Insider trading, pricing and the long-run performance of IPOs: evidence from the French market during the high-tech bubble

By Sentis Patrick  

Venture Capital: An International Journal of Entrepreneurial Finance, Vol. 11, Iss. 2, 2009-04 ,pp. : 107-132

Routledge Ltd

Access to resources Recommend Favorite

A study on the efficiency of the market for Dutch long-term call options

By Roon F. De   Veld C.   Wei J.  

The European Journal of Finance, Vol. 4, Iss. 2, 1998-06 ,pp. : 93-111

Routledge Ltd

Access to resources Recommend Favorite

Security Design, Insider Monitoring, and Financial Market Equilibrium

By Osano H.  

European Finance Review, Vol. 2, Iss. 3, 1998-01 ,pp. : 273-302

Springer Publishing Company

Access to resources Recommend Favorite

A tractable market model with jumps for pricing short-term interest rate derivatives

By Samuelides Y.   Nahum E.  

Quantitative Finance, Vol. 1, Iss. 2, 2001-02 ,pp. : 270-283

Routledge Ltd

Access to resources Recommend Favorite

Pricing and hedging of long-term futures and forward contracts by a three-factor model

By Shiraya Kenichiro   Takahashi Akihiko  

Quantitative Finance, Vol. 12, Iss. 12, 2012-12 ,pp. : 1811-1826

Routledge Ltd

Access to resources Recommend Favorite