Narrow search
Showing 1 - 10 of 47
Cover Image
Arbitrage violations and implied valuations : the option market
Ioffe, Ioulia D.; Prisman, Eliezer Zeev - In: The European journal of finance 19 (2013) 3/4, pp. 298-317
Persistent link: https://www.econbiz.de/10010243641
Cover Image
The intertemporal risk-return relation, investor behavior, and technical trading profits : evidence from the G-7 countries
Kang, Moonsoo; Krausz, Joshua; Nam, Kiseok - In: The European journal of finance 25 (2019) 8, pp. 780-798
Persistent link: https://www.econbiz.de/10012207029
Cover Image
The pricing of unexpected volatility in the currency market
Lu, Wenna; Copeland, Laurence S.; Xu, Yongdeng - In: The European journal of finance 29 (2023) 17, pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Cover Image
The disappearance of momentum
Hwang, Soosung; Rubesam, Alexandre - In: The European journal of finance 21 (2015) 7/9, pp. 584-607
Persistent link: https://www.econbiz.de/10011301218
Cover Image
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan - In: The European journal of finance 21 (2015) 4/6, pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Cover Image
Are there benefits to being naked? : the returns and diversification impact of capital structure arbitrage
Calice, Giovanni; Chen, Jing; Williams, Julian M. - In: The European journal of finance 19 (2013) 9/10, pp. 815-840
Persistent link: https://www.econbiz.de/10010245655
Cover Image
Pairs trading in the UK equity market : risk and return
Bowen, David A.; Hutchinson, Mark - In: The European journal of finance 22 (2016) 13/15, pp. 1363-1387
Persistent link: https://www.econbiz.de/10011715436
Cover Image
High-frequency information content in end-user foreign exchange order flows
Marsh, Ian; Miao, Teng - In: The European journal of finance 18 (2012) 9/10, pp. 865-884
Persistent link: https://www.econbiz.de/10009691776
Cover Image
The liquidity premium in equity pricing under a continuous auction system
Rubio, Gonzalo - In: The European journal of finance 4 (1998) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001247522
Cover Image
A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan; Kuo, Jing-Ming; Coakley, Jerry - In: The European journal of finance 21 (2015) 1/3, pp. 93-110
Persistent link: https://www.econbiz.de/10010519972