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Socially responsible investing : moral and optimal?

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Trading strategies around earnings announcements

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Impact of bankruptcy law reform on capital markets in Brazil

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Investor sentiment and flows into treasury funds

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Response of ETF flows and long-run returns to investor sentiment

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Socially responsible investing : moral and optimal?

Kadiyala, Padma - In: Investment management and financial innovations 6 (2009) 3, pp. 165-178

Persistent link: https://www.econbiz.de/10009910621

Impact of bankruptcy law reform on capital markets in Brazil

Kadiyala, Padma - In: Investment management and financial innovations 8 (2011) 1, pp. 31-41

Persistent link: https://www.econbiz.de/10009910728

Option Valuation with Long-run and Short-run Volatility Components

Christoffersen, Peter; Jacobs, Kris; Ornthanalai, Chayawat - School of Economics and Management, University of Aarhus - 2008

This paper presents a new model for the valuation of European options, in which the volatility of returns consists of two components. One of these components is a long-run component, and it can be modeled as fully persistent. The other component is short-run and has a zero mean. Our model can be...

Persistent link: https://www.econbiz.de/10005440047

Option valuation with long-run and short-run volatility components

Christoffersen, Peter; Jacobs, Kris; Ornthanalai, Chayawat - In: Journal of Financial Economics 90 (2008) 3, pp. 272-297

This paper presents a new model for the valuation of European options, in which the volatility of returns consists of two components. One is a long-run component and can be modeled as fully persistent. The other is short-run and has a zero mean. Our model can be viewed as an affine version of...

Persistent link: https://www.econbiz.de/10005376670