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Il mercato azionario
Caparrelli, Franco - 1995 - 1. ed
Persistent link: https://www.econbiz.de/10000960606
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Inefficient markets and credit risk modeling: Why Merton's model failed
Majumder, Debasish - In: Journal of policy modeling : JPMOD ; a social science … 28 (2006) 3, pp. 307-318
Persistent link: https://www.econbiz.de/10003307107
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The value of tradeability
Chesney, Marc; Kempf, Alexander - 2010
This paper determines the value of asset tradeability in an option pricing framework. In our model, tradeability is valuable since it allows investors to exploit temporary mis-pricings of stocks. The model delivers several novel insights on the value of tradeability: The value of tradeability is...
Persistent link: https://www.econbiz.de/10008666521
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The value of tradeability
Chesney, Marc; Kempf, Alexander - 2011
This paper determines the value of asset tradeability in an option pricing framework. In our model, tradeability is valuable since it allows investors to exploit temporary mis-pricings of stocks. The model delivers several novel insights on the value of tradeability: The value of tradeability is...
Persistent link: https://www.econbiz.de/10009314017
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On the pricing of risky debt in incomplete and inefficient markets
Garrido Cobos, Elena - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003263428
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Three essays on the econometrics of options markets
Lazarov, Zdravetz N. - 2004
Persistent link: https://www.econbiz.de/10002613885
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Empirical investigation of the efficiency of the Hong Kong traded warrants market
Kwok, Kam-hong - In: Advances in Pacific Basin business, economics, and finance 2 (1996), pp. 93-107
Persistent link: https://www.econbiz.de/10001211253
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Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
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The predictability of futures returns : rational variation in required returns or market inefficiency?
Miffre, Joëlle - In: Applied financial economics 12 (2002) 10, pp. 715-724
Persistent link: https://www.econbiz.de/10001702510
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Efficiency in the pricing of the FTSE 100 futures contract
Miffre, Joëlle - In: European financial management : the journal of the … 7 (2001) 1, pp. 9-22
Persistent link: https://www.econbiz.de/10001558301