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Hedging and Joint Production: Theory and Illustrations
Consumption Risk in Futures Markets
Towards Indices of Real Estate Value and Return
Disclosure Laws and Takeover Bids
Hedging and Joint Production: Theory and Illustrations
On the Direction of Preference for Moments of Higher Order than the Variance
A Theory of Common Stock Returns Over Trading and Non‐Trading Periods
Implications of Microstructure Theory for Empirical Research on Stock Price Behavior
This paper examines the implications of microstructure theory for empirical research on stock price behavior