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Derivative securities pricing and modelling
Batten, Jonathan A. (contributor);  … - 2012 - 1. ed.
Persistent link: https://www.econbiz.de/10009574776
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Listing of classical options and the pricing of discount certificates
Schertler, Andrea - In: Journal of banking & finance 123 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012659941
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Stock prices and inflation hedged firms
Kemper, Kristopher J.; Nesson, Erik; Gatzlaff, Kevin - In: Applied economics letters 25 (2018) 20, pp. 1454-1457
Persistent link: https://www.econbiz.de/10012137406
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Derivative securities pricing and modelling
Batten, Jonathan A. (ed.) - 2012
This edited volume will highlight recent research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. The book addresses the following main areas: derivatives models & pricing, model application & performance backtesting, new products & market...
Persistent link: https://www.econbiz.de/10012049920
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Financial distress and hedging : evidence from Canadian oil firms
Mo, Kun; Suvankulov, Farrukh; Griffiths, Sophie - 2019
The paper explores the link between financial distress and the commodity price hedging behaviour of Canadian oil firms …. Specifically, we argue that the expected costs of financial distress have been associated with the hedging behaviour for Canadian …
Persistent link: https://www.econbiz.de/10011999674
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Hedging dynamics and intraday volatility in equity market : an analysis of Covid-19 pandemic and global financial crisis
Misra, Nachiketa; Lakshmi, P; Thenmozhi, M. - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 819-834
Persistent link: https://www.econbiz.de/10013477319
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Market systemic risk, predictability and macroeconomics news
Wang, Cindy Shin Huei; Fan, Rui; Xie, Yiqiang - In: Finance research letters 56 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014473685
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The P/E ratio, the business cycle, and timing the stock market
Park, Sangkyun - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 165-183
Persistent link: https://www.econbiz.de/10012613451
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Changes in the DJIA : market reactions and economic cycles
Ryan, Patricia A.; Villupuram, Sriram V. - In: Review of accounting & finance 22 (2023) 2, pp. 177-193
Persistent link: https://www.econbiz.de/10014302192
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On the difficulty of measuring forecasting skill in financial markets
Satchell, Stephen; Williams, Oliver - In: Journal of forecasting 34 (2015) 2, pp. 92-113
Persistent link: https://www.econbiz.de/10011305307