X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Journal Article (7742) 7742
Publication (1074) 1074
Book / eBook (359) 359
Newspaper Article (304) 304
Paper (238) 238
Web Resource (132) 132
Book Chapter (119) 119
Dissertation (117) 117
Trade Publication Article (45) 45
Magazine Article (38) 38
Conference Proceeding (24) 24
Book Review (23) 23
Report (20) 20
Reference (13) 13
Newsletter (2) 2
Electronic Resource (1) 1
Government Document (1) 1
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
equilibrium (6044) 6044
economics (4383) 4383
studies (2857) 2857
economic models (2625) 2625
analysis (2046) 2046
business, finance (1676) 1676
economic theory (1605) 1605
prices (1203) 1203
risk (1112) 1112
market equilibrium (1095) 1095
models (1026) 1026
model (828) 828
consumption (723) 723
information (711) 711
markets (689) 689
interest rates (684) 684
monetary policy (666) 666
financial markets (665) 665
macroeconomics (648) 648
economics / management science (628) 628
liquidity (604) 604
volatility (595) 595
asset pricing, trading volume, bond interest rates (592) 592
research (590) 590
investors (586) 586
inflation (582) 582
market prices (541) 541
management (521) 521
economic aspects (518) 518
pricing (508) 508
economic growth (503) 503
stocks (491) 491
general equilibrium (479) 479
stock prices (476) 476
market (452) 452
finance (444) 444
returns (444) 444
mathematics, interdisciplinary applications (440) 440
social sciences, mathematical methods (436) 436
uncertainty (433) 433
investment (429) 429
risk aversion (426) 426
assets (425) 425
money (423) 423
competition (420) 420
asset prices (419) 419
asset pricing (411) 411
foreign exchange (409) 409
debt (402) 402
securities markets (397) 397
productivity (395) 395
taxation (386) 386
fiscal policy (375) 375
arbitrage (374) 374
mathematical models (367) 367
wealth (365) 365
investments (359) 359
growth (352) 352
foreign exchange rates (350) 350
prices and rates (348) 348
trade (342) 342
business cycles (337) 337
income (337) 337
game theory (336) 336
northern america (334) 334
international trade (332) 332
nash equilibrium (331) 331
portfolio (331) 331
forecasts and trends (330) 330
economic policy (329) 329
u.s (328) 328
unemployment (324) 324
cross-section (317) 317
efficiency (315) 315
stock returns (313) 313
valuation (311) 311
policy (305) 305
exchange rates (304) 304
employment (300) 300
exchange rate (296) 296
central banks (292) 292
international economics (289) 289
microeconomics (285) 285
political economy (285) 285
capital markets (283) 283
stock markets (281) 281
financial portfolios (279) 279
dividends (278) 278
incomplete markets (278) 278
behavior (275) 275
portfolio management (268) 268
economic development (261) 261
investment risk (257) 257
mathematics (256) 256
economics general (254) 254
econometrics (251) 251
consumer economics (246) 246
stock market (246) 246
portfolio choice, investment decisions (245) 245
securities (244) 244
more...
Library Location Library Location
Library Location Library Location
X
Sort by Item Count (A-Z)
Filter by Count
Robarts - Stacks (55) 55
Collection Dvlpm't (Acquisitions) - Vendor file (17) 17
UTL at Downsview - May be requested (9) 9
Online Resources - Online (6) 6
UofT at Mississauga - Stacks (5) 5
UofT at Scarborough - Stacks (5) 5
Law (Bora Laskin) - Stacks (3) 3
Business (Joseph L Rotman) - Stacks (1) 1
Earth Sciences (Noranda) - Stacks (1) 1
Indust. Rel's & Hum. Resources (Newman) - Library use only (1) 1
Robarts - Government Pubs (1) 1
St. Michael's College (John M. Kelly) - 2nd Floor (1) 1
Trinity College (John W Graham) - Stacks (1) 1
Victoria University E.J. Pratt - Oversize (1) 1
more...
Language Language
Language Language
X
Sort by Item Count (A-Z)
Filter by Count
English (9038) 9038
Spanish (26) 26
Arabic (12) 12
Japanese (11) 11
Chinese (9) 9
Korean (5) 5
French (4) 4
German (4) 4
Portuguese (4) 4
Afrikaans (3) 3
Czech (3) 3
Italian (3) 3
Russian (1) 1
Swedish (1) 1
more...
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


The American Economic Review, ISSN 0002-8282, 8/2013, Volume 103, Issue 5, pp. 1728 - 1758
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 12/2019, Volume 32, Issue 12, pp. 4905 - 4946
Abstract Empirical evidence suggests that investor protection significantly affects ownership concentration and asset prices. We develop a dynamic asset... 
BUSINESS, FINANCE | VOTING-RIGHTS | OLD | DYNAMIC EQUILIBRIUM | RETURNS | RISK | CORPORATE GOVERNANCE | EMERGING MARKETS | ECONOMICS | STOCKS | OWNERSHIP | EXPROPRIATION
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 1/2015, Volume 28, Issue 1, pp. 1 - 32
We use daily Internet search volume from millions of households to reveal market-level sentiment. By aggregating the volume of queries related to household... 
STOCK RETURNS | BUSINESS, FINANCE | IMPACT | MARKET | TRADING VOLUME | INFORMATION | EQUILIBRIUM | RISK | NOISE | ARBITRAGE | ECONOMICS | VOLATILITY
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 2007, Volume 83, Issue 3, pp. 667 - 689
Standard asset pricing models assume that: (i) there is complete agreement among investors about probability distributions of future payoffs on assets; and... 
Disagreement | Tastes | Asset pricing | tastes | MARKET | disagreement | RISK | RESTRICTIONS | SHORT SALES | BUSINESS, FINANCE | EQUILIBRIUM | INVESTMENT | ECONOMICS | DIVERGENCE | EXPECTATIONS | EFFICIENCY | AGGREGATION | asset pricing | Pricing
Journal Article
2007, STU - Student edition, Princeton Lectures in Finance S, ISBN 9780691128429, viii, 221
In Investors and Markets, Nobel Prize-winning financial economist William Sharpe shows that investment professionals cannot make good portfolio choices unless... 
Capital assets pricing model | Investment analysis | Prices | Investments | Portfolio management | Securities | Finance & Accounting | KFFM | Investments & Securities | Finance | Business & Economics | KCA | General | KFFH | Capital asset pricing model | BUSINESS & ECONOMICS
Book
The Journal of Finance, ISSN 0022-1082, 8/2010, Volume 65, Issue 4, pp. 1237 - 1267
I describe asset price dynamics caused by the slow movement of investment capital to trading opportunities. The pattern of price responses to supply or demand... 
Investment risk | Investors | Insurance premiums | Working papers | Market prices | Capital investments | Supply shocks | Equity | Supply | Capital markets | DEMAND CURVES | BUSINESS, FINANCE | AGGREGATE CONSUMPTION | LIQUIDITY | MARKET | TRANSACTION COSTS | LIMIT ORDER BOOK | INFORMATION | INTERMEDIATION | EQUILIBRIUM | ECONOMICS | STOCKS SLOPE
Journal Article
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 7/2007, Volume 20, Issue 4, pp. 1139 - 1181
We study the implications of introducing demand shocks and trade in goods into an otherwise standard international asset pricing model. Trade in goods gives... 
Stock prices | Consumer confidence | Demand shocks | Exchange rates | Economic models | Terms of trade | Foreign exchange rates | Supply shocks | Macroeconomics | Stock markets | HETEROGENEOUS BELIEFS | STOCK RETURNS | BUSINESS, FINANCE | NONTRADED GOODS | EQUILIBRIUM-MODEL | DYNAMIC EQUILIBRIUM | MONETARY-POLICY | ECONOMICS | FOREIGN-EXCHANGE | PORTFOLIO | CONSUMPTION | CURRENCY PRICES
Journal Article
The Journal of Finance, ISSN 0022-1082, 12/2004, Volume 59, Issue 6, pp. 2577 - 2603
We show that corporate investment decisions can explain the conditional dynamics in expected asset returns. Our approach is similar in spirit to Berk, Green,... 
Economic models | Simulations | Investment risk | Operating leverage | Operating costs | Expected returns | Capital investments | Modeling | Fixed costs | Financial investments | STOCK RETURNS | FIRM GROWTH | BUSINESS, FINANCE | MODELS | SIZE | EQUILIBRIUM | Evaluation | Institutional investments | Valuation | Investments | Rate of return | Capital assets | Financial institutions | Management
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 10/2017, Volume 126, Issue 1, pp. 1 - 35
We find that shocks to the equity capital ratio of financial intermediaries—Primary Dealer counterparties of the New York Federal Reserve—possess significant... 
Leverage cycles | Sophisticated asset classes | Intermediary capital | Primary dealers | LIQUIDITY | PRICES | MODEL | LEVERAGE | BUSINESS, FINANCE | INTERNAL CAPITAL-MARKETS | COSTS | EXPECTED STOCK RETURNS | EQUILIBRIUM | RISK PREMIA | ARBITRAGE | ECONOMICS | Prices and rates | Business schools | Financial markets | Government securities | Pricing | Bonds
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 09/2018, Volume 31, Issue 9, pp. 3307 - 3343
Abstract We develop a model in which capital moves quickly within an asset class but slowly between asset classes. While most investors specialize in a single... 
PORTFOLIO DECISIONS | LIMITS | BUSINESS, FINANCE | EQUILIBRIUM | RISK | ECONOMICS | MODEL | VOLATILITY
Journal Article
International Economic Review, ISSN 0020-6598, 2/2015, Volume 56, Issue 1, pp. 1 - 25
Many assets derive their value not only from future cash flows but also from their ability to serve as collateral. In this article, we investigate this... 
SUBSTITUTION | PORTFOLIO CONSTRAINTS | CREDIT CYCLES | MARKETS | EQUILIBRIUM | ECONOMICS | RISK-AVERSION | MARGIN REQUIREMENTS | MACROECONOMIC MODEL | CONSUMPTION | Analysis | Assets (Accounting)
Journal Article
Accounting Review, ISSN 0001-4826, 03/2018, Volume 93, Issue 2, pp. 191 - 208
While researchers and practitioners alike estimate firms' exposures to systematic risk factors, the disclosure literature typically assumes that exposures are... 
Disclosure | Factor loading | Capital markets | SKEWNESS | disclosure | DIVERSIFICATION | INFORMATION | capital markets | BUSINESS, FINANCE | EXPECTED RETURNS | COST | factor loading | HIGHER-ORDER | STOCK-MARKET | EQUILIBRIUM | UNCERTAINTY | PREFERENCE | Assets (Accounting) | Financial analysis | Forecasts and trends | Management | Research | Capital market | Methods | Financial research
Journal Article
Journal of Economic Theory, ISSN 0022-0531, 01/2014, Volume 149, Issue 1, pp. 236 - 275
This paper provides a dynamic rational expectations equilibrium model in which investors have heterogeneous information and investment opportunities. Informed... 
Momentum and reversal effects | Advance information | Rational expectations equilibrium | TRADING VOLUME | MOMENTUM | ASYMMETRIC INFORMATION | REAL ACTIVITY | CROSS-SECTION | SERIAL-CORRELATION | STOCK RETURNS | NEWS | EQUILIBRIUM | ECONOMICS | MARKET-EFFICIENCY
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 2/2014, Volume 27, Issue 2, pp. 519 - 580
In this paper, we study asset prices in a dynamic, continuous-time, and general-equilibrium endowment economy in which agents have "catching up with the... 
Risk aversion | Consumption | Dividends | Heterogeneous economic agents | Price volatility | Market prices | Financial risk | Risk aversion preference | Risk premiums | Endowments | FINANCIAL-MARKETS | D51 | D53 | EXCHANGE ECONOMY | HABIT FORMATION | G12 | RISK-AVERSION | MODEL | BUSINESS, FINANCE | STOCK-MARKET | EQUITY PREMIUM PUZZLE | DYNAMIC EQUILIBRIUM | ECONOMICS | EXPECTATIONS |