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~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of theoretical and applied finance : IJTAF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of futures markets"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Bascou, Pierre"
~person:"Cartea, Álvaro"
~person:"Chou, Robin K."
~person:"Heath, David C."
~person:"Jarrow, Robert A."
~person:"Santomero, Anthony M."
~source:"econis"
~subject:"Asset-liability management"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~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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Asset-liability management
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6
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Bascou, Pierre
Cartea, Álvaro
Chou, Robin K.
Heath, David C.
Jarrow, Robert A.
Santomero, Anthony M.
Faff, Robert W.
11
Berger, Allen N.
10
Saunders, Anthony
10
Atkinson, Colin
9
Fiordelisi, Franco
8
Molyneux, Philip
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Duan, Jin-Chuan
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7
Hasan, Iftekhar
7
Levy, Haim
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Moshirian, Fariborz
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Prisman, Eliezer Zeev
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Prokopczuk, Marcel
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Sercu, Piet
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Slovin, Myron B.
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Tian, Yisong Sam
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Applied mathematical finance
International journal of theoretical and applied finance : IJTAF
Journal of banking & finance
Review of futures markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
12
International journal of theoretical and applied finance
9
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Journal of financial and quantitative analysis : JFQA
5
The journal of finance : the journal of the American Finance Association
5
Finance and stochastics
4
Journal of empirical finance
4
The journal of futures markets
4
The review of financial studies
4
Pacific-Basin finance journal
3
Quantitative finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of fixed income
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Business review / Federal Reserve Bank of Philadelphia
2
Energy economics
2
Essays in financial economics in memory of Irwin Friend
2
Financial markets, institutions & instruments
2
Journal of money, credit and banking : JMCB
2
Journal of risk
2
Review of quantitative finance and accounting
2
The journal of portfolio management : a publication of Institutional Investor
2
Accounting and finance
1
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Applied financial economics
1
Banking review
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Ekonomia : the journal of the Cyprus Economic Society
1
European finance review : the official journal of the European Finance Association
1
European financial management : the journal of the European Financial Management Association
1
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1
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro
;
Drissi, Fayçal
;
Monga, Marcello
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
Saved in:
2
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:
3
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
4
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
5
The impact of share pledging regulations on stock trading and firm valuation
Wang, Yu-Chun
;
Chou, Robin K.
- In:
Journal of banking & finance
89
(
2018
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011963059
Saved in:
6
Investor sentiment and price discovery : evidence from the pricing dynamics between the futures and spot markets
Lin, Chu-Bin
;
Chou, Robin K.
;
Wang, George H. K.
- In:
Journal of banking & finance
90
(
2018
),
pp. 17-31
Persistent link: https://www.econbiz.de/10011963151
Saved in:
7
Corporate governance and the dynamics of capital structure : new evidence
Chang, Ya-Kai
;
Chou, Robin K.
;
Huang, Tai-hsin
- In:
Journal of banking & finance
48
(
2014
),
pp. 374-385
Persistent link: https://www.econbiz.de/10010508112
Saved in:
8
The effectiveness of position limits : evidence from the foreign exchange futures markets
Chang, Ya-kai
;
Chen, Yu-lun
;
Chou, Robin K.
;
Gau, Yin-feng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4501-4509
Persistent link: https://www.econbiz.de/10010246949
Saved in:
9
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:
10
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
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