Author:
Jensen Mads Vestergaard,Pedersen Lasse Heje
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference44 articles.
1. Risk and return in convertible arbitrage: evidence from the convertible bond market;Agarwal;Journal of Empirical Finance,2011
2. A dynamic model for hard-to-borrow stocks;Avellaneda;Risk Magazine (June),2009
3. Early exercise of put options on stocks;Barraclough;Journal of Finance,2012
4. Post-’87 crash fears in the S&P 500 futures options market;Bates;Journal of Econometrics,2000
5. Empirical option pricing: a retrospection;Bates;Journal of Econometrics,2003
Cited by
35 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献