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THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.
BATES, D.S. - Rodney L. White Center for Financial Research, Wharton … - 1990
Persistent link: https://www.econbiz.de/10005245185
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On the Integration of the US Equity Markets.
Blume, M.E.; Goldstein, M.A. - Rodney L. White Center for Financial Research, Wharton … - 1995
Persistent link: https://www.econbiz.de/10005245197
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INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C.; MADHAVAN, A.N. - Rodney L. White Center for Financial Research, Wharton … - 1990
Persistent link: https://www.econbiz.de/10005245204
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Futures and Forward Prices with Markovian Interest Rate Processes.
Benninga, S.; Protopapadakis, A. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245211
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Quantity-Adjusting Options and Forward Contracts.
Babbel, D.F.; Eisenberg, L.K. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245219
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Security Prices and Market Transparency.
Madhavan, A. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245226
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Dynamic Wealth Redistribution, Trade and Asset Pricing.
Benninga, S.; Mayshar, J. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245228
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Efficiency in the Saving and Loan Industry.
Mester, L.J. - Rodney L. White Center for Financial Research, Wharton … - 1992
Persistent link: https://www.econbiz.de/10005245237
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Differences in execution Prices among the Nyse, the Regionals and the NASD.
Blume, M.E.; Goldstein, M.A. - Rodney L. White Center for Financial Research, Wharton … - 1991
Persistent link: https://www.econbiz.de/10005245246
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EQUITY RISK PREMIA AND CORPORATE PROFIT FORECASTS AROUND THE STOCK CRASH OF OCTOBER 1987.
SIEGEL, J.J. - Rodney L. White Center for Financial Research, Wharton … - 1989
Persistent link: https://www.econbiz.de/10005245277