Works matching DE "PRICES of securities"

Results: 1995

Dirichlet Mixed Process Integrated Bayesian Estimation for Individual Securities.

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 6, p. 304, doi. 10.3390/jrfm18060304

By:

Khoi, Phan Dinh;
Trong, Thai Minh;
Gan, Christopher

Publication type:

Article

Stock price patterns: Evidence from Amman bourse.

Published in:

International Journal of Islamic Marketing, 2025, v. 14, n. 2, p. 113

By:

MATAR, MOUSA SAEED

Publication type:

Article

On the Consistency of Option Pricing Model with a General Equilibrium Framework.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 1, p. 71

By:

Ying Chen;
Weiqiang Tan

Publication type:

Article

Study on Herding Equilibrium of Irrational Informed Trader.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 1, p. 51

By:

Xintian Zhuang;
Jingjing Wen

Publication type:

Article

CROSS-SECTION OF EXPECTED STOCK RETURNS: An Application of Fama and French Model for India.

Published in:

International Journal of Finance, 2007, v. 19, n. 1, p. 4334

By:

Dash, Ranjan Kumar;
Singh, Sumanjeet

Publication type:

Article

THE IMPACT OF MUTUAL FUNDS TRADING ON STOCKS PRICES: EVIDENCE FROM THE PORTUGUESE MARKET.

Published in:

International Journal of Finance, 2003, v. 15, n. 4, p. 2788

By:

Leite, Teresa Gabriela;
Machado-Santos, Carlos

Publication type:

Article

PRICING CONTINGENT CLAIMS WITH AN INCOMPLETE SET OF PRIMITIVE SECURITIES.

Published in:

International Journal of Finance, 2002, v. 14, n. 3, p. 2291

By:

Bajeux-Besnainou, Isabelle;
Portait, Roland

Publication type:

Article

The Persistence of Dominant-Firm Market Share: Raising Rivals' Cost on the New York Stock Exchange.

Published in:

Southern Economic Journal, 2014, v. 81, n. 1, p. 91, doi. 10.4284/0038-4038-2010.307

By:

deB. Harris, Frederick H.;
Hyde, Adam S.;
Wood, Robert A.

Publication type:

Article

Pension Plans and the Writing of Fully-Covered Exchange Traded Call Options.

Published in:

Journal of Risk & Insurance, 1980, v. 47, n. 3, p. 421, doi. 10.2307/252631

By:

Gustavson, Sandra G.

Publication type:

Article

Price Clustering, Preferences for Round Prices, and Expected Returns.

Published in:

Journal of Behavioral Finance, 2022, v. 23, n. 3, p. 301, doi. 10.1080/15427560.2020.1867143

By:

Blau, Benjamin M.;
Griffith, Todd G.;
Whitby, Ryan J.

Publication type:

Article

The Use of EDGAR Filings by Investors.

Published in:

Journal of Behavioral Finance, 2017, v. 18, n. 2, p. 231, doi. 10.1080/15427560.2017.1308945

By:

Loughran, Tim;
McDonald, Bill

Publication type:

Article

Overly Optimistic? Investor Sophistication and the Role of Affective Reactions to Financial Information in Investors' Stock Price Judgments.

Published in:

Journal of Behavioral Finance, 2010, v. 11, n. 1, p. 1, doi. 10.1080/15427561003589680

By:

Victoravich, LisaM.

Publication type:

Article

Measuring the Impact of Behavioral Traders on the Market for Closed-End Country Funds.

Published in:

Journal of Behavioral Finance, 2004, v. 5, n. 4, p. 201, doi. 10.1207/s15427579jpfm0504_3

By:

Kelley, Hugh

Publication type:

Article

What Drives Stock Price Behavior Following Extreme Day Returns?

Published in:

Journal of Behavioral Finance, 2003, v. 4, n. 3, p. 185

By:

Olsen, Robert A.

Publication type:

Article

Market Underreaction to Large Stock Price Declines: The Case of ADRs.

Published in:

Journal of Behavioral Finance, 2003, v. 4, n. 1, p. 21, doi. 10.1207/S15427579JPFM0401_04

By:

Benou, Georgina

Publication type:

Article

Nafed awaits govt. nod to sell cotton below MSP.

Published in:: Man-Made Textiles in India, 2009, v. 52, n. 5, p. 171
Publication type:: Article

Speculative Futures Trading under Mean Reversion.

Published in:

Asia-Pacific Financial Markets, 2016, v. 23, n. 4, p. 281, doi. 10.1007/s10690-016-9215-9

By:

Leung, Tim;
Li, Jiao;
Li, Xin;
Wang, Zheng

Publication type:

Article

Is There a Size Effect in the Pricing of Stocks in the Chinese Stock Markets?: The Case of Bull Versus Bear Markets.

Published in:

Asia-Pacific Financial Markets, 2008, v. 15, n. 2, p. 117, doi. 10.1007/s10690-008-9074-0

By:

Rutledge, Robert W.;
Zhaohui Zhang;
Karim, Khondkar

Publication type:

Article

Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes.

Published in:

Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 327, doi. 10.1007/s10690-007-9048-7

By:

Poirot, Jérémy;
Tankov, Peter

Publication type:

Article

Portfolio optimization with a defaultable security.

Published in:

Asia-Pacific Financial Markets, 2006, v. 13, n. 2, p. 113, doi. 10.1007/s10690-007-9037-x

By:

Bielecki, Tomasz;
Jang, Inwon

Publication type:

Article

The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly.

Published in:

Asia-Pacific Financial Markets, 2003, v. 10, n. 4, p. 319, doi. 10.1007/s10690-005-4240-0

By:

Maberly, Edwin;
Pierce, Raylene

Publication type:

Article

STOCK RETURNS AND OIL PRICE CHANGES IN EUROPE: A SECTOR ANALYSIS*.

Published in:

Manchester School (1463-6786), 2012, v. 80, n. 2, p. 237, doi. 10.1111/j.1467-9957.2010.02223.x

By:

MOHAMED, AROURI

Publication type:

Article

THE MACROECONOMICS OF STOCK PRICES IN THE MEDIUM TERM AND IN THE LONG RUN.

Published in:

Manchester School (1463-6786), 2009, v. 77, n. 2, p. 127, doi. 10.1111/j.1467-9957.2008.002091.x

By:

MADSEN, JAKOB B.

Publication type:

Article

Portfolio Investment with the Exact Tax Basis via Nonlinear Programming.

Published in:

Management Science, 2005, v. 51, n. 2, p. 277, doi. 10.1287/mnsc.1040.0315

By:

DeMiguel, Victor;
Uppal, Raman

Publication type:

Article

Pricing Path-Dependent Securities by the Extended Tree Method.

Published in:

Management Science, 2004, v. 50, n. 9, p. 1235, doi. 10.1287/mnsc.1030.0198

By:

Kishimoto, Naoki

Publication type:

Article

Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options.

Published in:

Management Science, 2004, v. 50, n. 9, p. 1222, doi. 10.1287/mnsc.1040.0258

By:

Andersen, Leif;
Broadie, Mark

Publication type:

Article

Which GARCH Model for Option Valuation?

Published in:

Management Science, 2004, v. 50, n. 9, p. 1204, doi. 10.1287/mnsc.1040.0276

By:

Christoffersen, Peter;
Jacobs, Kris

Publication type:

Article

Option Pricing Under a Double Exponential Jump Diffusion Model.

Published in:

Management Science, 2004, v. 50, n. 9, p. 1178, doi. 10.1287/mnsc.1030.0163

By:

Kou, S. G.;
Wang, Hui

Publication type:

Article

Option Pricing: Valuation Models and Applications.

Published in:

Management Science, 2004, v. 50, n. 9, p. 1145, doi. 10.1287/mnsc.1040.0275

By:

Broadie, Mark;
Detemple, Jerome B.

Publication type:

Article

Predicting the Equity Premium with Dividend Ratios.

Published in:

Management Science, 2003, v. 49, n. 5, p. 639, doi. 10.1287/mnsc.49.5.639.15149

By:

Goyal, Amit;
Welch, Ivo

Publication type:

Article

Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm.

Published in:

Management Science, 2002, v. 48, n. 5, p. 665, doi. 10.1287/mnsc.48.5.665.7801

By:

Jun-ya Gotoh;
Hiroshi Konno

Publication type:

Article

Predicting Equity Liquidity.

Published in:

Management Science, 2002, v. 48, n. 4, p. 470, doi. 10.1287/mnsc.48.4.470.210

By:

Breen, William J.;
Hodrick, Laurie Simon;
Korajczyk, Robert A.

Publication type:

Article

Path-Dependent Options: Extending the Monte Carlo Simulation Approach.

Published in:

Management Science, 1997, v. 43, n. 11, p. 1589, doi. 10.1287/mnsc.43.11.1589

By:

Grant, Dwight;
Vora, Gautam;
Weeks, David

Publication type:

Article

The feasibility of an index-contingent trading mechanism.

Published in:

Management Science, 1997, v. 43, n. 1, p. 112, doi. 10.1287/mnsc.43.1.112

By:

Wohl, Avi

Publication type:

Article

Estimating Security Price Derivatives Using Simulation.

Published in:

Management Science, 1996, v. 42, n. 2, p. 269, doi. 10.1287/mnsc.42.2.269

By:

Broadie, Mark;
Glasserman, Paul

Publication type:

Article

Trading Securities Using Trailing Stops.

Published in:

Management Science, 1995, v. 41, n. 6, p. 1096, doi. 10.1287/mnsc.41.6.1096

By:

Glynn, Peter W.;
Iglehart, Donald L.

Publication type:

Article

Measuring Systematic Risk Using Implicit Beta.

Published in:

Management Science, 1995, v. 41, n. 1, p. 124, doi. 10.1287/mnsc.41.1.124

By:

Siegel, Andrew F.

Publication type:

Article

COMPLETE PREPAYMENT MODELS FOR MORTGAGE-BACKED SECURITIES.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1665, doi. 10.1287/mnsc.38.11.1665

By:

Kang, Pan;
Zenios, Stavros A.

Publication type:

Article

Managing for Value 2.0.

Published in:

Journal of Applied Corporate Finance, 2014, v. 26, n. 1, p. 8, doi. 10.1111/jacf.12049

By:

Kaiser, Kevin;
Young, S. David

Publication type:

Article

Creating Value at the Intersection of Sourcing, Hedging and Trading.

Published in:

Journal of Applied Corporate Finance, 2011, v. 23, n. 4, p. 83, doi. 10.1111/j.1745-6622.2011.00354.x

By:

Finley, Blaine;
Pettit, Justin

Publication type:

Article

Measuring the Contributions of Brand to Shareholder Value (and How to Maintain or Increase Them).

Published in:

Journal of Applied Corporate Finance, 2009, v. 21, n. 4, p. 79, doi. 10.1111/j.1745-6622.2009.00251.x

By:

Gerzema, John;
Lebar, Ed;
Rivers, Anne

Publication type:

Article

Equity Issues and the Disappearing Rights Offer Phenomenon.

Published in:

Journal of Applied Corporate Finance, 2008, v. 20, n. 4, p. 72, doi. 10.1111/j.1745-6622.2008.00205.x

By:

Eckbo, B. Espen

Publication type:

Article

Liquidity, the Value of the Firm, and Corporate Finance.

Published in:

Journal of Applied Corporate Finance, 2008, v. 20, n. 2, p. 32, doi. 10.1111/j.1745-6622.2008.00179.x

By:

Amihud, Yakov;
Mendelson, Haim

Publication type:

Article

Finite Difference Method for the Multi-Asset Black–Scholes Equations.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 3, p. 391, doi. 10.3390/math8030391

By:

Kim, Sangkwon;
Jeong, Darae;
Lee, Chaeyoung;
Kim, Junseok

Publication type:

Article

COVID-19 Sürecinde Çevrimiçi İkinci El Ürün Alışverişine Yönelik Tutum ve Satın Alma Niyeti Üzerine Bir Araştırma.

Published in:

Journal of Aksaray University Faculty of Economics & Administrative Sciences / Aksaray Üniversitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi, 2021, v. 13, n. 2, p. 11, doi. 10.52791/aksarayiibd.870124

By:

Telli, Gonca;
Aydın, Samet;
Şen, Didem Gezmişoğlu

Publication type:

Article

Option pricing under Markov-switching GARCH processes.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 5, p. 444, doi. 10.1002/fut.20422

By:

CHAO-CHUN CHEN;
MING-YANG HUNG

Publication type:

Article

General equilibrium and preference free model for pricing options under transformed gamma distribution.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 5, p. 409, doi. 10.1002/fut.20425

By:

VITIELLO, LUIZ;
SER-HUANG POON

Publication type:

Article

A new information share measure.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 4, p. 377, doi. 10.1002/fut.20356

By:

Lien, Donald;
Shrestha, Keshab

Publication type:

Article

Who knows more about future currency volatility?

Published in:

Journal of Futures Markets, 2009, v. 29, n. 3, p. 270, doi. 10.1002/fut.20351

By:

Charoenwong, Charlie;
Jenwittayaroje, Nattawut;
Low, Buen Sin

Publication type:

Article

Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 1, p. 74, doi. 10.1002/fut.20319

By:

YU-LUN CHEN;
YIN-FENG GAU

Publication type:

Article