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Simulating and forecasting utility stock returns : arbitrage pricing theory vs. capital asset pricing model
Bubnys, Edward L. - In: The financial review : the official publication of the … 25 (1990) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001143203
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Seasonality in the option market
Dickinson, Amy - In: The financial review : the official publication of the … 24 (1989) 4, pp. 529-540
Persistent link: https://www.econbiz.de/10001103534
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A study of call price behavior under a stationary return generating process
Chang, Suckjeong J. - In: The financial review : the official publication of the … 24 (1989) 3, pp. 335-354
Persistent link: https://www.econbiz.de/10001103624
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Evidence of the nonstationarity of the variance rate of return of New York stock exchange listed common stock
Callaway, Richard Edward - In: The financial review : the official publication of the … 24 (1989) 2, pp. 199-214
Persistent link: https://www.econbiz.de/10001103671
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Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond - In: Journal of banking & finance 19 (1995) 8, pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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Divestments and financial distress in leveraged buyouts
Easterwood, John C. - In: Journal of banking & finance 22 (1998) 2, pp. 129-159
Persistent link: https://www.econbiz.de/10001237048
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The relationship between before- and after-tax yields on financial assets
Bey, Roger P. - In: The financial review : the official publication of the … 23 (1988) 3, pp. 313-331
Persistent link: https://www.econbiz.de/10001084130
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Evidence of predictability in the cross-section of bank stock returns
Cooper, Michael J.; Jackson, William E.; Patterson, Gary A. - In: Journal of banking & finance 27 (2003) 5, pp. 817-850
Persistent link: https://www.econbiz.de/10001752323
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Using implied volatility on options to measure the relation between asset returns and variability
Davidson, Wallace Norman (contributor) - In: Journal of banking & finance 25 (2001) 7, pp. 1245-1269
Persistent link: https://www.econbiz.de/10001586887
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Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of banking & finance 25 (2001) 9, pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579