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The settlement day effect in the French Bourse

Crouhy, Michel; Galai, Dan; Keita, Boubacar - 1990

Persistent link: https://www.econbiz.de/10000810305

The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm

Crouhy, Michel; Galai, Dan - 1991

Persistent link: https://www.econbiz.de/10000824793

The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm

Crouhy, Michel - In: Journal of banking & finance 18 (1994) 5, pp. 861-880

Persistent link: https://www.econbiz.de/10001174023

Warrant valuation and equity volatility

Crouhy, Michel - In: Advances in futures and options research : a research annual 5 (1991), pp. 203-215

Persistent link: https://www.econbiz.de/10001123288

The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm

Crouhy, Michel; Galai, Dan - 1994

Persistent link: https://www.econbiz.de/10000909453

The settlement day effect in the French Bourse

Crouhy, Michel - In: Journal of financial services research : JFSR 6 (1992) 4, pp. 417-435

Persistent link: https://www.econbiz.de/10001331247

Seasonality in outliers of daily stock returns : a tail that wags the dog?

Galai, Dan; Kedar-Levy, Haim; Shraiber, Bentsi - In: International review of financial analysis 17 (2008) 5, pp. 784-792

Persistent link: https://www.econbiz.de/10003792193

Day-of-the-week effect in high moments

Galai, Dan; Kedar-Levy, Haim - In: Financial markets, institutions & instruments 14 (2005) 3, pp. 169-186

Persistent link: https://www.econbiz.de/10003123036

Differences in the distribution of the daily yield of securities

Galai, Dan - In: Economic review (1996), pp. 71-87

Der Aktienertrag wird nach Wochentagen analysiert. Der Sonntag wird als Basis für die übrigen Wochentage gewichtet. Zwar sind die Erträge am Sonntag am höchsten, aber im Monats- bzw. Jahresdurchschnitt gleichen sich die Differenzen aus. (DÜI-Seu)

Persistent link: https://www.econbiz.de/10001251075

On the prediction of the implied standard deviation

Brenner, Menachem - In: Advances in futures and options research : a research annual 2 (1987), pp. 167-177

Persistent link: https://www.econbiz.de/10001081781