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The effect of derivative assets in information acquisition and price behavior in a rational expectations equilibrium
Cao, H. Henry - In: The review of financial studies 12 (1999) 1, pp. 131-163
Persistent link: https://www.econbiz.de/10001353475
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Competitive entry and endogenous risk in the foreign exchange market
Hau, Harald - In: The review of financial studies 11 (1998) 4, pp. 757-787
Persistent link: https://www.econbiz.de/10001355078
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Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter; Trevor, Rob - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
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Price limit performance : evidence from the Tokyo Stock Exchange
Kim, Kenneth A. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 885-901
Persistent link: https://www.econbiz.de/10001222411
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The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
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Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
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Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625
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The threshold effect in expected volatility : a model based on asymmetric information
Longin, François M. - In: The review of financial studies 10 (1997) 3, pp. 817-869
Persistent link: https://www.econbiz.de/10001227975
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Measuring the predictable variation in stock and bond returns
Kirby, Chris - In: The review of financial studies 10 (1997) 3, pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
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Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan - In: The review of financial studies 10 (1997) 4, pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607