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What Drives the 'Smart-Money'...
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Disaggregation quality, stock returns, and institutional demand
Jiang, George J.
;
Kenchington, David
;
McLemore, Ping
; …
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014531192
Saved in:
2
What drives the "smart-money" effect? : evidence from investors' money flow to mutual fund classes
Jiang, George J.
;
Yuksel, H. Zafer
- In:
Journal of empirical finance
40
(
2017
),
pp. 39-58
Persistent link: https://www.econbiz.de/10011744415
Saved in:
3
Jump-diffusion model of exchange rate dynamics : estimation via indirect inference
Jiang, George J.
-
1998
Persistent link: https://www.econbiz.de/10000996210
Saved in:
4
A generalized one-factor term structure model and pricing of interest rate derivative securities
Jiang, George J.
-
1997
Persistent link: https://www.econbiz.de/10000968609
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5
Stochastic volatility and jump-diffusion : implications on option pricing
Jiang, George J.
- In:
International journal of theoretical and applied finance
2
(
1999
)
4
,
pp. 381-407
Persistent link: https://www.econbiz.de/10001438710
Saved in:
6
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
Saved in:
7
Testing option pricing models with stochastic volatility, random jump and stochastic interest rate
Jiang, George J.
- In:
International review of finance
3
(
2002
)
3/4
,
pp. 233-272
Persistent link: https://www.econbiz.de/10002504517
Saved in:
8
Stochastic volatility and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
9
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1999
Persistent link: https://www.econbiz.de/10001432849
Saved in:
10
Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.
;
Sluis, Pieter J. van der
-
2000
Persistent link: https://www.econbiz.de/10001473253
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