haku: @journal_id 62 / yhteensä: 680
viitteet: 219-228 / 680
« edellinen sivu | seuraava sivu »
 otsikkovuositekijä
219.
Tax-adjusted duration for amortizing debt instruments.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 313-327
 1988 Stock, D.
Simonson, D. G.
220.
Uniqueness of equilibrium in the classical capital asset pricing model.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 329-336
 1988 Nielsen, L. T.
221.
The delivery option on forward contracts : a note.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 337-341
 1988 Kane, A.
Marucs, A. J.
222.
The delivery option on forward contracts : a comment.
Journal of Financial and Quantitative Analysis
1988 : SEP, VOL. 23:3, p. 343-349
 1988 Barnhill, T. M.
223.
The determinants of bank interest margins : a note.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 231-235
 1988 Allen, L.
224.
On the estimation of bid-ask spreads : theory and evidence.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 219-230
 1988 Choi, J. Y.
Salandro, D.
Shastri, K.
225.
The use of excess cash and debt capacity as a motive for merger.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 199-217
 1988 Bruner, R. F.
226.
The information content of corporate merger and acquisition offers.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 175-197
 1988 Stoughton, N. M.
227.
Efficient discrete time jump process models in option pricing.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 161-174
 1988 Omberg, E.
228.
Producing derivative assets with forward contracts.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 153-160
 1988 Bick, A.
« edellinen sivu | seuraava sivu »
SCIMA