BIVARIATE BINOMIAL OPTIONS PRICING WITH GENERALIZED INTEREST RATE PROCESSES.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 4, p. 585, doi. 10.1111/j.1475-6803.1996.tb00232.x
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- Publication type:
- Article
Works matching IS 02702592 AND DT 1996 AND VI 19 AND IP 4
Results: 8
1
2
TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 4, p. 579, doi. 10.1111/j.1475-6803.1996.tb00231.x
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- Publication type:
- Article
3
WEALTH EFFECTS OF ENFORCEMENT ACTIONS AGAINST FINANCIALLY DISTRESSED BANKS.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 4, p. 561, doi. 10.1111/j.1475-6803.1996.tb00230.x
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- Publication type:
- Article
4
POST-ANNOUNCEMENT DRIFTS ASSOCIATED WITH DIVIDEND CHANGES.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 4, p. 541, doi. 10.1111/j.1475-6803.1996.tb00229.x
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- Publication type:
- Article
5
THE CROSS-SECTIONAL EFFECTS OF OPTION LISTING ON FIRM STOCK RETURN VARIANCES.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 4, p. 515, doi. 10.1111/j.1475-6803.1996.tb00228.x
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- Publication type:
- Article
6
AN EMPIRICAL STUDY OF A NEW CLASS OF NO-ARBITRAGE-BASED DISCRETE MODELS.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 4, p. 493, doi. 10.1111/j.1475-6803.1996.tb00227.x
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- Publication type:
- Article
7
HEDGING WITH INTERNATIONAL STOCK INDEX FUTURES: AN INTERTEMPORAL ERROR CORRECTION MODEL.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 4, p. 477, doi. 10.1111/j.1475-6803.1996.tb00226.x
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- Publication type:
- Article
8
PERFORMANCE OF STOLL'S SPREAD COMPONENT ESTIMATOR: EVIDENCE FROM SIMULATIONS, TIME-SERIES, AND CROSS-SECTIONAL DATA.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 4, p. 459, doi. 10.1111/j.1475-6803.1996.tb00225.x
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- Publication type:
- Article