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Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Tucker, Alan L. - In: The journal of financial research 11 (1988) 3, pp. 201-213
Persistent link: https://www.econbiz.de/10001090733
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Empirical tests of the efficiency of the currency option market
Tucker, Alan L. - In: The journal of financial research 8 (1985) 4, pp. 275-285
Persistent link: https://www.econbiz.de/10001019929
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The shareholder wealth effects of corporate greenmail
Ang, James S. - In: The journal of financial research 11 (1988) 4, pp. 265-280
Persistent link: https://www.econbiz.de/10001066560
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Pricing CRB futures contracts
Ehrhardt, Michael C. - In: The journal of financial research 13 (1990) 1, pp. 7-14
Persistent link: https://www.econbiz.de/10001142879
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The intraday interdependence structure between US and Japanese equity markets
Becker, Kent Gregory - In: The journal of financial research 15 (1992) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10001143843