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Stochastic convenience yield and the pricing of oil contingent claims
Gibson, Rajna - In: The journal of finance : the journal of the American … 45 (1990) 3, pp. 956-976
Persistent link: https://www.econbiz.de/10001090931
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LYON taming
McConnell, John J. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 561-576
Persistent link: https://www.econbiz.de/10001047828
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Trading costs and returns for US equities : estimating effective costs from daily data
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 64 (2009) 3, pp. 1445-1477
Persistent link: https://www.econbiz.de/10003871960
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The valuation of American put options
Brennan, Michael J.; Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 32 (1977) 2, pp. 449-462
Persistent link: https://www.econbiz.de/10003501285
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A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.; Schwartz, Eduardo S. - In: Credit risk models and management, (pp. 123-157). 2004
Persistent link: https://www.econbiz.de/10002432424
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Intraday price formation in US equity index markets
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2375-2400
Persistent link: https://www.econbiz.de/10001845766
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The dynamics of discrete bid and ask quotes
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2109-2142
Persistent link: https://www.econbiz.de/10001496826
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One security, many markets : determining the contributions to price discovery
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1175-1199
Persistent link: https://www.econbiz.de/10001191736
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Measuring the information content of stock trades
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
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Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697