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The Pricing of Dollar-Denominated Yen/DM Warrants.
Dravid, A.; Richardson, M. - Rodney L. White Center for Financial Research, Wharton … - 1992
Persistent link: https://www.econbiz.de/10005656931
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Options on two Risky Assets: Nikkei Index Warrants.
Dravid, A.; Richardson, M.; Sun, T-S. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005618269
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THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.
BATES, D.S. - Rodney L. White Center for Financial Research, Wharton … - 1990
Persistent link: https://www.econbiz.de/10005245185
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Rational Expectations and Stock Market Bubbles.
Allen, F.; Postlewaite, A. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245186
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Historical Returns: The Case for Equity.
siegel, J.J. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245190
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The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects.
Keim, D.B.; Madhavan, A. - Rodney L. White Center for Financial Research, Wharton … - 1992
Persistent link: https://www.econbiz.de/10005245202
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INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C.; MADHAVAN, A.N. - Rodney L. White Center for Financial Research, Wharton … - 1990
Persistent link: https://www.econbiz.de/10005245204
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The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis.
Kandel, S.; Ofer, A.R.; Sarig, O. - Rodney L. White Center for Financial Research, Wharton … - 1992
Persistent link: https://www.econbiz.de/10005245205
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A Baysian Model of Intraday Specialist Pricing.
Madhavan, A.; Smidt, S. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245207
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Quantity-Adjusting Options and Forward Contracts.
Babbel, D.F.; Eisenberg, L.K. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245219