Performativity in Financial Economics

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by Donald Mackenzie

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1496 Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure – Michael C. Jensen, William H. Meckling - 1976
688 Option pricing when underlying stock returns are discontinuous – Robert C. Merton - 1976
1583 On the pricing of corporate debt: The risk structure of interest rates – Robert C. Merton - 1974
773 AN EQUILIBRIUM CHARACTERIZATION OF THE TERM STRUCTURE – Oldrich Vasicek - 1977
1254 The cross-section of expected stock returns – Eugene F. Fama, Kenneth R. French - 1992
510 Market Efficiency, Long-Term Returns, and Behavioral Finance – Eugene F. Fama - 1998
715 Option Pricing: A Simplified Approach – John C. Cox, Stephen A. Ross, Mark Rubinstein - 1979
724 The pricing of options on assets with stochastic volatilities – John Hull, Alan White - 1987
952 A closed-form solution for options with stochastic volatility with applications to bond and currency options – Steven L. Heston - 1993