A NO-ARBITRAGE MARTINGALE ANALYSIS FOR JUMP-DIFFUSION VALUATION.
- Published in:
- Journal of Financial Research, 1995, v. 18, n. 3, p. 351, doi. 10.1111/j.1475-6803.1995.tb00571.x
- By:
- Publication type:
- Article
Works matching IS 02702592 AND DT 1995 AND VI 18 AND IP 3
Results: 6
1
2
PRICE AND VOLUME EFFECTS ASSOCIATED WITH THE CREATION OF STANDARD AND POOR'S MIDCAP INDEX.
- Published in:
- Journal of Financial Research, 1995, v. 18, n. 3, p. 329, doi. 10.1111/j.1475-6803.1995.tb00570.x
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- Publication type:
- Article
3
INFORMED TRADING RISK AND BID-ASK SPREAD CHANGES AROUND OPEN MARKET STOCK REPURCHASES IN THE NASDAQ MARKET.
- Published in:
- Journal of Financial Research, 1995, v. 18, n. 3, p. 311, doi. 10.1111/j.1475-6803.1995.tb00569.x
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- Publication type:
- Article
4
TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS.
- Published in:
- Journal of Financial Research, 1995, v. 18, n. 3, p. 299, doi. 10.1111/j.1475-6803.1995.tb00568.x
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- Publication type:
- Article
5
MANAGERIAL OWNERSHIP CHANGE AND FIRM VALUE: EVIDENCE FROM DUAL-CLASS RECAPITALIZATIONS AND INSIDER TRADING.
- Published in:
- Journal of Financial Research, 1995, v. 18, n. 3, p. 281, doi. 10.1111/j.1475-6803.1995.tb00567.x
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- Publication type:
- Article
6
A MULTIFACTOR MODEL OF THE QUALITY OPTION IN TREASURY FUTURES CONTRACTS.
- Published in:
- Journal of Financial Research, 1995, v. 18, n. 3, p. 261, doi. 10.1111/j.1475-6803.1995.tb00566.x
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- Publication type:
- Article