Journal of Financial Studies
- » Pension Fund Investment Management and Stock Markets
- » The Analysis of Loan Guarantees with Contingent Liability: A Barrier Option Approach
- » Strategic Choice between Joint Ventures and Mergers for Vertical Integration
- » Diversification, currency manipulation and exchange exposure
- » The Effect of Fund Flows on Fund Managers' Trading Behavior
- » Tracking Error and Pricing Efficiency of the Taiwan 50 ETFs
- » Implementing the Implied Volatility Tree for S&P 500 Options: Evidence from the...
- » The effect of disclosure level on credit rating and cost of debt capital
- » Development of the balance mechanism between the operation quantity-guaranteed and...
- » Stock Price Interaction and Price Differential Between Dually-Listed A- and B-Shares in...
- » The Long-term Performance of Conglomerate and Non-Conglomerate Acquirers
- » Transparency, Information Content and Order Placement Strategy
- » Fund Managers’ Risk Adjustment Behavior:The Viewpoint of Prospect Theory
- » The Comparison of Option Compensation from the Viewpoints of Firms and Executives
- » Research Performance of the Finance Departments in Taiwan: 2003-2008
- » The Relative Signaling Power of Open-Market and
Subsidiary Share Repurchases in Taiwan...
- » Organizational Form, Keiretsu, Efficiency and
Productivity: An Analysis of Japanese...
- » Prospect Theory and Herding Behavior in the Stock Market
- » Estimation of Sovereign Default Intensities and
Sovereign Credit Default Swaps Valuation
- » Asymmetrical volatility spillover between the stock
returns and output growth
- » Using improved BPN/Cauchy machine and genetic
algorithms to build an efficient neural...
- » Pricing Catastrophe Insurance Products in Markov
Jump Diffusion Models
- » Quanto Average Interest Rate Options in a
Lognormal Interest Rate Market Model
- » A Discrete Random Effects Logit Model of
the Determinants of Asset-Backed Securitization
- » Solvency Risk in Equity Returns