Volume 43; Issue 2

Financial Review

Volume 43; Issue 2
1

Price Momentum and Idiosyncratic Volatility

Matteo P. Arena, K. Stephen Haggard, Xuemin (Sterling) Yan
Journal:
Financial Review
Year:
2008
Language:
english
File:
PDF, 175 KB
english, 2008
2

Expected Time Value Decay of Options: Implications for Put-Rolling Strategies

George F. Tannous, Clifton Lee-Sing
Journal:
Financial Review
Year:
2008
Language:
english
File:
PDF, 425 KB
english, 2008
3

Price Discovery and Liquidity in Basket Securities

Thomas Henker, Martin Martens
Journal:
Financial Review
Year:
2008
Language:
english
File:
PDF, 122 KB
english, 2008
4

Information Asymmetry and Corporate Investment Decisions: A Dynamic Approach

Shih-Chuan Tsai
Journal:
Financial Review
Year:
2008
Language:
english
File:
PDF, 199 KB
english, 2008
5

Tactical Industry Allocation and Model Uncertainty

Manuel Ammann, Michael Verhofen
Journal:
Financial Review
Year:
2008
Language:
english
File:
PDF, 287 KB
english, 2008