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New Research in Financial Markets

by B. Biais

  • ISBN: 9780199243228
  • ISBN10: 0199243220

New Research in Financial Markets

by B. Biais

  • List Price: $95.00
  • Binding: Paperback
  • Publisher: Oxford Univ Pr
  • Publish date: 07/01/2002
  • ISBN: 9780199243228
  • ISBN10: 0199243220
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Description: In recent years, European financial economists have been brought together, via research projects and conferences, by the Centre for Economic Policy Research (CEPR). These fruitful interactions have contributed to the development of financial economics in Europe, and have generated a strong flow of interesting writing---both theoretical and empirical. The chapters in this volume reflect the depth and breadth of the research interests of European scholars in financialeconomics.The first section uses empirical analysis of financial market data to test the robustness of the pricing kernel model. The second section is on market microstructure, which is based on the observation of high frequency data. It explores the implications of asymmetric information and market imperfections. The third section points to how the study of speculation may link both the pricing kernel and the microstructure approaches. The final section on corporate finance suggests that contractual andagency problems have a significant impact on the pricing of financial assets.
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