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Applied financial economics
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The disappearance of style in the US equity market
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 597-613
Persistent link: https://www.econbiz.de/10003491204
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2
GARCH model with cross-sectional volatility : GARCHX models
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
15
(
2005
)
3
,
pp. 203-216
Persistent link: https://www.econbiz.de/10002598953
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Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 771-781
Persistent link: https://www.econbiz.de/10001711916
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Does the behaviour of the asset tell us anything about the option price formula? : A cautionary tale
Rogers, Leonard C. G.
;
Satchell, Stephen
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 37-39
Persistent link: https://www.econbiz.de/10001525779
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5
A bias-adjusted Black and Scholes option pricing model
Ncube, Mthuli
- In:
Applied financial economics
5
(
1995
)
2
,
pp. 51-60
Persistent link: https://www.econbiz.de/10001181325
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6
Estimating the volatility of stock prices : a comparison of methods that use high and low prices
Rogers, Leonard C. G.
- In:
Applied financial economics
4
(
1994
)
3
,
pp. 241-247
Persistent link: https://www.econbiz.de/10001164929
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