1

Financial system fragility

Year:
2013
Language:
english
File:
PDF, 258 KB
english, 2013
2

An ex ante analysis of put-call parity

Year:
1980
Language:
english
File:
PDF, 1.02 MB
english, 1980
3

The Effect of Market Risk on Portfolio Diversification

Year:
1975
Language:
english
File:
PDF, 311 KB
english, 1975
5

Put-Call Parity and Market Efficiency

Year:
1979
Language:
english
File:
PDF, 465 KB
english, 1979
6

The intraday ex post and ex ante profitability of index arbitrage

Year:
1991
Language:
english
File:
PDF, 1.14 MB
english, 1991
7

Time-varying term premia on U.S. Treasury bills and bonds

Year:
1992
Language:
english
File:
PDF, 1.28 MB
english, 1992
8

Creative flexibility in the financial markets

Year:
1982
Language:
english
File:
PDF, 1.10 MB
english, 1982
9

The 1980s: An evolutionary decade for the financial system

Year:
1989
Language:
english
File:
PDF, 953 KB
english, 1989
10

Mutual fund performance and unrealized expectations

Year:
1975
Language:
english
File:
PDF, 773 KB
english, 1975
11

A multivariate analysis of stock price variability

Year:
1973
Language:
english
File:
PDF, 454 KB
english, 1973
12

The Adjustment of Beta Forecasts

Year:
1975
Language:
english
File:
PDF, 160 KB
english, 1975
13

The Bias in Composite Performance Measures

Year:
1973
Language:
english
File:
PDF, 308 KB
english, 1973
16

Future Marketsby Darrell Duffie

Year:
1989
Language:
english
File:
PDF, 442 KB
english, 1989
17

An Efficiency Analysis of the T-Bond Futures Market

Year:
1985
Language:
english
File:
PDF, 808 KB
english, 1985
18

The changing structure of the stock market: The national market system

Year:
1981
Language:
english
File:
PDF, 1.05 MB
english, 1981
19

Inside the financial futures markets

Year:
1981
Language:
english
File:
PDF, 284 KB
english, 1981
20

Evidence of Heteroscedasticity in the Market Model

Year:
1975
Language:
english
File:
PDF, 173 KB
english, 1975
22

The Effect of Homogeneous Stock Groupings on Portfolio Risk

Year:
1976
Language:
english
File:
PDF, 1.26 MB
english, 1976
23

The Impact of Option Expirations on Stock Prices

Year:
1978
Language:
english
File:
PDF, 830 KB
english, 1978
24

The Predictability of Real Portfolio Risk Levels

Year:
1978
Language:
english
File:
PDF, 316 KB
english, 1978
25

The Impact and Efficiency of Institutional Net Trading Imbalances

Year:
1977
Language:
english
File:
PDF, 308 KB
english, 1977
26

The Institutional Source and Concentration of Financial Research

Year:
1977
Language:
english
File:
PDF, 265 KB
english, 1977
27

Time-Varying Expected Returns and Asset Allocation

Year:
1995
Language:
english
File:
PDF, 625 KB
english, 1995
28

How Consistently do Managers Manage?

Year:
1977
Language:
english
File:
PDF, 3.66 MB
english, 1977
29

The impact of options on the underlying securities

Year:
1980
Language:
english
File:
PDF, 621 KB
english, 1980
30

When forecasting earnings, it pays to be right!

Year:
1984
Language:
english
File:
PDF, 602 KB
english, 1984