Works matching IS 00221090 AND DT 2002 AND VI 37 AND IP 4
Results: 8
Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil During the Gulf Crisis.
- Published in:
- 2002
- By:
- Publication type:
- Correction Notice
An Empirical Examination of Call Option Values Implicit in U.S. Corporate Bonds.
- Published in:
- Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 4, p. 693, doi. 10.2307/3595017
- By:
- Publication type:
- Article
Pricing American Options on Foreign Assets in a Stochastic Interest Rate Economy.
- Published in:
- Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 4, p. 667, doi. 10.2307/3595016
- By:
- Publication type:
- Article
Option Pricing in a Multi-Asset, Complete Market Economy.
- Published in:
- Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 4, p. 649, doi. 10.2307/3595015
- By:
- Publication type:
- Article
Does Market Structure Affect the Immediacy of Stock Price Responses to News?
- Published in:
- Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 4, p. 617, doi. 10.2307/3595014
- By:
- Publication type:
- Article
Partial Adjustment to Public Information and IPO Underpricing.
- Published in:
- Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 4, p. 595, doi. 10.2307/3595013
- By:
- Publication type:
- Article
Returns-Chasing Behavior, Mutual Funds, and Beta's Death.
- Published in:
- Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 4, p. 559, doi. 10.2307/3595012
- By:
- Publication type:
- Article
The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds.
- Published in:
- Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 4, p. 523, doi. 10.2307/3595011
- By:
- Publication type:
- Article