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An empirical investigation of the factors that determine the pricing of Dutch index warrants
Roon, Frans de; Veld, Chris H. - 1994
Persistent link: https://www.econbiz.de/10000904768
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Announcement effects of convertible bond loans versus warrent-bond loans : an empirical analysis for the Dutch market
Roon, Frans de; Veld, Chris H. - 1995
Persistent link: https://www.econbiz.de/10000904875
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A study on the efficiency of the market for Dutch long term call options
Roon, Frans de; Veld, Chris H.; Wei, Jason - 1996
Persistent link: https://www.econbiz.de/10000934590
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Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - 1997
Persistent link: https://www.econbiz.de/10000969027
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Announcement effects of convertible bond loans and warrant-bond loans : an empirical analysis for the Dutch market
Roon, Frans de - In: Journal of banking & finance 22 (1998) 12, pp. 1481-1506
Persistent link: https://www.econbiz.de/10001252589
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Put-call parities and the value of early exercise for put options on a performance index
Roon, Frans de - In: The journal of futures markets 16 (1996) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10001193436
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An empirical investigation of the factors that determine the pricing of Dutch index warrants
Roon, Frans de - In: European financial management : the journal of the … 2 (1996) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10001196744
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A study on the efficiency of the market for Dutch long-term call options
Roon, Frans de; Veld, Chris H.; Wei, Jun - In: The European journal of finance 4 (1998) 2, pp. 93-111
Persistent link: https://www.econbiz.de/10001439497