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Catching falling knives : speculating on liquidity shocks
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2573-2591
Persistent link: https://www.econbiz.de/10011741403
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Loss functions in option valuation : a framework for selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
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Differences in trading and pricing between stock and index options
Lemmon, Michael L.; Ni, Sophie Xiaoyan - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
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Index option trading activity and market returns
Chordia, Tarun; Kurov, Alexander; Muravyev, Dmitriy; … - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
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On the nature of (jump) skewness risk premia
Orłowski, Piotr; Schneider, Paul; Trojani, Fabio - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
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Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco; Nimark, Kristoffer P. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552
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Tractable term structure models
Feunou, Bruno; Fontaine, Jean-Sébastien; Le, Anh; … - In: Management science : journal of the Institute for … 68 (2022) 11, pp. 8411-8429
Persistent link: https://www.econbiz.de/10014280217
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The ex ante likelihood of bubbles
Chinco, Alex - In: Management science : journal of the Institute for … 69 (2023) 2, pp. 1222-1244
Persistent link: https://www.econbiz.de/10014295478
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Generalized stochastic arbitrage opportunities
Arvanitis, Stelios; Post, Thierry - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
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Price-dependent profit sharing as a channel coordination device
Foros, Øystein; Hagen, Kåre Petter; Kind, Hans Jarle - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1280-1291
Persistent link: https://www.econbiz.de/10003885374