ISSN 0924-865X
Publisher: Springer
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Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data pp. 299-312(14) Authors: T. Harikumar; Maria E. de Boyrie; Simon J. Pak
The Impact of SFAS No. 114 on the Linear Information Dynamic for Commercial Banks pp. 313-328(16) Authors: Ronald Zhao; Yihong He
Stock Option Measures and the Stock Repurchase Decision pp. 329-352(24) Authors: Chuo-Hsuan Lee; Pervaiz Alam
Risk, Mispricing, and Value Investing pp. 353-376(24) Authors: Eli Bartov; Myungsun Kim
Using an Alternative Estimation Method to Perform Comprehensive Empirical Tests: An Application to Interest Rate Risk-Management pp. 377-406(30) Author: Michael S. Pagano