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~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of theoretical and applied finance : IJTAF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of futures markets"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Bascou, Pierre"
~person:"Heath, David C."
~person:"Jarrow, Robert A."
~person:"Santomero, Anthony M."
~person:"Tehranian, Hassan"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Statistik"
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Bascou, Pierre
Heath, David C.
Jarrow, Robert A.
Santomero, Anthony M.
Tehranian, Hassan
Moshirian, Fariborz
44
Hasan, Iftekhar
37
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31
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Applied mathematical finance
International journal of theoretical and applied finance : IJTAF
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Review of futures markets
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Review of derivatives research
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ECONIS (ZBW)
29
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
The low-volatility anomaly and the adaptive multi-factor model
Jarrow, Robert A.
;
Murataj, Rinald
;
Wells, Martin T.
; …
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014497298
Saved in:
3
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
4
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
5
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
Saved in:
6
Bank consumer relations and social capital
Cornett, Marcia Millon
;
Minnick, Kristina
;
Schorno, …
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013256447
Saved in:
7
An examination of the relation between strategic interaction among industry firms and firm performance
Bayar, Tumennasan
;
Cornett, Marcia Millon
;
Erhemjamts, …
- In:
Journal of banking & finance
87
(
2018
),
pp. 248-263
Persistent link: https://www.econbiz.de/10011962534
Saved in:
8
Greed or good deeds : an examination of the relation between corporate social responsibility and the financial performance of U.S. commercial banks around the financial crisis
Cornett, Marcia Millon
;
Erhemjamts, Otgontsetseg
; …
- In:
Journal of banking & finance
70
(
2016
),
pp. 137-159
Persistent link: https://www.econbiz.de/10011635167
Saved in:
9
Valuation effects of corporate social responsibility
Fatemi, Ali M.
;
Fooladi, Iraj J.
;
Tehranian, Hassan
- In:
Journal of banking & finance
59
(
2015
),
pp. 182-192
Persistent link: https://www.econbiz.de/10011544426
Saved in:
10
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
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