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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Option pricing theory
54
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The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Testing rationality in the point spread betting market
Gandar, John M.
(
contributor
); …
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 995-1008
Persistent link: https://www.econbiz.de/10001073068
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2
Fundamentals or noise? : Evidence from the professional basketball betting market
Brown, William O.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1193-1209
Persistent link: https://www.econbiz.de/10001152162
Saved in:
3
Testing market efficiency : evidence from the NFL sports betting market
Gray, Philip K.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1725-1737
Persistent link: https://www.econbiz.de/10001227623
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4
Informed traders and price variations in the betting market for professional basketball games
Gandar, John M.
;
Dare, William H.
;
Brown, Craig R.
; …
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 385-401
Persistent link: https://www.econbiz.de/10001235477
Saved in:
5
Who gambles in the stock market?
Kumar, Alok
- In:
The journal of finance : the journal of the American …
64
(
2009
)
4
,
pp. 1889-1933
Persistent link: https://www.econbiz.de/10003874461
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6
The market impact of trends and sequences in performance : new evidence
Durham, Gregory R.
;
Hertzel, Michael G.
;
Martin, J. Spencer
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2551-2570
Persistent link: https://www.econbiz.de/10003159487
Saved in:
7
[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald D.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
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8
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang
;
Uhrig-Homburg, Marliese
;
Walter, Ulrich
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
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9
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
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10
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
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