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Predictable time-varying components of international asset returns
Solnik, Bruno - 1994
Persistent link: https://www.econbiz.de/10000897103
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909453
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Are common swings in international stock returns justified by subsequent changes in national outputs?
Dumas, Bertrand; Harvey, Campbell R.; Ruiz, Pierre - 1997
Persistent link: https://www.econbiz.de/10000976997
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Predicting premature exercice of an American put on stocks : theory and empirical evidence
Chesney, Marc; Lefoll, Jean - 1996
Persistent link: https://www.econbiz.de/10000952941
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Systematic patterns before and after large price changes : evidence from high frequency data from the Paris bourse
Hamelink, Foort - 1998
Persistent link: https://www.econbiz.de/10000997085
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Capital markets : a study of the efficiency of the securities market of Thailand
Gupta, Jyoti P.; Spieser, Philippe - 1992
Persistent link: https://www.econbiz.de/10000880158
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On stock market returns and returns on investment
Rockinger, Michael; Restoy, Fernando - 1993
Persistent link: https://www.econbiz.de/10000881687
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Alternative distributed models for the comparative study of stock market phenomena
Benos, Alexandros Vassiliou; Tzafestas, Elpida - 1995
Persistent link: https://www.econbiz.de/10000930667