Narrow search
Showing 1 - 7 of 7
Cover Image
The quality option implicit in futures contracts
Gay, Gerald D.; Manaster, Steven - In: Journal of financial economics 13 (1984) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10002428296
Cover Image
Implicit delivery options and optimal delivery strategies for financial futures contracts
Gay, Gerald - In: Journal of financial economics 16 (1986) 1, pp. 41-72
Persistent link: https://www.econbiz.de/10001015166
Cover Image
Trader rationality in the exercise of futures options
Gay, Gerald - In: Journal of financial economics 23 (1989) 2, pp. 339-361
Persistent link: https://www.econbiz.de/10001076049
Cover Image
Share repurchase through transferable put rights : theory and case study
Kale, Jayant R. - In: Journal of financial economics 25 (1989) 1, pp. 141-160
Persistent link: https://www.econbiz.de/10001086138
Cover Image
Alpha or beta in the eye of the beholder : what drives hedge fund flows?
Agarwal, Vikas; Green, Tracy Clifton; Ren, Honglin - In: Journal of financial economics 127 (2018) 3, pp. 417-434
Persistent link: https://www.econbiz.de/10011968929
Cover Image
Volatility of aggregate volatility and hedge fund returns
Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - In: Journal of financial economics 125 (2017) 3, pp. 491-510
Persistent link: https://www.econbiz.de/10011751857
Cover Image
Tail risk in hedge funds : a unique view from portfolio holdings
Agarwal, Vikas; Ruenzi, Stefan; Weigert, Florian - In: Journal of financial economics 125 (2017) 3, pp. 610-636
Persistent link: https://www.econbiz.de/10011751864