search query: @indexterm SECURITIES / total: 496
references: 51-60 / 496
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51.
Hide-and-seek in the market: Placing and detecting hidden orders
Review of finance
2007 : DEC, VOL. 11:4, p. 663-692
 2007 Winne, R. de
D'Hondt, C.
52.
Time variation in mutual fund style exposures
Review of finance
2007 : DEC, VOL. 11:4, p. 633-661
 2007 Annaert, J.
Campenhout, G. van
53.
An empirical portfolio perspective on option pricing anomalies
Review of finance
2007 : DEC, VOL. 11:4, p. 561-603
 2007 Driessen, J.
Maenhout, P.
54.
Learning, cascades, and transaction costs
Review of finance
2007 : SEP, VOL. 11:3, p. 527-560
 2007 Romano, M.G.
55.
Liquidity and arbitrage in options markets: A survival analysis approach
Review of finance
2007 : SEP, VOL. 11:3, p. 497-525
 2007 Deville, L.
Riva, F.
56.
Framing effects in stock market forecasts: The difference between asking for prices and asking for returns
Review of finance
2007 : JUN, VOL. 11:2, p. 325-357
 2007 Glaser, M. (et al.)
57.
Stochastic dominance bounds on American option prices in markets with frictions
Review of finance
2007 : MAR, VOL. 11:1, p. 71-115
 2007 Constantinides, G.M.
Perrakis, S.
58.
On the evolution of investment strategies and the Kelly Rule - A Darwinian approach
Review of finance
2007 : MAR, VOL. 11:1, p. 25-50
 2007 Lensberg, T.
Schenk-Hoppé, K.R.
59.
On the numerical evaluation of option prices in jump diffusion processes
European Journal of Finance
2007 : APR/JUN, VOL. 13:3-4, p. 353-372
 2007 Carr, P.
Mayo, A.
60.
Conducting event studies on a small stock exchange
European Journal of Finance
2007 : APR/JUN, VOL. 13:3-4, p. 227-252
 2007 Bartholdy, J.
Olson, D.
Peare, P.
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