Shaking the tree: an agency-theoretic model of asset pricing

DOI10.1007/S10436-004-0001-8MaRDI QIDQ665534zbMATH OpenOpenAlexFDO

Authors Jamsheed Shorish, Stephen Spear

Publication date 5 March 2012

Published in Annals of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10436-004-0001-8

zbMATH Keywords

agency theoryasset pricingconditional heteroskedasticityintra-firm dynamicslong memory persistence

Mathematics Subject Classification ID

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Cites work

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• Fractional differencing
• scientific article; zbMATH DE number 5010681 (Why is no real title available?)
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• Portfolio Analysis in a Stable Paretian Market
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Cited in

(5)

• On trees and logs
• Agency-based asset pricing
• The equity premium: a deeper puzzle
• Asset returns under periodic revelations of earnings management
• scientific article; zbMATH DE number 2209551 (Why is no real title available?)

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