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Using interpolated implied volatility for analysing exogenous market changes
Maciak, Matúš; Vitali, Sebastiano - In: Computational management science 21 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014636790
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Politics, stock markets, and model uncertainty
Arin, Kerim Peren; Molchanov, Alexander; Reich, Otto F. M. - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10009779302
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Inference for option panels in pure-jump settings
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - In: Econometric theory 35 (2019) 5, pp. 901-942
Persistent link: https://www.econbiz.de/10012146164
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Option panels in pure-jump settings
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - 2018
Persistent link: https://www.econbiz.de/10011797494
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Non-uniform effects of CEO equity-based compensation on firm performance : an application of a panel threshold regression model
Kuo, Chii-shyan; Li, Ming-yuan Leon; Yu, Shang-en - In: The British accounting review : the journal of the … 45 (2013) 3, pp. 203-214
Persistent link: https://www.econbiz.de/10010192703
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The role of credit constraints and government subsidies in farmland valuations in the US : an options pricing model approach
Mishra, Ashok K.; Moss, Charles B.; Erickson, Kenneth W. - In: Empirical economics : a journal of the Institute for … 34 (2008) 2, pp. 285-297
Persistent link: https://www.econbiz.de/10003674879
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Estimating and testing non-affine option pricing models with a large unbalanced panel of options
Ferriani, Fabrizio; Pastorello, Sergio - In: The econometrics journal 15 (2012) 2, pp. 171-203
Persistent link: https://www.econbiz.de/10009614929
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns
Kapetanios, George; Pesaran, M. Hashem - In: The refinement of econometric estimation and test …, (pp. 239-281). 2007
Persistent link: https://www.econbiz.de/10003461881
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International specialization and the return to capital
Batista, Catia; Potin, Jacques - 2010
How does factor accumulation affect the pattern of international specialization and returns to capital? We provide a new integrated treatment to this question using a panel of 44 developing and developed countries over the period 1976-2000. We confirm the Heckscher-Ohlin prediction that, with...
Persistent link: https://www.econbiz.de/10003933636
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Is it beneficial to be included in a sustainability stock index? : a panel data study for European firms
Ziegler, Andreas - 2009
performance on financial performance. Our estimation results can be explained by the high number of confounding financial effects …
Persistent link: https://www.econbiz.de/10008746683