SHORT-RUN ARBITRAGE IN CRISIS MARKETS - EXPERIMENTAL EVIDENCE.
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- Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S201049521450002X
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- Article
Works matching IS 20104952 AND DT 2014 AND VI 9 AND IP 1
Results: 5
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ARE REAL OPTIONS "REAL"? ISOLATING UNCERTAINTY FROM RISK IN REAL OPTIONS ANALYSIS.
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- Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S2010495214500018
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- Article
3
JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS.
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- Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S2010495214500055
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- Article
4
YET ANOTHER ACD MODEL: THE AUTOREGRESSIVE CONDITIONAL DIRECTIONAL DURATION (ACDD) MODEL.
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- Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S2010495214500043
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- Article
5
AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL.
- Published in:
- Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S2010495214500031
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- Article