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The components of the return from hedging options against stocks
Galai, Dan - In: The journal of business : B 56 (1983) 1, pp. 45-54
Persistent link: https://www.econbiz.de/10002205613
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909453
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Differences in the distribution of the daily yield of securities
Galai, Dan - In: Economic review (1996), pp. 71-87
Der Aktienertrag wird nach Wochentagen analysiert. Der Sonntag wird als Basis für die übrigen Wochentage gewichtet. Zwar sind die Erträge am Sonntag am höchsten, aber im Monats- bzw. Jahresdurchschnitt gleichen sich die Differenzen aus. (DÜI-Seu)
Persistent link: https://www.econbiz.de/10001251075
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The settlement day effect in the French Bourse
Crouhy, Michel - In: Journal of financial services research : JFSR 6 (1992) 4, pp. 417-435
Persistent link: https://www.econbiz.de/10001331247
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Warrant valuation and equity volatility
Crouhy, Michel - In: Advances in futures and options research : a research annual 5 (1991), pp. 203-215
Persistent link: https://www.econbiz.de/10001123288
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On the prediction of the implied standard deviation
Brenner, Menachem - In: Advances in futures and options research : a research annual 2 (1987), pp. 167-177
Persistent link: https://www.econbiz.de/10001081781
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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel - In: Journal of banking & finance 18 (1994) 5, pp. 861-880
Persistent link: https://www.econbiz.de/10001174023
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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1991
Persistent link: https://www.econbiz.de/10000824793
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The risk-return relationship and stock prices
Bachrach, Benjamin; Galai, Dan - In: Journal of financial and quantitative analysis : JFQA 14 (1979) 2, pp. 421-441
Persistent link: https://www.econbiz.de/10001848467