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An event option pricing model with scheduled and unscheduled announcement effects

Abraham, Abraham; Taylor, William M. - In: Review of quantitative finance and accounting 8 (1997) 2, pp. 151-162

Persistent link: https://www.econbiz.de/10001590882

The estimation of quality-adjusted auction returns with varying transaction intervals

Taylor, William M. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 131-142

Persistent link: https://www.econbiz.de/10001122222

Interest rate dynamics and speculative trading in a fixed exchange rate system

Abraham, Abraham - In: International review of economics & finance : IREF 8 (1999) 2, pp. 213-222

Persistent link: https://www.econbiz.de/10001427858

Foreign ownership and bank performance metrics in Saudi Arabia

Abraham, Abraham - In: International journal of Islamic and Middle Eastern … 6 (2013) 1, pp. 43-50

Persistent link: https://www.econbiz.de/10010118096

Foreign ownership and bank performance metrics in Saudi Arabia

Abraham, Abraham - In: International journal of Islamic and Middle Eastern … 6 (2013) 1, pp. 43-50

Persistent link: https://www.econbiz.de/10009738718

The Cointegration of Auction Price Series

Taylor, William M. - In: Managerial Finance 21 (1995) 6, pp. 35-46

It is found that one unit root, common trend is shared by the quarterly auction price series of five frequently auctioned types of stamps. The common trends analysis provides specific, stationary linear combinations, or cointegrating portfolios, of the auction price levels. The quarterly returns...

Persistent link: https://www.econbiz.de/10014940914