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CMBS market efficiency : the c...
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Theorie
187
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187
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67
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52
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52
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50
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50
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48
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Jarrow, Robert A.
415
Jarrow, Robert
89
Protter, Philip
34
Yildirim, Yildiray
33
Protter, Philip E.
26
Turnbull, Stuart M.
23
Chatterjea, Arkadev
13
Larsson, Martin
13
Madan, Dilip B.
12
Li, Haitao
10
Guo, Xin
9
Jacquier, Eric
9
Kchia, Younes
9
Kwok, Simon Sai Man
9
Lamichhane, Sujan
9
Lando, David
9
Li, Siguang
9
Deventer, Donald R. van
8
Christopoulos, Andreas D.
7
Teo, Melvyn
7
Warachka, Mitch
7
Yu, Fan
7
Janosi, Tibor
6
Li, Hao
6
Purnanandam, Amiyatosh
6
Wells, Martin T.
6
Zhu, Liao
6
Amin, Kaushik I.
5
Carr, Peter
5
Heath, David C.
5
Rudd, Andrew
5
Subramanian, Ajay
5
Zeng, Yan
5
Zhao, Feng
5
Ascheberg, Marius
4
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4
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4
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4
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4
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Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Review of derivatives research
17
Finance research letters
13
Journal of banking & finance
13
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13
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11
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11
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9
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9
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8
Annual review of financial economics
7
Journal of financial economics
7
Mathematics and financial economics
7
Journal of Banking & Finance
6
Journal of Financial and Quantitative Analysis
6
The journal of fixed income
6
The quarterly journal of finance
6
The review of financial studies
6
International journal of theoretical and applied finance
5
Journal of Financial Economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Annual Review of Financial Economics
4
Finance and Stochastics
4
Journal of financial services research : JFSR
4
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4
Risk : managing risk in the world's financial markets
4
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3
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3
Frontiers of mathematical finance : FMF
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of Finance
3
Quantitative finance
3
The financial review : the official publication of the Eastern Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
Credit risk models and management
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Economics Letters
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ECONIS (ZBW)
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RePEc
98
OLC EcoSci
58
USB Cologne (EcoSocSci)
9
Other ZBW resources
7
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1
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121
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
122
An improved test for statistical arbitrage
Jarrow, Robert A.
;
Teo, Melvyn
;
Tse, Yiu Kuen
; …
- In:
Journal of financial markets
15
(
2012
)
1
,
pp. 47-80
Persistent link: https://www.econbiz.de/10009356613
Saved in:
123
Is there a bubble in linkedIn's stock price?
Jarrow, Robert A.
;
Kchia, Younes
;
Protter, Philip E.
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 125-130
Persistent link: https://www.econbiz.de/10009381253
Saved in:
124
Abnormal profit opportunities and the informational advantage of high frequency trading
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
3
(
2013
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10010245481
Saved in:
125
The dangers of calibration and hedging the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
Saved in:
126
Discrete versus continuous time models : local martingales and singular processes in asset pricing theory
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance research letters
9
(
2012
)
2
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009615902
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127
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
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128
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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129
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
130
Positive alphas, abnormal performance, and illusory arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
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