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Further evidence on corporate bonds with event-risk covenants : inferences from Standard and Poor's and Moody's bond ratings
Bae, Sung-chul - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 709-724
Persistent link: https://www.econbiz.de/10001230614
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Jensen, Myers-Majluf, free cash flow and the return to bidders
McCabe, George M. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 697-707
Persistent link: https://www.econbiz.de/10001230615
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An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
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Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent - In: The journal of derivatives : the official publication … 5 (1997) 2, pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
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Overreaction to takeover speculation
Zivney, Terry L. - In: The quarterly review of economics and finance : journal … 36 (1996) 1, pp. 89-115
Persistent link: https://www.econbiz.de/10001201466
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Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik; Coughenour, Jay F.; Seguin, Paul John - In: The journal of derivatives : the official publication … 4 (1996) 2, pp. 45-58
Persistent link: https://www.econbiz.de/10001214072
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Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 431-450
Persistent link: https://www.econbiz.de/10001214235
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Cross-border mergers and acquisitions : the undervaluation hypothesis
Gonzalez, Pedro - In: The quarterly review of economics and finance : journal … 38 (1998) 1, pp. 25-45
Persistent link: https://www.econbiz.de/10001235337
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A regression analysis of the effects of option introduction on stock variances
Freund, Steven - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
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Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert - In: The journal of derivatives : the official publication … 1 (1993) 2, pp. 51-63
Persistent link: https://www.econbiz.de/10001220370