Asymmetric information and trading strategies : testing dealers' behavior on the primary and secondary treasury-bond markets around auction days

Autor: Drudi, Francesco, Massa, Massimo, by Francesco Drudi and Massimo Massa
Rok: 2000

Behavioral factors in mutual fund flows

Autor: Goetzmann, William N., 1956-, Rouwenhorst, K. Geert, Massa, Massimo, by W.N. Goetzmann, M. Massa and K.G. Rouwenhorst
Rok: 2000

Can strategic market making explain asset pricing? : a microstructure analysis of the treasury bond market

Autor: Massa, Massimo, Simonov, Andrei, by M. Massa and A. Simonov
Rok: 2000

The sneaky, the sleepy and the skeptic : a behavioral model of market making : evidence of strategic market making on the treasury bond market

Autor: Massa, Massimo, Simonov, Andrei, by M. Massa and A. Simonov
Rok: 1999

Daily momentum and contrarian behavior of index fund investors

Autor: Goetzmann, William N., 1956-, Massa, Massimo, by W.N. Goetzmann and M. Massa
Rok: 1999