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Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 1 (1986), pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
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A test of rational expectations in the index options market
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 5 (1991), pp. 137-147
Persistent link: https://www.econbiz.de/10001123292
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Agency problems in pension fund management
Barone-Adesi, Giovanni - In: Geld, Banken und Versicherungen : Beiträge zum ... … 4 (1988) 2, pp. 659-674
Persistent link: https://www.econbiz.de/10001062440
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Efficient analytic approximation of American option values
Barone-Adesi, Giovanni - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 301-320
Persistent link: https://www.econbiz.de/10001047785
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The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni - In: Journal of financial economics 17 (1986) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10001015115
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Stationarity tests of the market model for security returns
Barone-Adesi, Giovanni - In: Journal of accounting, auditing & finance 7 (1992) 3, pp. 369-378
Persistent link: https://www.econbiz.de/10001160660
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A test of calendar seasonalities in stock market risk implied from index futures options
Barone-Adesi, Giovanni - In: International review of economics & finance : IREF 3 (1994) 3, pp. 327-340
Persistent link: https://www.econbiz.de/10001177829
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On the use of implied volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 7 (1994), pp. 147-165
Persistent link: https://www.econbiz.de/10001196347
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On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 3 (1988), pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
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Testing asset pricing models with coskewness
Barone-Adesi, Giovanni; Gagliardini, Patrick; Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 474-485
Persistent link: https://www.econbiz.de/10002374125