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Impacts of tick size reduction on transaction costs
Wu, Yu; Krehbiel, Timothy L.; Brorsen, B. Wade - In: International journal of economics and finance 3 (2011) 6, pp. 57-78
Persistent link: https://www.econbiz.de/10009531755
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Expected returns, risk premia, and volatility surfaces implicit in option market prices
Câmara, António; Krehbiel, Timothy L.; Li, Weiping - In: Journal of banking & finance 35 (2011) 1, pp. 215-230
Persistent link: https://www.econbiz.de/10009244419
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An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping; Krehbiel, Timothy L. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
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Impacts of stock splits on transaction costs under different tick size regimes
Wu, Yu; Krehbiel, Timothy L.; Brorsen, B. Wade - In: Applied economics letters 18 (2011) 7/9, pp. 729-733
Persistent link: https://www.econbiz.de/10009230907
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Extreme daily changes in US dollar London inter-bank offer rates
Krehbiel, Timothy L.; Adkins, Lee Chester - In: International review of economics & finance : IREF 17 (2008) 3, pp. 397-411
Persistent link: https://www.econbiz.de/10003749660
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Price risk in the NYMEX energy complex : an extreme value approach
Krehbiel, Timothy L.; Adkins, Lee Chester - In: The journal of futures markets 25 (2005) 4, pp. 309-337
Persistent link: https://www.econbiz.de/10002647763
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Normal backwardation in short-term interest rate futures markets
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 8, pp. 899-913
Persistent link: https://www.econbiz.de/10001209794
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An empirical investigation of the relationship between ownership structure and operating performance of newly privatized Czech firms
Harper, Joel T.; Krehbiel, Timothy L. - 1999
Persistent link: https://www.econbiz.de/10001618783
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Interest rate futures : evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
Krehbiel, Timothy L. - In: The journal of futures markets 14 (1994) 5, pp. 531-543
Persistent link: https://www.econbiz.de/10001169817
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Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 4, pp. 389-403
Persistent link: https://www.econbiz.de/10001198896