Can consumption-based asset pricing models explain the cross-section of...
Applied Financial Economics, Volume 0, Issue 0, Page 1-7, Ahead of Print.
View ArticleSpeculative funding and its impact on subprime mortgage product pricing
Applied Financial Economics, Volume 0, Issue 0, Page 1-12, Ahead of Print.
View ArticleThe role of sorting portfolios in asset-pricing models
Applied Financial Economics, Volume 0, Issue 0, Page 1-16, Ahead of Print.
View ArticleIs the 52-week high effect as strong as momentum? Evidence from developed and...
Applied Financial Economics, Volume 0, Issue 0, Page 1-11, Ahead of Print.
View ArticleThe enigma of noninterest income convergence
Applied Financial Economics, Volume 0, Issue 0, Page 1-8, Ahead of Print.
View ArticleHedge fund activism: insights from a French clinical study
Applied Financial Economics, Volume 0, Issue 0, Page 1-10, Ahead of Print.
View ArticleHas âinflation targetingâ increased the predictive power of term...
Applied Financial Economics, Volume 0, Issue 0, Page 1-9, Ahead of Print.
View ArticleTime variation of CAPM betas across market volatility regimes
Applied Financial Economics, Volume 0, Issue 0, Page 1-16, Ahead of Print.
View ArticleGranger causal relations among Greater China stock markets: a nonlinear...
Applied Financial Economics, Volume 0, Issue 0, Page 1-14, Ahead of Print.
View ArticleOption listing, returns and volatility: evidence from Greece
Applied Financial Economics, Volume 0, Issue 0, Page 1-13, Ahead of Print.
View ArticleNonlinear mean-reversion in Southeast Asian real exchange rates
Applied Financial Economics, Volume 0, Issue 0, Page 1-13, Ahead of Print.
View ArticleA comparison of ARIMA forecasting and heuristic modelling
Applied Financial Economics, Volume 0, Issue 0, Page 1-8, Ahead of Print.
View ArticleThe empirical relationship between home equity borrowing and durable goods...
Applied Financial Economics, Volume 0, Issue 0, Page 1-10, Ahead of Print.
View ArticleThe constant elasticity of variance model: calibration, test and evidence...
Applied Financial Economics, Volume 0, Issue 0, Page 1-9, Ahead of Print.
View ArticleAre there bubbles in the REITs market? New evidence using regime-switching...
Applied Financial Economics, Volume 0, Issue 0, Page 1-11, Ahead of Print.
View ArticleCharacterization of the American Put Option Using Convexity
Applied Mathematical Finance, Volume 18, Issue 4, Page 353-365, September 2011.
View ArticleAn Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model
Applied Mathematical Finance, Volume 18, Issue 4, Page 331-352, September 2011.
View ArticleOptimal Asset Allocation for Passive Investing with Capital Loss Harvesting
Applied Mathematical Finance, Volume 18, Issue 4, Page 291-329, September 2011.
View ArticleValuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem
Applied Mathematical Finance, Volume 18, Issue 4, Page 277-289, September 2011.
View ArticleOption Valuation with a Discrete-Time Double Markovian Regime-Switching Model
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-18, Ahead of Print.
View Article
