search query: @indexterm SECURITIES / total: 496
references: 56-65 / 496
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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.
61.
The end of the monoline?
Euromoney
2007 : MAR, VOL. 38:455, p. 70-76
 2007 Bowman, L.
62.
Large investors, price manipulation, and limits to arbitrage: An anatomy of market corners
Review of finance
2006 : VOL. 10:4, p. 645-693
 2006 Allen, F.
Litov, L.
Mei, J.
63.
Integration of trans-Atlantic capital markets, 1790-1845
Review of finance
2006 : VOL. 10:4, p. 613-644
 2006 Sylla, R.
Wilson, J.W.
Wright, R.E.
64.
Trading costs in early securities markets: The case of the Berlin Stock Exchange 1880-1910
Review of finance
2006 : VOL. 10:4, p. 587-612
 2006 Gehrig, T.
Fohlin, C.
65.
Structuring the initial offering: Who to sell to and how to do it
Review of finance
2006 : VOL. 10:3, p. 353-387
 2006 Maksimovic, V.
Pichler, P.
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