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On the pricing of expected idiosyncratic skewness
Cui, Xiangyu; Guan, Zheng - In: Economics letters 216 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448356
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The probability premium : a graphical representation
Eeckhoudt, Louis R.; Laeven, Roger J. A. - In: Economics letters 136 (2015), pp. 39-41
Persistent link: https://www.econbiz.de/10011435791
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On the computation of detection error probabilities under normality assumptions
Okubo, Masakatsu - In: Economics letters 171 (2018), pp. 106-109
Persistent link: https://www.econbiz.de/10012021850
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Futures prices are not stable-Paretian distributed
Gribbin, Donald W. - In: The journal of futures markets 12 (1992) 4, pp. 475-487
Persistent link: https://www.econbiz.de/10001128522
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An examination of the distribution of futures price changes
Helms, Billy Paul - In: The journal of futures markets 5 (1985) 2, pp. 259-272
Persistent link: https://www.econbiz.de/10001128563
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On the determinants of expected corporate bond returns in Tunisia
Hammami, Yacine; Bahri, Maha - In: Research in international business and finance 38 (2016), pp. 224-235
Persistent link: https://www.econbiz.de/10011640643
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Equity option implied probability of default and equity recovery rate
Chang, Bo Young; Orosi, Greg - In: The journal of futures markets 37 (2017) 6, pp. 599-613
Persistent link: https://www.econbiz.de/10011950847
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Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.; Karim, Muhammad Mahmudul - In: The journal of futures markets 43 (2023) 1, pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
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Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam; Shemer, Jacob - In: Research in international business and finance 46 (2018), pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
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Investor sentiment and the mean-variance relationship : European evidence
Wang, Wenzhao - In: Research in international business and finance 46 (2018), pp. 227-239
Persistent link: https://www.econbiz.de/10011983623