Journal of financial and quantitative analysis

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  Año 1993, Vol. 28, Número 1

  • The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options

    Lenos Trigeorgis

    págs. 1-20

    

  • Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets

    Hendrik Bessembinder, Paul J. Seguin

    págs. 21-39

    

  • Implications of Nonlinear Dynamics for Financial Risk Management

    David A. Hsieh

    págs. 41-64

    

  • No Arbitrage and Valuation in Markets with Realistic Transaction Costs

    Jaime Cuevas Dermody, Eliezer Z. Prisman

    págs. 65-80

    

  • Arbitrage Pricing with Estimation Risk

    Scott C. Linn, Puneet Handa

    págs. 81-100

    

  • The Risk and Required Return of Common Stock following Major Price Innovations

    Seha M. Tinic, W.V. Harlow, Keith C. Brown

    págs. 101-116

    

  • Optimal Replication of Options with Transactions Costs and Trading Restrictions

    Raman Uppal, Chanaka Edirisinghe, Vasanttilak Naik

    págs. 117-138

    

  • Optimality of Spin-Offs and Allocation of Debt

    Teresa A. John

    págs. 139-160