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64 records from EconBiz based on author Name
1. More risk, more information : how passive ownership can improve informational efficiency
Buss, Adrian; Sundaresan, Savitar;2023
Type: Aufsatz in Zeitschrift; Article in journal;
Availability:
Link 2. What do interest rates reveal about the stock market? : a noisy rational expectations model of stock and bond markets
Breugem, Matthijs; Buss, Adrian; Peress, Joël;2021
Type: Arbeitspapier; Working Paper;
Availability: Link
3. Dynamics of asset demands with confidence heterogeneity
Buss, Adrian; Uppal, Raman; Vilkov, Grigory;2021
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability: Link
4. Option-implied correlations, factor models, and market risk
Buss, Adrian; Schönleber, Lorenzo; Vilkov, Grigory;2017
Type: Arbeitspapier; Working Paper; Graue Literatur; Non-commercial literature;
Availability: Link
5. Financial innovation and asset prices
Buss, Adrian; Uppal, Raman; Vilkov, Grigory;2017
Type: Arbeitspapier; Working Paper; Graue Literatur; Non-commercial literature;
Availability: Link
6. Institutional investors and information acquisition : implications for asset prices and informational efficiency
Breugem, Matthijs; Buss, Adrian;2017
Type: Arbeitspapier; Working Paper; Graue Literatur; Non-commercial literature;
Availability: Link
7. Institutional investors and information acquisition : implications for asset prices and informational efficiency
Breugem, Matthijs; Buss, Adrian;2017
Type: Arbeitspapier; Working Paper; Graue Literatur; Non-commercial literature;
Availability: Link
8. Institutional Investors and Information Acquisition : Implications for Asset Prices and Informational Efficiency
abstractWe jointly model the information choice and portfolio allocation problem of institutional investors who are concerned about their performance relative to a benchmark. Benchmarking increases an investor's effective risk-aversion, which reduces his willingness to speculate and, consequently, his desire to acquire information. In equilibrium, an increase in the fraction of benchmarked institutional investors leads to a decline in price informativeness, which can cause a decline in the prices of all risky assets and the market portfolio. The decline in price informativeness also leads to a substantial increase in return volatilities and allows non-benchmarked investors to substantially outperformed benchmarked investors
Breugem, Matthijs; Buss, Adrian;2017
Availability: Link Link
Citations: 3 (based on OpenCitations)
9. The intended and unintended consequences of financial-market regulations : a general equilibrium analysis
abstractIn a production economy with trade in financial markets motivated by the desire to share labor-income risk and to speculate, we show that speculation increases volatility of asset returns and investment growth, increases the equity risk premium, and reduces welfare. Regulatory measures, such as constraints on stock positions, borrowing constraints, and the Tobin tax have similar effects on financial and macroeconomic variables. Borrowing limits and a financial transaction tax improve welfare because they substantially reduce speculative trading without impairing excessively risk-sharing trades.
Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory;2016
Type: Arbeitspapier; Working Paper; Graue Literatur; Non-commercial literature;
Availability: Link Link
10. The intended and unintended consequences of financial-market regulations : a general equilibrium analysis
Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory;2016
Type: Arbeitspapier; Working Paper; Graue Literatur; Non-commercial literature;
Availability: Link