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Run lengths and liquidity
Das, Sanjiv R.; Hanouna, Paul - 2010
Persistent link: https://www.econbiz.de/10003964873
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An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Health-Jarrow-Morton model
Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10001590545
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The evolution of ownership and board structure in newly public corporations
Hanouna, Paul - 2005
Persistent link: https://www.econbiz.de/10003905338
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Poisson-Gaussian processes and the bond market
Das, Sanjiv R. - 1998
Persistent link: https://www.econbiz.de/10000671235
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Common failings : how corporate defaults are correlated
Das, Sanjiv R.; Duffie, Darrell; Kapadia, Nikunj; … - 2006
Persistent link: https://www.econbiz.de/10003281946
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Common failings : how corporate defaults are correlated
Das, Sanjiv R.; Duffie, Darrell; Kapadia, Nikunj; … - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 93-118
Persistent link: https://www.econbiz.de/10003425753
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The long and short of it : why are stocks with shorter runs preferred?
Raghubir, Priya; Das, Sanjiv R. - In: Journal of consumer research : JCR ; an … 36 (2009/10) 6, pp. 964-982
Persistent link: https://www.econbiz.de/10003962679
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Polishing diamonds in the rough : the sources of syndicated venture performance
Das, Sanjiv R.; Jo, Hoje; Kim, Yongtae - In: Journal of financial intermediation 20 (2011) 2, pp. 199-230
Persistent link: https://www.econbiz.de/10008989432
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Impact of correlated default risk on credit portfolios
Das, Sanjiv R.; Fong, H. Gifford; Geng, Gary - In: The journal of fixed income 11 (2001) 3, pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
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The surprise element: jumps in interest rates
Das, Sanjiv R. - In: Journal of econometrics 106 (2002) 1, pp. 27-65
Persistent link: https://www.econbiz.de/10001633688