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Quarterly versus Serial Expiration in Pure Cost of Carry Markets: The Case of Single Stock Futures Trading in the U.S.
Bertus, Mark; Chu, Ting-Heng; Swidler, Steve - In: Quarterly journal of finance & accounting : QJFA 47 (2008) 3, pp. 29-48
Persistent link: https://www.econbiz.de/10008352292
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An Empirical Analysis of Residential Property Flipping
Depken, Craig A.; Hollans, Harris; Swidler, Steve - In: The journal of real estate finance and economics 39 (2009) 3, pp. 248-263
Persistent link: https://www.econbiz.de/10008323135
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Papers - The Relation Between the Informational Content of Implied Volatility and Arbitrage Costs: Evidence from the Oslo Stock Exchange
Ahmed, Parvez; Swidler, Steve - In: International review of economics & finance : IREF 7 (1998) 4, pp. 465-480
Persistent link: https://www.econbiz.de/10007690382
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Trading House Price Risk with Existing Futures Contracts
Hinkelmann, Christoph; Swidler, Steve - In: The journal of real estate finance and economics 36 (2008) 1, pp. 37-52
Persistent link: https://www.econbiz.de/10007894605
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Racetrack Wagering and the "Uninformed" Bettor: A Study of Market Efficiency
Swidler, Steve; Shaw, Ron - In: The quarterly review of economics and finance : journal … 35 (1995) 3, pp. 305-314
Persistent link: https://www.econbiz.de/10007627187
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Flips, flops and foreclosures : anatomy of a real estate bubble
Depken, Craig A.; Hollans, Harris; Swidler, Steve - In: Journal of financial economic policy 3 (2011) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10009930443
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An Empirical Examination of the Dispersion and Accuracy of Analyst Forecasts Surrounding Option Listing
Ho, Li-Chin Jennifer; Hassell, John M.; Swidler, Steve - In: Review of financial economics : RFE 4 (1995) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10006485942
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The effect of an asset's market weight on its beta: implications for international markets
Lally, Martin; Swidler, Steve - In: Journal of multinational financial management 13 (2003) 2, pp. 161-170
Persistent link: https://www.econbiz.de/10007107072
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Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate
Bertus, Mark; Hollans, Harris; Swidler, Steve - In: The journal of real estate finance and economics 37 (2008) 3, pp. 265-280
Persistent link: https://www.econbiz.de/10008096862
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Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange
Lally, Martin; Swidler, Steve - In: International review of financial analysis 17 (2008) 5, pp. 805-820
Persistent link: https://www.econbiz.de/10008899427