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Monday returns and asset pricing
Brusa, Jorge; Lee, Wayne Y.; Liu, Pu - In: Journal of economics and finance 35 (2011) 3, pp. 332-347
Persistent link: https://www.econbiz.de/10009271629
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Contingent claim valuation of express certificates
Hernández, Rodrigo; Tobler, Christopher; Brusa, Jorge - In: Banking and finance review 2 (2010) 2, pp. 119-126
Persistent link: https://www.econbiz.de/10008936563
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Stock price elasticity of option premium
Liu, Pu - In: Advances in investment analysis and portfolio … 1 (1991), pp. 83-90
Persistent link: https://www.econbiz.de/10001134294
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Mean lower partial moment valuation and lognormally distributed returns
Lee, Wayne Y. - In: Management science : journal of the Institute for … 34 (1988) 4, pp. 446-453
Persistent link: https://www.econbiz.de/10001060498