{"id":146,"date":"2020-11-11T15:23:56","date_gmt":"2020-11-11T15:23:56","guid":{"rendered":"https:\/\/faculty.som.yale.edu\/garygorton\/?page_id=146"},"modified":"2020-12-21T17:12:09","modified_gmt":"2020-12-21T17:12:09","slug":"asset-pricing","status":"publish","type":"page","link":"https:\/\/faculty.som.yale.edu\/garygorton\/asset-pricing\/","title":{"rendered":"Asset Pricing"},"content":{"rendered":"

[vc_row][vc_column][vc_column_text]<\/p>\n

Agency-based asset pricing<\/a><\/h4>\n

co-authored with Ping He, Lixin Huang, Journal of Economic Theory, Volume 149, 2014, Pages 311-349<\/p>\n

Arbitrage Chains<\/a><\/h4>\n

co-authored with James Dow, The Journal of Finance, Volume 49, No. 3, Papers and Proceedings Fifty-Fourth Annual Meeting of the American Finance Association, Boston, Massachusetts, January 3-5, 1994 (Jul., 1994), Pages 819-849<\/p>\n

Churning Bubbles<\/a><\/h4>\n

co-authored with Franklin Allen, Review of Economic Studies, Volume 60, 1993, Pages 813-836<\/p>\n

Equilibrium Investment and Asset Prices under Imperfect Corporate Control<\/a><\/h4>\n

co-authored with James Dow, Arvid Krishnamurthy, The American Economic Review, Volume 95, No. 3, June 2005, Pages 659-681<\/p>\n

Noise Trading, Delegated Portfolio Management, and Economic Welfare<\/a><\/h4>\n

co-authored with James Dow, Journal of Political Economy, Volume 105, No. 5, 1997<\/p>\n

Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing<\/a><\/h4>\n

co-authored with James Dow, Journal of Economic Theory, Volume 67, 1995, Pages 327-369<\/p>\n

SEC Regulation Fair Disclosure information and the cost of capital<\/a><\/h4>\n

co-authored with Armando Gomes, Leonardo Madureira, Journal of Corporate Finance, Volume 13, 2007, Pages 300\u2013334<\/p>\n

Security Baskets and Index-linked Securities<\/a><\/h4>\n

co-authored with George G. Pennacchi, Journal of Business, Volume 66, No.1, 1993<\/p>\n

Security Price Informativeness with Delegated Traders<\/a><\/h4>\n

co-authored with Ping He, Lixin Huang, American Economic Journal: Microeconomics, Volume 2, November 2010, Pages 137-170<\/p>\n

Stock Market Efficiency and Economic Efficiency: Is There a Connection?<\/a><\/h4>\n

co-authored with James Dow, The Journal of Finance, Volume 52, No. 3, July 1997, Pages 1087-1129<\/p>\n

The Limitations of Stock Market Efficiency Price Informativeness and CEO Turnover<\/a><\/h4>\n

co-authored with Lixin Huang, Qiang, Review of Finance, 2016, Pages 1-48<\/p>\n

Trading, Communication and the Response of Asset Prices to News<\/a><\/h4>\n

co-authored with James Dow, The Economic Journal, Volume 103, No. 418, May 1993, Pages 639-646<\/p>\n\n

 <\/p>\n

[\/vc_column_text][\/vc_column][\/vc_row]<\/p>\n<\/div>","protected":false},"excerpt":{"rendered":"

[vc_row][vc_column][vc_column_text] Agency-based asset pricing co-authored with Ping He, Lixin Huang, Journal of Economic Theory, Volume 149, 2014, Pages 311-349 Arbitrage Chains co-authored with James Dow, The Journal of Finance, Volume 49, No. 3, Papers and Proceedings Fifty-Fourth Annual Meeting of the American Finance Association, Boston, Massachusetts, January 3-5, 1994 (Jul., 1994), Pages 819-849 Churning Bubbles […]<\/p>\n","protected":false},"author":45,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"inline_featured_image":false,"_genesis_hide_title":false,"_genesis_hide_breadcrumbs":false,"_genesis_hide_singular_image":false,"_genesis_hide_footer_widgets":false,"_genesis_custom_body_class":"","_genesis_custom_post_class":"","_genesis_layout":"","footnotes":""},"class_list":{"0":"post-146","1":"page","2":"type-page","3":"status-publish","5":"entry"},"_links":{"self":[{"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/pages\/146","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/users\/45"}],"replies":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/comments?post=146"}],"version-history":[{"count":25,"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/pages\/146\/revisions"}],"predecessor-version":[{"id":379,"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/pages\/146\/revisions\/379"}],"wp:attachment":[{"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/media?parent=146"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}