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(CSV) of daily equity returns for future market-level volatility in Australia. Using a conditional volatility framework …
-style derivative securities over a fixed time horizon under the regime switching Black-Scholes economy. Design … presents a scenario-based risk measure for a portfolio of European-style derivative securities over a fixed time horizon under …
the South African securities market. These phenomena are commonly referred to in the literature as security market …
Typescript (photocopy).
This article examines the claim of securities markets efficiency based on the efficient markets hypothesis (EMH), which … price efficiency. This undermining seems to have been caused by forces exogenous to the firm. Nonetheless, securities …