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A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets

Hilliard, Jimmy E. - In: Journal of banking & finance 16 (1992) 6, pp. 1159-1171

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Pricing CRB futures contracts

Ehrhardt, Michael C. - In: The journal of financial research 13 (1990) 1, pp. 7-14

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Arbitraging American gold spot and futures options

Ogden, Joseph P. - In: The financial review : the official publication of the … 25 (1990) 4, pp. 577-592

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The intraday interdependence structure between US and Japanese equity markets

Becker, Kent Gregory - In: The journal of financial research 15 (1992) 1, pp. 27-37

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A study of diffusion processes for foreign exchange rates

Tucker, Alan L. - In: Journal of international money and finance 6 (1987) 4, pp. 465-478

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The curious case of converts

Li, Xiaoyang; Lin, Shannon; Tucker, Alan L. - In: Global finance journal 31 (2016), pp. 1-17

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Revisiting M&M with taxes : an alternative equilibrating process

Kopecky, Kenneth J.; Li, Zhichuan; Sugrue, Timothy F.; … - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-12

Modigliani and Miller present an equity-quantity shifting equilibrating process to achieve an optimal firm value in the presence of corporate taxes. However, in the era in which they derived their various propositions regarding the relation between a firm’s value and its capital structure,...

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Risk-adjusted inside debt

Li, Zhichuan; Lin, Shannon; Sun, Shuna; Tucker, Alan L. - In: Global finance journal 35 (2018), pp. 12-42

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Contemporary portfolio theory and risk management

Tucker, Alan L.; Becker, Kent Gregory; Isimbabi, Michael J. - 1994

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Development and evaluation of international financing models

Madura, Jeff - In: Management international review : mir ; journal of … 25 (1985) 4, pp. 17-27

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