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Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques
Mohapatra, Sudatta Bharati, (2022)
Drift-independent volatility estimation based on high, low, open, and close prices
Yang, Dennis, (2000)
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H., (2000)
Some observation on capital structure and the impact of recent recapitalizations on share prices
Litzenberger, Robert H., (1986)
Swaps: plain and fanciful
Litzenberger, Robert H., (1992)
William F. Sharpe's contributions to financial economics
Litzenberger, Robert H., (1991)