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A put option paradox
Grinblatt, Mark - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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An empirical examination of the pricing of American put options
Blomeyer, Edward C. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10001047157
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Hedging options
Chen, Nai-fu; Johnson, Herb - In: Journal of financial economics 14 (1985) 2, pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
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Asset pricing when returns are nonnormal : fama-french factors versus higher-order systematic comoments
Chung, Y. Peter; Schill, Michael J. - In: The journal of business : B 79 (2006) 2, pp. 923-940
Persistent link: https://www.econbiz.de/10003310424
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The overseas listing decision : new evidence of proximity preference
Sarkissian, Sergei; Schill, Michael J. - In: The review of financial studies 17 (2004) 3, pp. 769-810
Persistent link: https://www.econbiz.de/10002149090
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The illusory nature of momentum profits
Lesmond, David A.; Schill, Michael J.; Zhou, Chunsheng - In: Journal of financial economics 71 (2004) 2, pp. 349-380
Persistent link: https://www.econbiz.de/10001898305