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Technical change, the long-run behavior of the United States stock market, and an enquiry into the accuracy of simulations
Peralta-Alva, Adrian - 2003
Persistent link: https://www.econbiz.de/10003385463
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Analytical approximations for the critical stock prices of American options : a performance comparison
Li, Minqiang - In: Review of derivatives research 13 (2010) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10008695500
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Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter; Nordén, Lars - 1996
Persistent link: https://www.econbiz.de/10000932356
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Market fragmentation, dissimulation, and the disclosure of insider trades
Cespa, Giovanni; Colla, Paolo - 2016
Persistent link: https://www.econbiz.de/10011606783
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Regression based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - 2015
Persistent link: https://www.econbiz.de/10010509481
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Dynamic asset sales with a feedback effect
Frenkel, Sivan - In: The review of financial studies 33 (2020) 2, pp. 829-865
Persistent link: https://www.econbiz.de/10012197995
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Asset prices, booms and recessions : financial market, economic activity and the macroeconomy ; with 22 tables
Semmler, Willi - 2003
Persistent link: https://www.econbiz.de/10001734208
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Testing for unit roots in dynamic panels in the presence of a deterministic trend : re-examing the unit root hypothesis for real stock prices and dividends
Harris, Richard D. F.; Tzavalis, Elias - In: Econometric reviews 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10002131166
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Asset prices, booms and recessions : financial economics from a dynamic perspective
Semmler, Willi - 2011 - 3. ed.
Persistent link: https://www.econbiz.de/10009161843