//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Is There Price Discovery in Eq...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
28
Börsenkurs
27
Share price
27
Capital income
17
Kapitaleinkommen
17
Option trading
17
Optionsgeschäft
17
USA
17
United States
16
Anlageverhalten
14
Behavioural finance
14
Securities trading
13
Wertpapierhandel
13
Handelsvolumen der Börse
11
Trading volume
11
Estimation
10
Schätzung
10
Hedging
9
Market microstructure
8
Portfolio selection
8
Portfolio-Management
8
Volatility
8
Volatilität
8
Aktienmarkt
7
Aktienoption
7
Marktmikrostruktur
7
Option pricing theory
7
Optionspreistheorie
7
Stock market
7
Stock option
7
Derivat
6
Derivative
6
Electronic trading
6
Elektronisches Handelssystem
6
Ankündigungseffekt
5
Announcement effect
5
Germany
5
Gewinn
5
Profit
5
more ...
less ...
Online availability
All
Free
10
Undetermined
4
Type of publication
All
Article
17
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
1
Book section
1
Language
All
English
28
Author
All
Pearson, Neil D.
20
Muravyev, Dmitriy
6
Broussard, John Paul
5
Kandel, Eugene
3
Bogousslavsky, Vincent
2
Bondarenko, Oleg
2
Booth, G. Geoffrey
2
Chapman, David A.
2
Fos, Vyacheslav
2
Ge, Li
2
Lin, Tse-Chun
2
Shi, Feng
2
Vaihekoski, Mika
2
Abad Díaz, David
1
Abudy, Menachem Meni
1
Adrian, Tobias
1
Akmansoy, Olivier
1
Alcock, Jamie T.
1
Alexeev, Vitali
1
Aloosh, Arash
1
Amato, Livia
1
Amaya, Diego
1
Angel, James Joseph
1
Avetikian, Alejandro T.
1
Aït-Sahalia, Yacine
1
Bach, Amadeus
1
Baidoo, Edwin
1
Bakalli, Gaetan
1
Bao, Li
1
Barbon, Andrea
1
Barclay, Michael J.
1
Bashchenko, Oksana
1
Bindra, Parampreet C.
1
Bjønnes, Geir H.
1
Black, Bernard S.
1
Black, Jeffrey R.
1
Bogoev, Dimitar
1
Bos, Charles S.
1
Bosch-Rosa, Ciril
1
Bouri, Elie
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
4
Journal of financial economics
3
Global risk management : financial, operational, and insurance strategies
2
Journal of economic interaction and coordination
1
Journal of economic theory
1
Journal of international financial markets, institutions & money
1
Journal of political economy
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Review of financial economics : RFE
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
1
Wiley finance series
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Profitability of pairs tradings strategy in an illiquid market with multiple share classes
Broussard, John Paul
;
Vaihekoski, Mika
- In:
Journal of international financial markets, …
22
(
2012
)
5
,
pp. 1188-1201
Persistent link: https://www.econbiz.de/10010220193
Saved in:
2
The complex nature of financial market microstructure : the case of a stock market crash
Shi, Feng
;
Broussard, John Paul
;
Booth, G. Geoffrey
- In:
Journal of economic interaction and coordination
20
(
2025
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10015331182
Saved in:
3
Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options
Muravyev, Dmitriy
-
2019
Recent research argues that uncertainty about future stock borrowing fees is an impediment to short-selling and it explains the risk-adjusted performance of short strategies. One possible mechanism is that borrowing fee risk carries a risk premium. Since the present value of the uncertain...
Persistent link: https://www.econbiz.de/10012903208
Saved in:
4
Risk budgeting : portfolio problem solving with value-at-risk
Pearson, Neil D.
-
2002
Persistent link: https://www.econbiz.de/10001603413
Saved in:
5
An efficient approach for pricing spread options
Pearson, Neil D.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10001219429
Saved in:
6
What's new in value-at risk? : A selective survey
Pearson, Neil D.
- In:
Global risk management : financial, operational, and …
,
(pp. 15-37)
.
2002
Persistent link: https://www.econbiz.de/10001748580
Saved in:
7
Why Do Price and Volatility Information from the Options Market Predict Stock Returns?
Muravyev, Dmitriy
-
2020
The option implied volatility spread and skew predict stock returns. These variables also reflect the expected cost of borrowing stock to sell short. The stock borrowing fee implied from options prices predicts changes in quoted borrowing fees and stock returns; however, the volatility spread...
Persistent link: https://www.econbiz.de/10012855076
Saved in:
8
Nonstandard errors
Menkveld, Albert J.
;
Dreber, Anna
;
Holzmeister, Felix
; …
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2339-2390
Persistent link: https://www.econbiz.de/10015117945
Saved in:
9
Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
Saved in:
10
Using proxies for the short rate : when are three months like an instant?
Chapman, David A.
;
Long, John B.
;
Pearson, Neil D.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 763-806
Persistent link: https://www.econbiz.de/10001421870
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->