search query: @indexterm arbitrage pricing theory / total: 66
references: 27-36 / 66
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27.
Equilibrium short horizons for investors and firms
American Economic Review
1990 : MAY, VOL. 80:2, p. 148-153
 1990 Shleifer, A.
Vishny, R. W.
28.
American put pricing : Australian evidence
Journal of Business Finance and Accounting
1990 : SPRING, VOL. 17:2, p. 297-321
 1990 Loudon, G. F.
29.
Understandingfinancial markets.
Managerial Finance
1990 : VOL. 16:6, p. 1-14
 1990 Green, C. J.
30.
La determination de la structure implicite des taux et un modele d'evaluation des titres a revenu fixe.
Gestion 2000
1990 : JUN-JUL, VOL. 6:3, p. 183-203
 1990 Gregoire, P.
31.
Short interest: explanations and tests
Journal of Financial and Quantitative Analysis
1990 : JUNE, VOL. 25:2, p. 273-289
 1990 Brent, A.
Morse, D.
Stice, E.K.
32.
Arbitrage in stock index futures.
Journal of Business
1990 : JAN, VOL. 63:1, p. S7-S31
 1990 Brennan, M. J.
Schwartz, E. S.
33.
Arbitrage and interest rates on currency baskets
Weltwirtschaftliches Archiv
1989 : VOL. 125:2, p. 296-310
 1989 Klein, M.
34.
Options arbitrage in imperfect markets
Journal of Finance
1989 : DEC, VOL.44:5, p. 1289-1311
 1989 Figlewski, S.
35.
Primes and scores : an essay on market imperfections
Journal of Finance
1989 : DEC, VOL.44:5, p. 1263-1287
 1989 Jarrow, R.A.
O'Hara, M.
36.
Arbitrage pricing models for two Scandinavian stock markets.
Omega
1989 : VOL. 17:5, p. 437-447
 1989 Östermark, R.
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