págs. 161-176
Short-Sale restrictions and Market Reaction to Short-Interest Announcements
A.J. Senchack Jr., Laura T. Starks
págs. 177-194
págs. 195-212
págs. 213-234
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
John Hull, Alan White
págs. 235-254
Warrant Pricing: Jump-Diffusion vs. Black-Scholes
Rodney L. Roenfeldt, Joseph W. Kremer
págs. 255-272
The 'Dartboard' Column: Second-Hand Information and Price Pressure
Brad M. Barber, Douglas Loeffler
págs. 273-284
Product Risk, Asymmetric Information, and Trade Credit
Yul W. Lee, John D. Stowe
págs. 285-300
Negative Moments, Risk Aversion, and Stochastic Dominance
Paul D. Thistle
págs. 301-311
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