haku: @journal_id 62 / yhteensä: 680
viitteet: 161-170 / 680
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 otsikkovuositekijä
161.
An algorithm for computing values of options on the maximum or minimum of several assets.
Journal of Financial and Quantitative Analysis
1990 : JUN, VOL. 25:2, p. 215-217
 1990 Boyle, P. P.
Tse, Y.
162.
A unified approach to term structure estimation.
Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 127-142
 1990 Prisman, E. Z.
163.
Size, seasonality, and stock market overreaction.
Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 113-125
 1990 Zarowin, P.
164.
On the presence of speculative bubbles in stock prices.
Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 101-112
 1990 Dezhbakhsh, H.
Demirguc-Kunt, A.
165.
Valuing derivative securities using the explicit finite difference method.
Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 87-100
 1990 Hull, J.
White, A.
166.
Qualitative option profits, switching option profits, and variation margin costs.
Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 65-86
 1990 Barnhill, T. M.
167.
Delivery uncertainty and the efficiency of futures markets.
Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 45-64
 1990 Kamara, A.
168.
A multiperiod theory of corporate financial policy under taxation.
Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 25-44
 1990 Lewis, C. M.
169.
The role of debt and preferred stock as a solution to adverse investment incentives.
Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 1-24
 1990 Heinkel, R.
Zechner, J.
170.
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.
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