Vertical and horizontal communication in economic processes

von Welch, Robert L.
Veröffentlicht in The review of economic studies (1980)

An interactive market-planning procedure

von Welch, Robert L.
Veröffentlicht in Econometrica (1976)

Incentives and risk aversion in the provision of a public input

von Welch, Robert L.
Veröffentlicht in Journal of public economics (1981)

The representation of shadow values in resource allocation teams

von Welch, Robert L.
Veröffentlicht in Journal of economic theory (1979)

Relationship between expected treasury bill and Eurodollar interest rates : a fractional cointegration analysis

von Shrestha, Keshab
Veröffentlicht in Review of quantitative finance and accounting (2001)

Static optimization of American contingent claims

von Welch, Robert L.
Veröffentlicht in Advances in futures and options research (1991)

Tick test accuracy in foreign exchange ECN markets

von Ben Omrane, Walid
Veröffentlicht in Research in international business and finance (2016)

The relative mispricing of American calls under alternative dividend models

von Chen, David M.
Veröffentlicht in Advances in futures and options research (1993)

On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation

von Welch, Robert L.
Veröffentlicht in Advances in futures and options research (1988)

Empirical option price bands on the Chicago board options exchange and the reduncancy of options

von Chen, David M.
Veröffentlicht in Advances in quantitative analysis of finance and accounting (1991)

The relative mispricing of the constant variance American put model

von Hadjiyannakis, Steve
Veröffentlicht in International review of economics & finance (1998)

Determinants of bankruptcy regime choice for Canadian public firms

von Ayadi, Mohamed
Veröffentlicht in Research in international business and finance (2017)

Relationship between Treasury bills and Eurodollars : theoretical and empirical analysis

von Lee, Cheng F.
Veröffentlicht in Review of quantitative finance and accounting (2007)

Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis

von Ben Omrane, Walid
Veröffentlicht in Research in international business and finance (2017)

Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar

von Lee, Cheng F.
Veröffentlicht in Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2 (2024)

On the destribution of CBOE option trade prices occurring between consecutive stock trades

von Chung, T. Y.
Veröffentlicht in Review of quantitative finance and accounting (1997)

Performance of fixed-income mutual funds with regime-switching models

von Ayadi, Mohamed
Veröffentlicht in The quarterly review of economics and finance (2018)

Time-varying effects of macroeconomic news on euro-dollar returns

von Ben Omrane, Walid
Veröffentlicht in The North American journal of economics and finance (2019)

A stochastic dynamic program for valuing options on futures

Veröffentlicht in The journal of futures markets (2014)