Author of the publication

Option listing and stock returns : An empirical analysis

, and . Journal of Banking & Finance, 14 (4): 781--801 (October 1990)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Handbooks in Operations Research and Management Science, , and . Volume 15, chapter Chapter 21 Simulation Methods for Optimal Portfolios, page 867--923. Elsevier, (2007)Asymptotic properties of Monte Carlo estimators of diffusion processes, , and . Journal of Econometrics, 134 (1): 1--68 (September 2006)Representation formulas for Malliavin derivatives of diffusion processes., , and . Finance and Stochastics, 9 (3): 349-367 (2005)Option listing and stock returns : An empirical analysis, and . Journal of Banking & Finance, 14 (4): 781--801 (October 1990)American options with stochastic dividends and volatility: A nonparametric investigation, , , and . Journal of Econometrics, 94 (1-2): 53--92 (00 2000)Nonparametric estimation of American options' exercise boundaries and call prices, , , and . Journal of Economic Dynamics and Control, 24 (11-12): 1829--1857 (October 2000)The Valuation of American Options for a Class of Diffusion Processes., and . Manag. Sci., 48 (7): 917-937 (2002)Intertemporal asset allocation: A comparison of methods, , and . Journal of Banking & Finance, 29 (11): 2821--2848 (November 2005)Monte Carlo methods for derivatives of options with discontinuous payoffs, and . Computational Statistics & Data Analysis, 51 (7): 3393--3417 (Apr 1, 2007)Asset and commodity prices with multi-attribute durable goods, and . Journal of Economic Dynamics and Control, 20 (8): 1451--1504 (August 1996)