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Realized skewness at high frequency and link to conditional market premium Conference paper
proceedings of Asian Finance Association (AsFA) 2013 Conference, Nanchang, China, 15‐17 JULY 2013
Authors:  Zhi Liu;  Kent Wang;  Junwei Liu
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High-frequency  Jump  Microstructure Noise  Realized Skewness  Stock Return Prediction  
Securitization, Risk-Taking and the Optionto Change Strategy Journal article
REAL ESTATE ECONOMICS, 2014,Volume: 42,Issue: 2,Page: 343-362
Authors:  Rose Neng Lai;  Robert Van Orde
Favorite  |  View/Download:0/0  |  Submit date:2019/10/17
Securitization, Risk-Taking and the Option to Change Strategy Journal article
Real Estate Economics, 2014,Volume: 42,Issue: 2,Page: 343-362
Authors:  Rose Neng Lai;  Robert Van Orde
Favorite  |  View/Download:0/0  |  Submit date:2019/11/11
A New Value-to-Price Anomaly and the Idiosyncratic Risk Journal article
Korean Accounting Review, 2014,Volume: 39,Issue: 2,Page: 35-76
Authors:  Lee-Seok Hwang;  Byungcherl Charlie Sohn
Favorite  |  View/Download:0/0  |  Submit date:2019/09/04
Abandonment Option  Value-to-price Anomaly  Idiosyncratic Risk  Arbitrage