The statistical properties of parameters inferred from the Black-Scholes formula

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:International review of financial analysis
1. Verfasser: Butler, John S. (VerfasserIn)
Weitere Verfasser: Schachter, Barry (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1997
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
D&O insurance, technology independent directors, and R&D investment 2023 Shi, Chunling
Effect of cash flow risk on corporate failures, and the moderating role of earnings management and abnormal compensation 2023 Li, Xia
The false prosperity and promising future : effects of data resources on bank efficiency 2023 Cheng, Maoyong
Non-linear relationship between oil and cryptocurrencies : evidence from returns and shocks 2023 Naeem, Muhammad Abubakr
Which is more important in stock market forecasting : attention or sentiment? 2023 Zhang, Xiaotao
Spillover of stock price crash risk : do environmental, social and governance (ESG) matter? 2023 Wang, Linyu
Economic policy uncertainty and imitation behaviors of corporate social responsibility practices : evidence from China 2023 Xue, Xingnan
Predicting financial distress of Chinese listed companies using machine learning : to what extent does textual disclosure matter? 2023 Zhao, Qi
Learn from peers? : the impact of peer firms' analyst earnings forecasts on a focal firm''s corporate investment efficiency 2023 He, Jie
How do investors underreact to seasoned equity offerings? : evidence from Taiwan's corporate governance evaluation 2023 Huang, Kuo-Cheng
Dispersion in news sentiment and corporate bond returns 2023 Isakin, Maksim
Institutional investor networks and firm innovation : evidence from China 2023 Fan, Yaoyao
Compensation peer crash risks and corporate own investments : new evidences from U.S. stock markets 2023 Lin, Yu En
The bright side of analyst coverage on corporate innovation : evidence from China 2023 Zhang, Ping
Investor response to Morningstar's ratings, category information, and alpha in the Japanese mutual fund market 2023 Omori, Kozo
Knowledge mapping of model risk in banking 2023 Cosma, Simona
A two-stage credit scoring model based on random forest : evidence from Chinese small firms 2023 Zhou, Ying
No-bailout event and local bank-government nexus in China 2023 Li, Shanshan
Contingent capital conversion under dual asset and equity jump-diffusions 2023 Javadi, Siamak
Bank ownership structures and sustainable banking initiatives : the moderating effect of governance mechanism 2023 Adu, Douglas A.
Alle Artikel auflisten