Review of Financial Studies Vol. 31 No. 9 2018

Asset Price Dynamics in Partially Segmented Markets

Robin Greenwood¹; Samuel Hanson¹; Gordon Y. Liao²

¹ Harvard University and NBER · ² Federal Reserve Board

Abstract

Citation: Greenwood, Robin, Samuel G. Hanson, and Gordon Y. Liao. "Asset Price Dynamics in Partially Segmented Markets." Review of Financial Studies 31, no. 9 (September 2018): 3307–3343. (Internet Appendix Here: http://www.people.hbs.edu/shanson/smc_IA_20170910.pdf.) Link to publisher's version: https://academic.oup.com/rfs/article-abstract/31/9/3307/4985215?redirectedFrom=fulltext Keywords: System Shocks, Asset Pricing

DOI

10.1093/rfs/hhy048

Volume

31

Issue

9

Pages

3307-3343

Language

en

Sources

bibtex:phds-export.bib openalex crossref

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓