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Books Like New trading practices and short-run market efficiency

If you liked New trading practices and short-run market efficiency by Kenneth Froot

If you liked New trading practices and short-run market efficiency by Kenneth Froot, start with The pricing of event risks with parameter uncertainty (2001), Stochastic process switching (1989), and Currency returns, intrinsic value, and institutional investor flows (2003). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

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Recommended next reads

  1. 1 The pricing of event risks with parameter uncertainty 2001 · 16 pages · Kenneth Froot · Same author
  2. 2 Stochastic process switching 1989 · 13 pages · Kenneth Froot · Same author
  3. 3 Currency returns, intrinsic value, and institutional investor flows 2003 · 36 pages · Kenneth Froot · Same author
  4. 4 Interest allocation rules, financing patterns, and the operations of U.S. multinationals 1994 · 33 pages · Kenneth Froot, John F. Kennedy School of Government. Research Programs · Same author
  5. 5 Short rates and expected asset returns 1990 · 23 pages · Kenneth Froot · Same author
  6. 6 The EMS, the EMU, and the transition to a common currency 1991 · 37 pages · Kenneth Froot · Same author
  7. 7 The Transition in Eastern Europe 2008 · 280 pages · Kenneth Froot · Same author
  8. 8 Intrinsic bubbles 1989 · 30 pages · Kenneth Froot · Same author
  9. 9 Perspectives on PPP and long-run real exchange rates 1994 · 50 pages · Kenneth Froot · Same author
  10. 10 Japanese foreign direct investment 1991 · 30 pages · Kenneth Froot · Same author
  11. 11 Shareholder trading practices and corporate investment horizons 1991 · 42 pages · Kenneth Froot · Same author
  12. 12 Risk management, capital budgeting and capital structure policy for insurers and reinsurers 2003 · 44 pages · Kenneth Froot · Same author

Frequently asked questions

What should I read after New trading practices and short-run market efficiency?

BookOrb recommends The pricing of event risks with parameter uncertainty (2001), Stochastic process switching (1989), Currency returns, intrinsic value, and institutional investor flows (2003), Interest allocation rules, financing patterns, and the operations of U.S. multinationals (1994), and Short rates and expected asset returns (1990).

Are there books like New trading practices and short-run market efficiency?

Yes. The list on this page is ranked from the closest matches BookOrb has for New trading practices and short-run market efficiency.

Who wrote New trading practices and short-run market efficiency?

New trading practices and short-run market efficiency is by Kenneth Froot.