Similar Search Results

Taking into account extreme events in European option pricing

Idier, Julien; Jardet, Caroline; LeFol, Gaëlle; … - In: Financial stability review : FSR 12 (2008), pp. 39-51

Persistent link: https://www.econbiz.de/10003772089

Value-at-risk for the long and short trading position with the pearson type-IV distribution

Stavroyiannis, Stavros; Makris, Ilias; Nikolaidis, Vasilis - In: Global business & economics review 15 (2013) 1, pp. 14-27

Persistent link: https://www.econbiz.de/10009708760

Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets

Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176

Persistent link: https://www.econbiz.de/10009295738

Underpricing and index excess returns

Nippel, Peter (contributor); … - 2005

We study the link between underpricing of initial public offerings (IPOs) and index excess returns in secondary markets. We use a theoretical model to argue that underpricing of IPOs raises investors’ attention and, thereby, triggers investments in secondary markets. Our theoretical model...

Persistent link: https://www.econbiz.de/10003176663