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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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SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.
DOW, J.; GORTON, G. - Rodney L. White Center for Financial Research, Wharton … - 1989
Persistent link: https://www.econbiz.de/10005245251
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SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.
DOW, J.; GORTON, G. - Weiss Center for International Financial Research, … - 1989
Persistent link: https://www.econbiz.de/10005631570
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The Price Effect of Australian Option Introduction.
Sadgehi, M. - School of Business, University of Western Sydney - 1992
Persistent link: https://www.econbiz.de/10005663998
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Les options sur contrats a terme sur obligations: description, modeles d'evalustion et strategie.
Senecal, D. - HEC Montréal (École des Hautes Études Commerciales) - 1991
Persistent link: https://www.econbiz.de/10005671773
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POLICIES TO CURB STOCK MARKET VOLATILITY.
EDWARDS, F.R. - Graduate School of Business, Columbia University - 1988
Persistent link: https://www.econbiz.de/10005675207
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Optimal Contracting and the Design of Securities.
Ravid, S.A.; Spiegel, M. - Graduate School of Business, Columbia University - 1992
Persistent link: https://www.econbiz.de/10005776723
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Transactions Costs and Correlations in a Large Firm Index.
LeBaron, B. - Wisconsin Madison - Social Systems - 1991
Persistent link: https://www.econbiz.de/10005443502
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THE SIMPLE PRICE DYNAMICS OF PORTFOLIO INSURANCE AND PROGRAM TRADING.
ANDERSON, R.W.; TUTUNCU, M. - Graduate School of Business, Columbia University - 1988
Persistent link: https://www.econbiz.de/10005647014
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Pricing Derived Securities Under an Edgeworthian Process.
Wu, S.Y.; Qin, C.Z. - Department of Economics, Tippie College of Business - 1996
activities centered around self-interested enterprising arbitragers; and second it examines how the prices of the derived … securities are deteremined under this process. …
Persistent link: https://www.econbiz.de/10005819536