Similar Search Results - EconBiz

Is there price discovery in equity options?

Muravyev, Dmitriy; Pearson, Neil D.; Broussard, John Paul - In: Journal of financial economics 107 (2013) 2, pp. 259-283

Persistent link: https://www.econbiz.de/10009719741

Is There Price Discovery in Equity Options?

Muravyev, Dmitriy - 2011

We use “tick-by-tick” quote data for 39 liquid U.S. stocks and options on them, and focus on events when the two markets disagree about the stock price in the sense that the option-implied stock price obtained from the put-call parity relation is inconsistent with the actual stock price....

Persistent link: https://www.econbiz.de/10013131210

German stock returns and the information content of DVFA earnings

Booth, G. Geoffrey - 1996 - 2., korr. Aufl., 2. Dr.

Persistent link: https://www.econbiz.de/10000597469

Extreme-value and margin setting with and without price limits

Broussard, John Paul - In: The quarterly review of economics and finance : journal … 41 (2001) 3, pp. 365-385

Persistent link: https://www.econbiz.de/10001602994

Note on Booth et al., "Earnings and stock returns : evidence from Germany" (EAR, 1997, 6 (4), pp. 589 - 603

Möller, Hans Peter - In: European accounting review 8 (1999) 3, pp. 549-563

Persistent link: https://www.econbiz.de/10001518125

Earnings and stock returns : evidence from Germany

Booth, G. Geoffrey - In: European accounting review 6 (1997) 4, pp. 589-603

Persistent link: https://www.econbiz.de/10001238334

Setting NYSE circuit breaker triggers

Booth, G. Geoffrey - In: Journal of financial services research : JFSR 13 (1998) 3, pp. 187-204

Persistent link: https://www.econbiz.de/10001250346

Governance, economic and financial factors affecting success for transition economies

Broussard, John Paul; Koveos, Peter; Young, Allan - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 18 (2000) 1, pp. 7-18

Persistent link: https://www.econbiz.de/10001594032

The role of REITs in asset allocation

Booth, G. Geoffrey; Broussard, John Paul - In: Finance : revue de l'Association Française de Finance 23 (2002) 2, pp. 109-124

Persistent link: https://www.econbiz.de/10001702633

The role of growth in long term investment returns

Broussard, John Paul; Michayluk, David; Neely, Walter P. - In: The journal of applied business research 21 (2005) 1, pp. 93-104

Persistent link: https://www.econbiz.de/10002648263

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