Works matching DE "PRICES of securities"
Results: 1978
UNUSUAL MARKET ACTIVITY ANNOUNCEMENTS.
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- Gadjah Mada International Journal of Business, 2011, v. 13, n. 2, p. 159
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Equity and fixed income markets as drivers of securitised real estate
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- Review of Financial Economics, 2009, v. 18, n. 2, p. 103, doi. 10.1016/j.rfe.2008.03.002
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Evaluating stock returns with time-varying risk aversion driven by trend deviations from the consumption-to-wealth ratio: An analysis conditional on income levels
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- Review of Financial Economics, 2008, v. 17, n. 4, p. 261, doi. 10.1016/j.rfe.2007.09.002
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Nonlinear duration dependence in stock market cycles
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- Review of Financial Economics, 2007, v. 16, n. 4, p. 350, doi. 10.1016/j.rfe.2006.08.001
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Stock market speculation and managerial myopia.
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- Review of Financial Economics, 2005, v. 14, n. 1, p. 61, doi. 10.1016/j.rfe.2004.06.002
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Continuing dangers of disinformation in corporate accounting reports
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- Review of Financial Economics, 2004, v. 13, n. 1/2, p. 149, doi. 10.1016/j.rfe.2003.09.007
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Coups, Corporations, and Classified Information*.
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- Quarterly Journal of Economics, 2011, v. 126, n. 3, p. 1375, doi. 10.1093/qje/qjr030
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MANDATED DISCLOSURE, STOCK RETURNS, AND THE 1964 SECURITIES ACTS AMENDMENTS.
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- Quarterly Journal of Economics, 2006, v. 121, n. 2, p. 399, doi. 10.1162/qjec.2006.121.2.399
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INSTITUTIONAL INVESTORS AND EQUITY PRICES.
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- Quarterly Journal of Economics, 2001, v. 116, n. 1, p. 229, doi. 10.1162/003355301556392
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THE COMOVEMENT OF STOCK PRICES.
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- Quarterly Journal of Economics, 1993, v. 108, n. 4, p. 1073, doi. 10.2307/2118460
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TRADING VOLUME AND SERIAL CORRELATION IN STOCK RETURNS.
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- Quarterly Journal of Economics, 1993, v. 108, n. 4, p. 905, doi. 10.2307/2118454
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Why does the stock market fluctuate?
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- Quarterly Journal of Economics, 1993, v. 108, n. 2, p. 291, doi. 10.2307/2118333
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SMUGGLING, CAMOUFLAGING, AND MARKET STRUCTURE.
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- Quarterly Journal of Economics, 1991, v. 106, n. 3, p. 789, doi. 10.2307/2937927
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The great crash and the onset of the Great Depression.
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- Quarterly Journal of Economics, 1990, v. 105, n. 3, p. 597, doi. 10.2307/2937892
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INVESTORS' TIME HORIZON AND THE INEFFICIENCY OF CAPITAL MARKETS.
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- Quarterly Journal of Economics, 1978, v. 92, n. 2, p. 187, doi. 10.2307/1884158
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AN ECONOMIC DISTURBANCE THEORY OF MERGERS.
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- Quarterly Journal of Economics, 1969, v. 83, n. 4, p. 624, doi. 10.2307/1885453
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Are there nonlinear speculative bubbles in commodities prices?
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- Journal of Post Keynesian Economics, 2014, v. 36, n. 3, p. 415, doi. 10.2753/PKE0160-3477360302
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How do conflicting theories about financial markets coexist?
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- Journal of Post Keynesian Economics, 2007, v. 29, n. 3, p. 363, doi. 10.2753/PKE0160-3477290301
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Simple is simply not enough—features versus labels of complex financial securities.
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- Review of Derivatives Research, 2024, v. 27, n. 2, p. 113, doi. 10.1007/s11147-024-09201-4
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STOCK RETURNS AND OIL PRICE CHANGES IN EUROPE: A SECTOR ANALYSIS*.
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- Manchester School (1463-6786), 2012, v. 80, n. 2, p. 237, doi. 10.1111/j.1467-9957.2010.02223.x
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THE MACROECONOMICS OF STOCK PRICES IN THE MEDIUM TERM AND IN THE LONG RUN.
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- Manchester School (1463-6786), 2009, v. 77, n. 2, p. 127, doi. 10.1111/j.1467-9957.2008.002091.x
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Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences.
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- Mathematics of Operations Research, 2016, v. 41, n. 1, p. 174, doi. 10.1287/moor.2015.0721
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- Article
Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options.
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- Mathematics of Operations Research, 2010, v. 35, n. 2, p. 412, doi. 10.1287/moor.1100.0447
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SURVIVAL AND GROWTH WITH A LIABILITY: OPTIMAL PORTFOLIO STRATEGIES IN CONTINUOUS TIME.
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- Mathematics of Operations Research, 1997, v. 22, n. 2, p. 468, doi. 10.1287/moor.22.2.468
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MINIMAX POLICIES FOR SELLING AN ASSET AND DOLLAR AVERAGING.
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- Management Science, 1971, v. 17, n. 7, p. 379, doi. 10.1287/mnsc.17.7.379
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DOES "GOOD PORTFOLIO MANAGEMENT" EXIST?
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- Management Science, 1969, v. 15, n. 6, p. B-308, doi. 10.1287/mnsc.15.6.B308
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GKI Gazdaságkutató Zrt.: Idén 0,5 százalékos visszaesés és 19 százalékos infláció várható.
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- External Economic Bulletin / Külgazdaság, 2023, v. 67, n. 3/4, p. 32, doi. 10.47630/KULG.2023.67.3-4.32
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A GLASS-HALF-EMPTY APPROACH TO SECURITIES REGULATION.
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- Maryland Law Review, 2017, v. 76, n. 2, p. 360
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Pricing Cliquet Options in Jump-Diffusion Models.
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- Stochastic Models, 2005, v. 21, n. 4, p. 875, doi. 10.1080/15326340500294587
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ФІНАНСОВА ЗВІТНІСТЬ ЯК ДЖЕРЕЛО ІНФОРМАЦІЇ ДЛЯ АНАЛІЗУ ФІНАНСОВОГО СТАНУ ПІДПРИЄМСТВА.
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- Scientific Proceedings of Ostroh Academy National University Series, Economics, 2020, v. 46, n. 18, p. 57, doi. 10.25264/2311-5149-2020-18(46)-57-61
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Factors of Cross-border Capital Flow: An Empirical Study of Coastal Regions.
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- Journal of Coastal Research, 2019, v. 94, p. 966, doi. 10.2112/SI94-190.1
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Asset prices when large investors interact strategically.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 231, doi. 10.1080/14697688.2024.2387821
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A unifying approach for the pricing of debt securities.
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- Quantitative Finance, 2024, v. 24, n. 12, p. 1747, doi. 10.1080/14697688.2024.2423686
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A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes.
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- Quantitative Finance, 2022, v. 22, n. 11, p. 2021, doi. 10.1080/14697688.2022.2120412
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An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects.
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- Quantitative Finance, 2022, v. 22, n. 7, p. 1231, doi. 10.1080/14697688.2021.2023753
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Robust statistical arbitrage strategies.
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- Quantitative Finance, 2021, v. 21, n. 3, p. 379, doi. 10.1080/14697688.2020.1824077
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Bond flotation with exotic commodity collateral.
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- Quantitative Finance, 2020, v. 20, n. 12, p. 1903, doi. 10.1080/14697688.2020.1814002
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Analytic approximation formulae for European crack spread options.
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- Quantitative Finance, 2016, v. 16, n. 5, p. 711, doi. 10.1080/14697688.2015.1070959
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Valuation of forward start options under affine jump-diffusion models.
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- Quantitative Finance, 2016, v. 16, n. 5, p. 727, doi. 10.1080/14697688.2015.1049200
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Hawkes model for price and trades high-frequency dynamics.
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- Quantitative Finance, 2014, v. 14, n. 7, p. 1147, doi. 10.1080/14697688.2014.897000
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Non-parametric partial importance sampling for financial derivative pricing.
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- Quantitative Finance, 2011, v. 11, n. 8, p. 1193, doi. 10.1080/14697680903496485
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An improved convolution algorithm for discretely sampled Asian options.
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- Quantitative Finance, 2011, v. 11, n. 3, p. 381, doi. 10.1080/14697680903397667
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- Article
THE EFFECTS OF UNEXPECTED EVENTS BETWEEN 1990-2012 ON DOLAR SELLING PRICE IN TURKEY.
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- Journal of Management & Economics Research, 2013, n. 21, p. 48, doi. 10.11611/JMER174
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- Article
IPO UNDERPRICING A WYSOKOŚĆ CENY EMISYJNEJ NA RYNKU NEWCONNECT.
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- Studies in Law & Economics / Studia Prawno-Ekonomiczne, 2022, v. 123, p. 77, doi. 10.26485/SPE/2022/123/5
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Market structure and price clustering: Maker‐taker versus taker‐maker.
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- Journal of Financial Research, 2024, v. 47, n. 3, p. 767, doi. 10.1111/jfir.12382
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REVISITING BOOKBUILDING VERSUS AUCTION IPOS: A PERSPECTIVE OF INFORMATIONALLY EFFICIENT PRICES IN THE AFTERMARKET.
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- Journal of Financial Research, 2019, v. 42, n. 3, p. 491, doi. 10.1111/jfir.12181
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EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK.
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- Journal of Financial Research, 2007, v. 30, n. 3, p. 335, doi. 10.1111/j.1475-6803.2007.00217.x
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STOCK MARKET REACTION TO ANTICIPATED VERSUS SURPRISE RATING CHANGES.
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- Journal of Financial Research, 2007, v. 30, n. 2, p. 301, doi. 10.1111/j.1475-6803.2007.00215.x
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CONCENTRATED OPENING VOLUME: MARKET CLOSURE OR STRATEGIC TRADING?
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- Journal of Financial Research, 2007, v. 30, n. 2, p. 321, doi. 10.1111/j.1475-6803.2007.00216.x
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MARKET TIMING IN REGRESSIONS AND REALITY.
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- Journal of Financial Research, 2006, v. 29, n. 3, p. 293, doi. 10.1111/j.1475-6803.2006.00179.x
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