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Painting the tape: Aggregate evidence
Bernhardt, Dan; Davies, Ryan J. - In: Economics letters 89 (2005) 3, pp. 306-311
Persistent link: https://www.econbiz.de/10006749615
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Long-term information, short-lived securities
Bernhardt, Dan; Davies, Ryan J.; Spicer, John - In: The journal of futures markets 26 (2006) 5, pp. 466-502
Persistent link: https://www.econbiz.de/10006808286
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Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?
Amin, Gaurav S.; Kat, Harry M. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 251-274
Persistent link: https://www.econbiz.de/10006694530
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Stocks, Bonds, and Hedge Funds
Amin, Gaurav S.; Kat, Harry M. - In: The journal of portfolio management : a publication of … 29 (2003) 4, pp. 113-120
Persistent link: https://www.econbiz.de/10006554563
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VOLATILITY PREDICTION: A COMPARISON OF THE STOCHASTIC VOLATILITY, GARCH (1, 1), AND EGARCH (1, 1) MODELS
Heynen, Ronald C.; Kat, Harry M. - In: The journal of derivatives : the official publication … 2 (1994) 2, pp. 50-65
Persistent link: https://www.econbiz.de/10006002332
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PRICING AND HEDGING INTERNATIONAL EQUITY DERIVATIVES
Kat, Harry M.; Roozen, Henk N.M. - In: The journal of derivatives : the official publication … 2 (1994) 2, pp. 7-19
Persistent link: https://www.econbiz.de/10006002336
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CONTINGENT PREMIUM OPTIONS
Kat, Harry M. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 44-55
Persistent link: https://www.econbiz.de/10006002347
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DELTA HEDGING OF S&P 500 OPTIONS: CASH VERSUS FUTURES MARKET EXECUTION
Kat, Harry M. - In: The journal of derivatives : the official publication … 3 (1996) 3, pp. 6-25
Persistent link: https://www.econbiz.de/10007316721