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Notes, Comments and Preliminary results |
| Aug 06 2014 |
Sami Attaoui and Pierre Six |
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Hedging demand and the certainty equivalent of wealth |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2013 |
Sandrine Jacob Leal |
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Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 23 2013 |
M. Hossein Partovi |
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Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 13 2013 |
Edward W. Sun and Timm Kruse |
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Economic Modeling for Optimal Trading of Financial Asset in Volatile Market |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 19 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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Copula based Dynamic Hedging Strategy with Futures |
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Abstract Contact Information Citation Full Text - Note |
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| May 21 2012 |
Raphaëlle Bellando |
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The bias in a standard measure of herding |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 20 2012 |
Shaheen Seedat and Alexander Zimper |
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Existence of speculative bubbles when time-horizons are finite |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2010 |
Dean Fantazzini |
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Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 04 2010 |
Kian-ping Lim and Chee-wooi Hooy |
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The delay of stock price adjustment to information: A country-level analysis |
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Abstract Contact Information Citation Full Text - Note |
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| May 11 2010 |
Pei Ling Lee , Roy Wye Leong Khong and Suganthi Ramasamy |
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Characteristics of Firms Going Private in the Malaysian Stock Exchange |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 11 2010 |
Venus khim-sen Liew , Chin-hong Puah , Chee-keong Choong and Evan Lau |
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Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 27 2010 |
Liang Ding and Linh To |
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The Forward Premium Puzzle Across Maturities |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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