Variance bounds of rational stock prices with public information

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Advances in quantitative analysis of finance and accounting
1. Verfasser: Kwon, Young K. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1995
Schlagworte:
Börsenkurs > Volatilität > Information > CAPM > Effizienzmarkthypothese > Theorie > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Collateral constraints, debt management and investment incentives 2008 Agliardi, Elettra
A concave quadratic programming marketing strategy model with product life cycles 2008
Evaluating the robustness of market anomaly evidence 2008 Brown, William D.
Intraday volume : volatility relation of the DOW : a behavioral interpretation 2008 Darrat, Ali F.
The pricing of initial public offerings : an option approach 2008 Liu, Sheen
Determinants of winner-loser effects in national stock markets 2008 Pan, Ming-Shiun
Deterministic portfolio selection models, selection bias and an unlikely hero 2008 Phillips, Herbert E.
The momentum and mean reversion of Nikkei index futures : a Markov chain analysis 2008 Peng, Ke
Earnings management in corporate voting : evidence from antitakeover charter amendments 2008 Hoi, Chun-keung
Why is the value relevance of earnings lower for high-tech firms? 2008 Lee, B. Brian
Thirty years of Canadian evidence on stock splits, reverse stock splits and stock dividends 2008 Jog, Vijay M.
Corporate capital structure and firm value : a panel data evidence from Australia's dividend imputation tax system 2008 Mollik, Abu Taher
Stock option exercises and discretionary disclosure 2007 Zhang, Wei
Performance of Canadian mutual funds and investors 2007 Sinha, Rajeeva
On simple binomal approximations for two variable functions in finance applications 2007 Herath, Hemantha S. B.
The long-run performance of firms that issue tracking stocks 2007 Loh, Charmen
The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs 2007 Chen, Guan-yu
Do profit warnings convey information about the industry? 2007 Jackson, Dave
Are whisper forecasts more informative than consensus analysts' forecasts? 2007 Devos, Erik
Differences in underpricing returns between REIT IPOs and industrial company IPOs 2007 Dimovski, William
Alle Artikel auflisten