search query: @author Schwartz, E. / total: 11
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1.
O/S: The relative trading activity in options and stock
Journal of Financial Economics
2010 : APR, VOL. 96:1, p. 1-17
 2010 Roll, R.
Schwartz, E.
Subrahmanyam, A.
2.
Options trading activity and firm valuation
Journal of Financial Economics
2009 : DEC, VOL 94:3, p. 345-360
 2009 Roll, R.
Schwartz, E.
Subrahmanyam, A.
3.
Short-term variations and long-term dynamics in commodity prices
Management Science
2000 : JUL, VOL. 46:7, p. 893-911
 2000 Schwartz, E.
Smith, J.
4.
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Journal of Financial and Quantitative Analysis
1998 : MAR, VOL. 33:1, p. 33-60
 1998 Miltersen, K.
Schwartz, E.
5.
A simple approach to valuing risky fixed and floating rate debt
Journal of Finance
1995 : JUL, VOL. 50:3, p. 789-820
 1995 Longstaff, F.
Schwartz, E.
6.
Prepayment, default, and the valuation of mortgage pass-through securities
Journal of Business
1992 : APR, VOL. 65:2, p. 221-240
 1992 Schwartz, E.
Torous, W.
7.
The valuation of forestry resources under stochastic prices and inventories
Journal of Financial and Quantitative Analysis
1989 : DEC, VOL. 24:4, p. 473-487
 1989 Morck, R.
Schwartz, E.
Stangeland, D.
8.
Valuing debt options. Empirical evidence.
Journal of Financial Economics
1986 : JUL, VOL. 16:3, p. 321-343
 1986 Dietrich-Campbell, B.
Schwartz, E.
9.
Integration vs segmentation in the Canadian Stock Market.
Journal of Finance
1986 : JUL, VOL. 41:3, p. 603-616
 1986 Jorion, P.
Schwartz, E.
10.
The optimal replacement cycle given an efficient resale market for used assets.
Engineering Economist
1983 : WINTER, VOL. 28:2, p. 91-100
 1983 Schwartz, E.
McNamara, J. R.
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