Essays in capital markets

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2006. === Includes bibliographical references. === This thesis consists of three essays in capital markets. The first essay presents a dynamic asset pricing model with heterogeneously informed agents. Unlike previous...

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Bibliographic Details
Main Author: Makarov, Igor, 1976-
Other Authors: Leonid Kogan.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2007
Subjects:
Online Access:http://hdl.handle.net/1721.1/36288