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2019 |
Kotaro, Miwa |
| Testing the predictive ability of corridor implied volatility under GARCH models
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2019 |
Lu, Shan |
| Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
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2019 |
Matsumoto, Takuji |
| Term structure models during the global financial crisis: a parsimonious text mining approach
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2019 |
Nishimura, Kiyohiko G. |
| Hyperbolic symmetrization of heston type diffusion
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2019 |
Ida, Yuuki |
| Stylized facts of the Indian stock market
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2019 |
Sen, Rituparna |
| In search of robust methods for multi-currency portfolio construction by value at risk
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2019 |
Tang, Mei-Ling |
| An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio
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2019 |
Igarashi, Toru |
| Large shareholding and firm value in the alternative investment market (AIM)
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2019 |
Mortazian, Mona |
| Financial markets development and financing choice of firms: new evidence from Asia
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2019 |
Yadav, Inder Sekhar |
| Re-examination of Fama-French models in the Korean stock market
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2019 |
Rugwiro, Serge |
| Firm value and the impact of operational management
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2019 |
Mitra, Sovan |
| Earnings management, capital management and signalling behaviour of Indian banks
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2019 |
Vishnani, Sushma |
| Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit
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2019 |
Wee, Yeap Lau |
| Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets
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2019 |
Shimizu, Hidehiko |
| Analysis of price differences between A and H shares
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2019 |
Bai, Y. |
| A numerical scheme for expectations with first hitting time to smooth boundary
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2019 |
Hishida, Yuji |
| Asset prices and changes in risk within a bivariate model
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2019 |
Jokung Nguena, Octave |
| Spatial-temporal modelling of temperature for pricing temperature index insurance
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2019 |
Che Mohd Imran Che Taib |
| Market conditions and calendar anomalies in Japanese stock returns
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2019 |
Khan, Mostafa Saidur Rahim |
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