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Hedging with forwards and puts in complete and incomplete markets

By Benninga S.Z., Oosterhof C.M. in (2004)

Elsevier

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Risk management, capital structure and lending at banks

By Cebenoyan A.S., Strahan P.E. in (2004)

Elsevier

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Time-varying excess returns on UK government bonds: A non-linear approach

By Lekkos I., Milas C. in (2004)

Elsevier

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Trading costs, investor recognition and market response: An analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex)

By Tse Y., Devos E. in (2004)

Elsevier

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Have trading rule profits in the currency markets declined over time?

By Olson D. in (2004)

Elsevier

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Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis

By Pascual R., Escribano A., Tapia M. in (2004)

Elsevier

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An essay on financial innovation: The case of instalment receipts

By Charupat N., Prisman E.Z. in (2004)

Elsevier

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The pricing of systematic liquidity risk: Empirical evidence from the US stock market

By Gibson R., Mougeot N. in (2004)

Elsevier

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Strategic entry and market leadership in a two-player real options game

By Shackleton M.B., Tsekrekos A.E., Wojakowski R. in (2004)

Elsevier

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Empirical evidence on payment media costs and switch points

By ten Raa T., Shestalova V. in (2004)

Elsevier

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