Re-examination of Fama-French models in the Korean stock market
|
2019 |
Rugwiro, Serge |
Firm value and the impact of operational management
|
2019 |
Mitra, Sovan |
Earnings management, capital management and signalling behaviour of Indian banks
|
2019 |
Vishnani, Sushma |
Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit
|
2019 |
Wee, Yeap Lau |
Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets
|
2019 |
Shimizu, Hidehiko |
Analysis of price differences between A and H shares
|
2019 |
Bai, Y. |
A numerical scheme for expectations with first hitting time to smooth boundary
|
2019 |
Hishida, Yuji |
Stock futures of a flawed market index
|
2019 |
Kotaro, Miwa |
Testing the predictive ability of corridor implied volatility under GARCH models
|
2019 |
Lu, Shan |
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
|
2019 |
Matsumoto, Takuji |
Term structure models during the global financial crisis: a parsimonious text mining approach
|
2019 |
Nishimura, Kiyohiko G. |
Hyperbolic symmetrization of heston type diffusion
|
2019 |
Ida, Yuuki |
Stylized facts of the Indian stock market
|
2019 |
Sen, Rituparna |
Asset prices and changes in risk within a bivariate model
|
2019 |
Jokung Nguena, Octave |
Spatial-temporal modelling of temperature for pricing temperature index insurance
|
2019 |
Che Mohd Imran Che Taib |
Market conditions and calendar anomalies in Japanese stock returns
|
2019 |
Khan, Mostafa Saidur Rahim |
Demystifying yield spread on corporate bonds trades in India
|
2019 |
Mukherjee, Kedar nath |
Asset pricing test using alternative sets of portfolios: evidence from India
|
2019 |
Das, Sudipta |
On discrete probability approximations for transaction cost problems
|
2019 |
Butt, Nabeel |
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
|
2019 |
Fujii, Masaaki |