haku: @journal_id 1676 / yhteensä: 53
viitteet: 6-15 / 53
« edellinen sivu | seuraava sivu »
 otsikkovuositekijä
6.
Home bias and international capital asset pricing model with human capital
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 497-513
 2001 Coën, A.
7.
Group reputation and persistent (or permanent) discrimination in credit markets
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 483-496
 2001 Scalera, D.
Zazzaro, A.
8.
A comparison of measures of hedging effectiveness: a case study using the Australian all ordinaries share price index futures contract
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 465-481
 2001 Brailsford, T.
Corrigan, K.
Heaney, R.
9.
Venture capital investment duration in Canada and the United States
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 445-463
 2001 Cumming, D. J.
MacIntosh, J. G.
10.
The approximate option pricing model: performances and dynamic properties
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 427-443
 2001 Capelle-Blancard, G.
Jurczenko, E.
Maillet, B.
11.
Price differentials between different classes of stocks: an empirical study on Chinese stock markets
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 407-426
 2001 Bergström, C.
Tang, E.
12.
A stochastic volatility model specification with diagnostics for thinly traded equity markets
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 385-406
 2001 Solibakke, P. B.
13.
The impact of a trade on national best bid and offer quotes: a new approach to modeling irregularly spaced data
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 363-383
 2001 Zebedee, A. A.
14.
Foreign versus domestic banks in Germany and the US: a tale of two markets?
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 341-361
 2001 Buch, C. M.
Golder, S. M.
15.
Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 321-340
 2001 Norden, L.
« edellinen sivu | seuraava sivu »
SCIMA