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The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis

Li, Steven - 2006

Persistent link: https://www.econbiz.de/10003342675

The arbitrage efficiency of the Nikkei 225 options market : a put-call parity analysis

Li, Steven - In: Monetary and economic studies 24 (2006) 2, pp. 33-54

Persistent link: https://www.econbiz.de/10003391258

A single-period model and some empirical evidences for optimal asset allocation with value-at-risk constraints

Li, Steven - 2003

Persistent link: https://www.econbiz.de/10001746102

The estimation of implied volatility from the black-scholes model : some new formulas and their applications

Li, Steven - 2003

Persistent link: https://www.econbiz.de/10001746103

A valuation model for firms with stochastic earnings

Li, Steven - 2002

Persistent link: https://www.econbiz.de/10001715967

A valuation model for firms with stochastic earnings

Li, Steven - In: Applied mathematical finance 10 (2003) 3, pp. 229-243

Persistent link: https://www.econbiz.de/10001841302

Evidence on the arbitrage efficiency of SPI index futures and options markets

Li, Steven; Alfay, Elia - 2005

Persistent link: https://www.econbiz.de/10003042375

Empirical performance of affine option pricing models : evidence from the Australian index options market

Sharp, Timothy; Li, Steven; Allen, David E. - In: Applied financial economics 20 (2010) 4/6, pp. 501-514

This article investigates the performance of affine option pricing models in the context of the Australian Standard & Poor's (S&P)/Australian Stock Exchange (ASX) 200 index option market. This investigation is done through the implicit estimation of the risk neutral parameters of affine option...

Persistent link: https://www.econbiz.de/10003963448

A note on capital structure target adjustment : Indonesian evidence

Reinhard, Ludwig; Li, Steven - In: International journal of managerial finance : IJMF 6 (2010) 3, pp. 245-259

Persistent link: https://www.econbiz.de/10003996833

The influence of taxes on corporate financing and investment decisions against the background of the German tax reforms

Reinhard, Ludwig F. M.; Li, Steven - In: The European journal of finance 17 (2011) 7/8, pp. 717-737

Persistent link: https://www.econbiz.de/10009509832