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EXPLORING THE SHARE OF PROBABILITY DENSITIES FOR FUTURES PRICE CHANGES.

NELSON, R.D. - Graduate School of Business, Columbia University - 1988

Persistent link: https://www.econbiz.de/10005647020

VALUATION OF SWAPS.

SUNDARESAN, S. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005776689

TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS.

KAMARA, A. - Graduate School of Business, Columbia University - 1988

Persistent link: https://www.econbiz.de/10005647026

OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION.

DETEMPLE, J.; ZAPATERO, F. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005630987

Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth?.

Liew, J.; Vassalou, M. - Graduate School of Business, Columbia University - 1999

degree independent of that in the market factor. Even in the presence of popular business cycle variables, HML and SMB retain … their ability to predict future economic growth in some countries. Our results support a risk-based explanation for the …

Persistent link: https://www.econbiz.de/10005631008

OPTION LISTING AND STOCK RETURNS.

DETEMPLE, J.B.; JORION, P. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005631030

COSTOMER RISK AND THE REGULATION OF FUTURES COMMISSION MARCHANTS.

JORDAN, J.V.; MORGAN, J.E. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005675204

Anticipation and the Aggregation of Idiosyncratic Risks.

Donaldson, J.B.; Dutta, J. - Graduate School of Business, Columbia University - 1995

Persistent link: https://www.econbiz.de/10005207575

TRADING MECHANISM, SPECULATIVE BEHAVIOR OF INVESTORS, AND THE VOLATILITY OF PRICES: SPOT VERSUS FUTURES.

PARK, H.Y. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005783462

Continuous-Time Methods in Finance: A Review and an Assessment.

Sundaresan, S.M. - Graduate School of Business, Columbia University - 2000

. Capital market frictions, and bargaining issues are being increasingly incorporated in continuous-time theory. …

Persistent link: https://www.econbiz.de/10005207595