Works matching IS 00221090 AND DT 2005 AND VI 40 AND IP 3
Results: 9
Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach.
- Published in:
- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 3, p. 671, doi. 10.1017/S0022109000001915
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- Article
The Performance of Alternative Interest Rate Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework.
- Published in:
- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 3, p. 645, doi. 10.1017/S0022109000001903
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- Article
The Information Content of Institutional Trades on the London Stock Exchange.
- Published in:
- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 3, p. 621, doi. 10.1017/S0022109000001897
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- Article
Information Quality, Learning, and Stock Market Returns.
- Published in:
- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 3, p. 595, doi. 10.1017/S0022109000001885
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- Article
Information vs. Entry Costs: What Explains U.S. Stock Market Evolution?
- Published in:
- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 3, p. 563, doi. 10.1017/S0022109000001873
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- Article
Signaling Managerial Optimism through Stock Dividends and Stock Splits: A Reexamination of the Retained Earnings Hypothesis.
- Published in:
- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 3, p. 531, doi. 10.1017/S0022109000001861
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- Article
Lockups Revisited.
- Published in:
- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 3, p. 519, doi. 10.1017/S002210900000185X
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- Article
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance.
- Published in:
- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 3, p. 493, doi. 10.1017/S0022109000001848
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- Article
Packaging Liquidity: Blind Auctions and Transaction Efficiencies.
- Published in:
- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 3, p. 465, doi. 10.1017/S0022109000001836
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- Article