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INNOVATIONS - Meeting the "Highly Effective Expectation" Criterion for Hedge Accounting
Kawaller, Ira G.; Koch, Paul D. - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 79
Persistent link: https://www.econbiz.de/10005958399
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Economic determinants of the correlation structure across international equity markets
Bracker, Kevin; Koch, Paul D. - In: Journal of economics and business 51 (1999) 6, pp. 443-472
Persistent link: https://www.econbiz.de/10005963119
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Index and Non-lndex Stock Price Volatilities Around the 1987 Market Crash
Koch, Paul D.; Koch, Timothy W. - In: Journal of business research : JBR 26 (1993) 2, pp. 189
Persistent link: https://www.econbiz.de/10006746738
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Volume and Volatility Surrounding Quarterly Redesignation of the Lead S&P 500 Futures Contract
Kawaller, Ira G.; Koch, Paul D.; Peterson, John E. - In: The journal of futures markets 21 (2001) 12, pp. 1119-1150
Persistent link: https://www.econbiz.de/10006830253
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Assessing the Intraday Relationship between Implied and Historical Volatility
Kawaller, Ira G.; Koch, Paul D.; Peterson, John E. - In: The journal of futures markets 14 (1994) 3, pp. 323-346
Persistent link: https://www.econbiz.de/10006866715
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Intraday Market Behavior and the Extent of Feedback Between S&P 500 Futures Prices and the S&P 500 Index
Kawaller, Ira G.; Koch, Paul D.; Koch, Timothy W. - In: The journal of financial research : a publ. of the … 16 (1993) 2, pp. 107-122
Persistent link: https://www.econbiz.de/10006869766
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Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements
Berkman, Henk; Dimitrov, Valentin; Jain, Prem C.; Koch, … - In: Journal of financial economics 92 (2009) 3, pp. 376-399
Persistent link: https://www.econbiz.de/10008262401
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Noise trading and the price formation process
Berkman, Henk; Koch, Paul D. - In: Journal of empirical finance 15 (2008) 2, pp. 232-250
Persistent link: https://www.econbiz.de/10007908282
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The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated
Juhl, Ted; Kawaller, Ira G.; Koch, Paul D. - In: The journal of futures markets 32 (2012) 9, pp. 837-877
Persistent link: https://www.econbiz.de/10009994129
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Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements
Berkman, Henk; Dimitrov, Valentin; Jain, Prem C.; Koch, … - In: Journal of financial economics 92 (2009) 3, pp. 376-400
Persistent link: https://www.econbiz.de/10008896757