Showing 1 - 10 of 1,919
Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used … in all areas of finance. In this editorial, we tell authors the ideas on what types of papers we will accept for … publication in the area of mathematical finance. We will discuss some well-cited papers of mathematical finance. …
Persistent link: https://www.econbiz.de/10012611266
Persistent link: https://www.econbiz.de/10002453477
Persistent link: https://www.econbiz.de/10001623134
Due to the non-normality of stock returns, nonparametric rank tests are gaining accceptance relative to parametric tests in financial economics event studies. In rank tests, financial assets’ multiple day cumulative abnormal returns (CARs) are replaced by cumulated ranks. This paper proposes...
Persistent link: https://www.econbiz.de/10013168738
Persistent link: https://www.econbiz.de/10012062682
Persistent link: https://www.econbiz.de/10011925106
Persistent link: https://www.econbiz.de/10014546438
Persistent link: https://www.econbiz.de/10014555786
Persistent link: https://www.econbiz.de/10014555909
Persistent link: https://www.econbiz.de/10001619114