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Book
What is systemic risk? Moral hazard, initial shocks and propagation
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Year: 2000 Publisher: Tokyo Bank of Japan

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Book
Arbitrage, hedging and the welfare economics of securities market innovation: a model of cross-market liquidity effects
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Year: 1995 Publisher: London London Business School

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Book
Santos y supervivencias
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ISBN: 9682927536 Year: 1990 Publisher: México, D.F. Instituto Nacional Indigenista

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Digital
Stock market efficiency and economic efficiency: is there a connection?
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Year: 1995 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Book
Noise trading, delegated portfolio management and economic welfare
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Year: 1994 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Microeconomics


Book
Arbitrage chains
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Year: 1993 Publisher: Cambridge, Mass.

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Prices


Book
Profitable informed trading in a simple general equilibrium model of asset pricing
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Year: 1993 Publisher: Cambridge, Mass.

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Prices


Book
Trading, communication and the response of price to new information
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Year: 1991 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Book
Should speculators be taxed?
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Year: 1998 Publisher: London

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Book
Self-generating trade and rational fads: the response of price to new information
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Year: 1989 Publisher: London London Business School

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