Earnings quality and the coinsurance effect
|
2024 |
Nasev, Julia |
Alternative methods for determining option bounds : a review and comparison
|
2024 |
Lee, Cheng F. |
Time aggregation and the estimation of the market model : revision and extension
|
2024 |
Lee, Cheng F. |
Entropic two-asset option
|
2024 |
Sebehela, Tumellano |
Volatility risk measures and banks' leverage
|
2024 |
Anselmi, Giulio |
Time-changed GARCH versus GARJI model for extreme events : an empirical study
|
2024 |
Kao, Lie-Jane |
Does trading volume contain information to predict stock returns? : evidence from China's stock markets
|
2024 |
Lee, Cheng F. |
Financial statement analysis
|
2024 |
Lenihan, Orla |
A comparative static analysis approach to derive Greek letters : theory and applications
|
2024 |
Lee, Cheng F. |
International hedge ratios for index futures market : a simultaneous equations approach
|
2024 |
Lee, Cheng F. |
Style investing, momentum, and co-movement
|
2024 |
Wu, Chunchi |
Financial econometrics, mathematics, statistics, and financial technology : an overall view
|
2024 |
Lee, Cheng F. |
Joint normality test for the returns on the futures and spot
|
2024 |
Chen, Sheng-syan |
Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar
|
2024 |
Lee, Cheng F. |
Hedge ratios : theory and applications
|
2024 |
Chen, Sheng-syan |
Technical analysis in investing
|
2024 |
Gil, Cohen |
A correlation-based portfolio choice algorithm
|
2024 |
Ross, Jonathan |
Mining for "green diamonds" - value relevance of greenhouse gas emissions
|
2024 |
Homburg, Carsten |
Leases on balance sheets
|
2024 |
Chinloy, Peter |
Expected credit losses under IFRS 9 : concept, models, and disclosures
|
2024 |
Allini, Alessandra |