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Extendible stock loan
Wu, Wei-Hwa - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013188336
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Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims
Inaba, Kei-Ichiro - In: Journal of financial services research : JFSR 54 (2018) 1, pp. 111-143
Persistent link: https://www.econbiz.de/10012024963
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Stock price default boundary : a Black-Cox model approach
Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
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Analysing large one-day commodity futures price changes
Hua, Wei; Wei, Peihwang - In: International journal of bonds and derivatives 1 (2014) 2, pp. 134-154
Persistent link: https://www.econbiz.de/10011312443
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Corporate valuation and risk of insolvency : binomial models as a means to capture the effects of insolvency
Friedrich, Tobias - In: Die Betriebswirtschaft : DBW 76 (2016) 6, pp. 521-543
Persistent link: https://www.econbiz.de/10011639947
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Option volume and market timing effectiveness
Martikainen, Teppo; Puttonen, Vesa - 1994
Persistent link: https://www.econbiz.de/10000883958
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Banking and finance
Steiner, Peter (contributor) - 1993
Persistent link: https://www.econbiz.de/10000884238
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Comparing volatility prediction methods : the case of aluminium and copper futures markets
Määttä, Timo - 1994
Persistent link: https://www.econbiz.de/10000889516
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Low margins, derivative securities, and volatility
Gennotte, Gerard; Leland, Hayne Ellis - 1993
Persistent link: https://www.econbiz.de/10000859587
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Order placement strategy of informed investors : limit orders and market impact
Angel, James Joseph - 1991
Persistent link: https://www.econbiz.de/10000869050