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Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return

Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999

Persistent link: https://www.econbiz.de/10001394327

Market efficiency around the clock : some supporting evidence using foreign-based derivatives

Craig, Alastair - In: Journal of financial economics 39 (1995) 2, pp. 161-180

Persistent link: https://www.econbiz.de/10001188051

The pricing of dollar-denominated yen DM warrants

Dravid, Ajay R. - In: Journal of international money and finance 13 (1994) 5, pp. 517-536

Persistent link: https://www.econbiz.de/10001171004

Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach

Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446

Persistent link: https://www.econbiz.de/10001220576

A new strategy for dynamically hedging mortage-backed securities

Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 60-77

Persistent link: https://www.econbiz.de/10001223167

Do asset prices reflect fundamentals? : Freshly squeezed evidence from the OJ market

Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - 2003

Persistent link: https://www.econbiz.de/10001738945

Derivatives : the ultimate financial innovation : executive summary

Acharya, Viral V.; Brenner, Menachem; Engle, Robert F.; … - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 166-167

Persistent link: https://www.econbiz.de/10009519958

Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market

Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412

Persistent link: https://www.econbiz.de/10003425461

Derivatives : the ultimate financial innovation

Acharya, Viral V.; Brenner, Menachem; Engle, Robert F.; … - In: Restoring financial stability : how to repair a failed …, (pp. 233-249). 2009

Persistent link: https://www.econbiz.de/10003827516

Limited Arbitrage and Short Sales Restrictions : Evidence from the Options Markets

Ofek, Eli - 2009

In this paper, we investigate empirically the well-known put-call parity no-arbitrage relation in the presence of short sale restrictions. We use a new and comprehensive sample of options on individual stocks in combination with a measure of the cost and difficulty of short selling, specifically...

Persistent link: https://www.econbiz.de/10012767791