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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial markets"
~isPartOf:"The journal of wealth management : JWM"
~language:"eng"
~person:"Prokopczuk, Marcel"
~person:"Subrahmanyam, Marti G."
~type_genre:"Article in journal"
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Prokopczuk, Marcel
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Journal of banking & finance
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ECONIS (ZBW)
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21
Price dispersion in OTC markets : a new measure of liquidity
Jankowitsch, Rainer
;
Nashikkar, Amrut
;
Subrahmanyam, …
- In:
Journal of banking & finance
35
(
2011
)
2
,
pp. 343-357
Persistent link: https://www.econbiz.de/10009244296
Saved in:
22
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
23
Group affiliation and the performance of IPOs in the Indian stock market
Marisetty, Vijaya B.
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
13
(
2010
)
1
,
pp. 196-223
Persistent link: https://www.econbiz.de/10003935489
Saved in:
24
The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003702691
Saved in:
25
A tale of two prices : liquidity and asset prices in multiple markets
Chan, Justin S. P.
;
Hong, Dong
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 947-960
Persistent link: https://www.econbiz.de/10003733773
Saved in:
26
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
27
The valuation of American options on bonds
Ho, Teng-suan
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
Saved in:
28
The analysis and valuation of interest rate options
Stapleton, Richard C.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
Saved in:
29
Options on stock indices and options on futures
Brenner, Menachem
- In:
Journal of banking & finance
13
(
1989
)
4
,
pp. 773-782
Persistent link: https://www.econbiz.de/10001075339
Saved in:
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