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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
11 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | Ambiguity aversion, funding liquidity, and liquidation dynamics |
Oh, Ji Yeol Jimmy |
2014 |
18 | C |
p. 49-76 28 p. |
article |
|
| 2 | Delta and vega exposure trading in stock and option markets |
Maraachlian, Hilda |
2014 |
18 | C |
p. 96-125 30 p. |
article |
|
| 3 | Editorial Board |
2014 |
18 | C |
p. IFC- 1 p. |
article |
||
| 4 | Financial networks and trading in bond markets |
Booth, G. Geoffrey |
2014 |
18 | C |
p. 126-157 32 p. |
article |
|
| 5 | Hedging costs, liquidity, and inventory management: The evidence from option market makers |
Wu, Wei-Shao |
2014 |
18 | C |
p. 25-48 24 p. |
article |
|
| 6 | Informed trading around acquisitions: Evidence from corporate bonds |
Kedia, Simi |
2014 |
18 | C |
p. 182-205 24 p. |
article |
|
| 7 | Investor sentiment and bond risk premia |
Laborda, Ricardo |
2014 |
18 | C |
p. 206-233 28 p. |
article |
|
| 8 | Option pricing with stochastic liquidity risk: Theory and evidence |
Feng, Shih-Ping |
2014 |
18 | C |
p. 77-95 19 p. |
article |
|
| 9 | The cross-section of speculator skill: Evidence from day trading |
Barber, Brad M. |
2014 |
18 | C |
p. 1-24 24 p. |
article |
|
| 10 | The intertemporal risk-return relation: A bivariate model approach |
Jiang, Xiaoquan |
2014 |
18 | C |
p. 158-181 24 p. |
article |
|
| 11 | When do stop-loss rules stop losses? |
Kaminski, Kathryn M. |
2014 |
18 | C |
p. 234-254 21 p. |
article |
11 results found