haku: @journal_id 62 / yhteensä: 680
viitteet: 204-213 / 680
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 otsikkovuositekijä
204.
The pricing of stock index options in a general equilibrium model.
Journal of Financial and Quantitative Analysis
1989 : MAR, VOL. 24:1, p. 1-12
 1989 Bailey, W.
Stulz, R. M.
205.
Trading frictions and futures price movements.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 464-481
 1988 Goldenberg, D. H.
206.
Hedging with mispriced futures.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 451-464
 1988 Merrick, J. J.
207.
The early exercise of options on treasury bond futures.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 437-449
 1988 Overdahl, J. A.
208.
Performance evaluation of market timers: theory and evidence.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 425-435
 1988 Kane, A.
Marks, S. G.
209.
On the intertemporal behavior of the short-term rate of interest.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 417-423
 1988 Sanders, A. B.
Unal, H.
210.
The micromechanism of the federal funds market: implications for day-of-the-week effects in funds rate variability.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 401-416
 1988 Spindt, P. A.
Hoffmeister, J. R.
211.
Tax options and corporate capital structures.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 387-400
 1988 Lewellen, W. G.
Mauer, D. C.
212.
Corporate investment and dividend decisions under differential personal taxation.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 369-385
 1988 Masulis, R. W.
Trueman, B.
213.
The relative valuation of American currency spot and futures options: theory and empirical tests.
Journal of Financial and Quantitative Analysis
1988 : DEC, VOL. 23:4, p. 351-368
 1988 Ogden, J. P.
Tucker, A. L.
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