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ECONIS (ZBW)
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1
Seasonal variations in the US stock market returns : 1927 - 1984
Chaudhury, Mohammed M.
- In:
Review of quantitative finance and accounting
4
(
1994
)
4
,
pp. 321-337
Persistent link: https://www.econbiz.de/10001176420
Saved in:
2
Some easy-to-implement methods of calculating American futures option prices
Chaudhury, Mohammed M.
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 303-344
Persistent link: https://www.econbiz.de/10001180183
Saved in:
3
On the striking price bias of the Black-Scholes formula with an estimated variance rate
Chaudhury, Mohammed M.
- In:
Economics letters
4
(
1987
),
pp. 359-362
Persistent link: https://www.econbiz.de/10001040577
Saved in:
4
Upper bounds for American options
Chaudhury, Mohammed M.
- In:
Research in finance
23
(
2006
),
pp. 161-191
Persistent link: https://www.econbiz.de/10003753452
Saved in:
5
What drives the growth of aggregate residential mortgage debt in the U.S.?
Chaudhury, Mohammed M.
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003376582
Saved in:
6
A review of the key issues in operational risk capital modeling
Chaudhury, Mohammed M.
- In:
The journal of operational risk
5
(
2010/11
)
3
,
pp. 37-66
Persistent link: https://www.econbiz.de/10008702808
Saved in:
7
How did the financial crisis affect daily stock returns?
Chaudhury, Mohammed M.
- In:
The journal of investing
23
(
2014
)
3
,
pp. 65-84
Persistent link: https://www.econbiz.de/10011313878
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8
Option bid-ask spread and liquidity
Chaudhury, Mohammed M.
- In:
The journal of trading
10
(
2015
)
3
,
pp. 44-56
Persistent link: https://www.econbiz.de/10011695258
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9
Why Basel II market risk VaR is too conservative
Chaudhury, Mohammed M.
- In:
The journal of trading
11
(
2016
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10011697122
Saved in:
10
Volatility and expected option returns: a note
Chaudhury, Mohammed M.
- In:
Economics letters
152
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011800758
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