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Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay - 2006 - 1. issued as an Oxford pbk.
Persistent link: https://www.econbiz.de/10003982793
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Equilibrium in securities markets with heterogeneous investors and unspanned income risk
Christensen, Peter Ove; Munk, Claus - In: Journal of economic theory 147 (2012) 3, pp. 1035-1063
Persistent link: https://www.econbiz.de/10009626734
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Primary market characteristics and secondary market frictions of stocks
Boehme, Rodney; Çolak, Gönül - In: Journal of financial markets 15 (2012) 2, pp. 286-327
Persistent link: https://www.econbiz.de/10009614482
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Financial markets with volatility uncertainty
Vorbrink, Jörg - In: Journal of mathematical economics 53 (2014), pp. 64-78
Persistent link: https://www.econbiz.de/10011297142
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Limited arbitrage in equity markets
Mitchell, Mark; Pulvino, Todd; Stafford, Erik - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 551-584
Persistent link: https://www.econbiz.de/10001684718
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Preannnouncement with strategic speculators
Rindi, Barbara - In: Rivista internazionale di scienze economiche e … 44 (1997) 2, pp. 241-268
Persistent link: https://www.econbiz.de/10001224257
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Risk-sharing, market imperfections, asset prices : evidence from China's stock market liberalization
Chan, Marc K.; Kwok, Simon Sai Man - In: Journal of banking & finance 84 (2017), pp. 166-187
Persistent link: https://www.econbiz.de/10011816843
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Volatility and the pricing kernel
Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
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Stock selection strategies in emerging markets
Hart, Jaap van; Slagter, Erica; Dijk, Dick van - 2001
country selection is incorporated into the strategies, but the risk of thestrategies increases proportionally. Second, we test …. We find no evidence of higher market risk or lower liquidity ofthe strategies. Instead, based on the developments of …
Persistent link: https://www.econbiz.de/10011313928
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Creation and valuation of instruments compensating lower share prices with the help of black-scholes formula
Zaremba, Leszek - In: Foundations of Management : the journal of Warsaw … 9 (2017) 1, pp. 25-32
In this paper, we present a 1-period model of the Polish financial market from the view point of KGHM, the Polish largest listed company that suffered huge declines in share prices from 125 PLN in August 2015 to 60 PLN in January 2015. Our goal is to show how KGHM might create a portfolio (with...
Persistent link: https://www.econbiz.de/10011856225