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Informational Efficiency with Tr...
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Review of derivatives research
13
Finance research letters
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Finance and stochastics
9
The journal of finance : the journal of the American Finance Association
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Risk : managing risk in the world's financial markets
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Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Hogan, Steve
;
Jarrow, Robert A.
;
Teo, Melvyn
;
Warachka, …
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 525-565
Persistent link: https://www.econbiz.de/10002204680
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2
Reduced-form valuation of callable corporate bonds : theory and evidence
Jarrow, Robert A.
;
Li, Haitao
;
Liu, Sheen
;
Wu, Chunchi
- In:
Journal of financial economics
95
(
2010
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10003939586
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3
Approximate option valuation for arbitrary stochastic processes
Jarrow, Robert
;
Rudd, Andrew
- In:
Journal of financial economics
10
(
1982
)
3
,
pp. 347-369
Persistent link: https://www.econbiz.de/10003071419
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4
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Hogan, Steve
;
Jarrow, Robert
;
Teo, Melvyn
;
Warachka, Mitch
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 525-566
Persistent link: https://www.econbiz.de/10006503433
Saved in:
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