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Empirical investigation of the efficiency of the Hong Kong traded warrants market
Kwok, Kam-hong - In: Advances in Pacific Basin business, economics, and finance 2 (1996), pp. 93-107
Persistent link: https://www.econbiz.de/10001211253
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Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
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The predictability of futures returns : rational variation in required returns or market inefficiency?
Miffre, Joëlle - In: Applied financial economics 12 (2002) 10, pp. 715-724
Persistent link: https://www.econbiz.de/10001702510
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Efficiency in the pricing of the FTSE 100 futures contract
Miffre, Joëlle - In: European financial management : the journal of the … 7 (2001) 1, pp. 9-22
Persistent link: https://www.econbiz.de/10001558301
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Probability and finance : it's only a game!
Shafer, Glenn; Vovk, Vladimir - 2001
Persistent link: https://www.econbiz.de/10001558958
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Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte; Strunk Hansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001456681
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Marktorientierte Unternehmensbewertung : discounted cash flow, realoption, economic value added und der direct comparison approach
Nowak, Karsten - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001525024
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Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan; Rieken, Sascha - In: International review of financial analysis 9 (2000) 3, pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
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Internationale Joint Ventures : eine finanztheoretische Analyse aus Sicht d. Eigenkapitalgeber
Fröhls, Michael - 1995
Persistent link: https://www.econbiz.de/10000922543