Chapter 16 Are financial assets priced locally or globally? Review Article
Pages 975-1020
G. Andrew Karolyi, RenΓ© M. Stulz

Chapter 17 Microstructure and asset pricing Review Article
Pages 1021-1051
David Easley, Maureen O'Hara

Chapter 18 A survey of behavioral finance Review Article
Pages 1053-1128
Nicholas Barberis, Richard Thaler

Chapter 19 Derivatives Review Article
Pages 1129-1206
Robert E. Whaley

Chapter 20 Fixed-income pricing Review Article
Pages 1207-1246
Qiang Dai, Kenneth J. Singleton

Subject index
Pages I-1-I-25

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