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2009-01
Errors in estimating unexpected accruals in the presence of large changes in net external financing
Shan, Y
;
Taylor, SL
;
Walter, TS
;
Faff, R
2009-06-01
What do options have to do with it?: Inclusion of options market indicators in bid-ask spread decomposition
Michayluk, D
;
Prather, L
;
Woo, LAE
;
Yip, HYK
2009-11-20
A new approach to pricing double-barrier options with arbitrary payoffs and exponential boundaries
Buchen, P
;
Konstandatos, O
2009-07-01
Foreign institutional ownership and stock market liquidity: Evidence from Indonesia
Rhee, SG
;
Wang, J
2009-01
Rethinking investment beliefs in a time of crisis: The calming hand of philosophy
Gray, J
2009-01
Market stability switches in a continuous-time financial market with heterogeneous beliefs
He, X
;
Li, K
;
Wei, J
;
Zheng, M
2009-01-01
Credit rating impact on CDO evaluation
Rösch, D
;
Scheule, H
2009-03-01
Alternative defaultable term structure models
Bruti-Liberati, N
;
Nikitopoulos-Sklibosios, C
;
Platen, E
;
Schlögl, E
2009-01
Improving pension management and delivery: An (im)modest and likely (un)popular proposal
Bird, R
;
Gray, J
2009-05-01
The evaluation of american option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, C
;
Kang, B
;
Meyer, GH
;
Ziogas, A
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