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Why do price spreads between domestic shares and their ADRs vary over time?
Hsu, Junming; Wang, Hsin-Yi - In: Pacific economic review 13 (2008) 4, pp. 473-491
Persistent link: https://www.econbiz.de/10003773137
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A dynamic programming approach to the valuation of warrants
Chen, Houng-Yhi - 1969
Persistent link: https://www.econbiz.de/10001997721
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Announcement effects of Moody's Bond rating changes on equity returns
Glascock, John Leslie - In: Quarterly journal of business and economics : QJBE 26 (1987) 3, pp. 67-78
Persistent link: https://www.econbiz.de/10001046478
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Measuring event impacts in thinly traded stocks
Heinkel, Robert L. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 71-88
Persistent link: https://www.econbiz.de/10001047147
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Analyses of the distribution of security market model prediction errors for daily returns data
Jain, Prem C. - In: Journal of accounting research 24 (1986) 1, pp. 76-96
Persistent link: https://www.econbiz.de/10001047560
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Call options : equilibrium and decision theoretic pricing models compared
Hughes, W. R. - 1976
Persistent link: https://www.econbiz.de/10003075862
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How to buy stocks
Engel, Louis; Wyckoff, Peter - 1976 - 6. ed., rev.
Persistent link: https://www.econbiz.de/10002119866
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Anomalies in stock returns on a thin security market
Berglund, Tom - 1986
Persistent link: https://www.econbiz.de/10003488736
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Estimating betas on daily data for a small stock market
Berglund, Tom; Liljeblom, Eva; Löflund, Anders - 1987
Persistent link: https://www.econbiz.de/10003488798
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Understanding asset prices : an overview ; 2006 Autumn Meeting of Central Banks Economists
Hördahl, Peter; Packer, Frank - 2007
Persistent link: https://www.econbiz.de/10003462349