Research classified by Journal of Economic Literature (JEL) codes

1997

• J. Chalupa, 1997, "Options on a Stock with Market-Dependent Volatility," Finance, University Library of Munich, Germany, number 9710005, Oct, revised 07 Jan 1998.
• Dietmar P.J. Leisen, 1997, "The Random-Time Binomial Model," Finance, University Library of Munich, Germany, number 9711005, Nov, revised 29 Nov 1998.
• Claus Munk, 1997, "No-Arbitrage Bounds on Contingent Claims Prices with Convex Constraints on the Dollar Investments of the Hedge Portfolio," Finance, University Library of Munich, Germany, number 9712006, Dec.
• Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997, "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers, Yale School of Management, number ysm54, Mar.
• Boleslav Gulko, 1997, "PSA Duration: Conquering the Prepayment Risk of Mortgage Portfolios," Yale School of Management Working Papers, Yale School of Management, number ysm56, Apr.
• Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997, "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers, Yale School of Management, number ysm65, Apr.
• Härdle, Wolfgang & Hafner, Christian M., 1997, "Discrete time option pricing with flexible volatility estimation," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,56.

1996

• Darvas, Zsolt, 1996, "Kamatkülönbség és árfolyam-várakozások az előre bejelentett kúszó árfolyamrendszerben
  [Interest differential and exchange rate expectations in the preannounced crawling band system of Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 920-947.
• Barabás, Gyula, 1996, "Kamatparitás lebegő és csúszó leértékeléses árfolyamrendszerben
  [Interest parity in floating and in crawling-peg foreign exchange rate régimes]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 972-994.
• Ho, Wai-Ming, 1996, "Imperfect Information, Money, and Economic Growth," Journal of Money, Credit and Banking, Blackwell Publishing, volume 28, issue 4, pages 578-603, November.
• J.B. Kim & I. Krinsky & J. Lee, 1996, "Institutional Holdings and Trading Volume Reactions to Quarterly Earnings Announcements," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 314.
• Bernard Dumas & Jeff Fleming & Robert E. Whaley, 1996, "Implied Volatility Functions: Empirical Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 5500, Mar.
• Broadie, Mark & Detemple, Jerome, 1996, "American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 4, pages 1211-1250.
• J. Aase Nielsen & Klaus Sandmann, 1996, "Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 21, issue 1, pages 65-102, June.
• Dale, Charles & Zyren, John, 1996, "Noncommercial Trading in the Energy Futures Market," MPRA Paper, University Library of Munich, Germany, number 47463, May.
• Chichilnisky, Graciela, 1996, "Markets with endogenous uncertainty: theory and policy," MPRA Paper, University Library of Munich, Germany, number 8612.
• Bruce Mizrach, 1996, "Did Option Prices Predict the ERM Crises?," Departmental Working Papers, Rutgers University, Department of Economics, number 199610, Aug.
• W.M. Schmidt, 1996, "On a general class of one-factor models for the term structure of interest rates (*)," Finance and Stochastics, Springer, volume 1, issue 1, pages 3-24.
• Ho-Mou Wu & Mordecai Kurz, 1996, "Endogenous uncertainty in a general equilibrium model with price contingent contracts (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 3, pages 461-488.
• Kurz, Mordecai & Wu, Ho-Mou, 1996, "Endogenous Uncertainty in a General Equilibrium Model with Price Contingent Contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 3, pages 461-488, October.
• J. A. Nielsen & K. Sandmann, 1996, "The pricing of Asian options under stochastic interest rates," Applied Mathematical Finance, Taylor & Francis Journals, volume 3, issue 3, pages 209-236, DOI: 10.1080/13504869600000011.
• John Fingleton & Patrick Waldron, 1996, "Optimal Determination of Bookmakers' Betting Odds: Theory and Tests," Economics Technical Papers, Trinity College Dublin, Department of Economics, number 969.
• de Jong, F.C.J.M. & Donders, M.W.M., 1996, "Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-108.
• Xavier Freixas & Emmanuelle Gabillon, 1996, "Optimal regulation of a fully insured deposit banking system," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 175, May.
• Manuel Moreno, 1996, "A two-mean reverting-factor model of the term structure of interest rates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 193, Nov.
• Ram Bhar & Carl Chiarella, 1996, "Bootstrap Results From the State Space From Representation of the Heath-Jarrow-Morton Model," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 66, Aug.
• Frans De Roon & Chris Veld, 1996, "Put‐call parities and the value of early exercise for put options on a performance index," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 1, pages 71-80, February.
• Joe Peek & Eric S. Rosengren, 1996, "Derivatives Activity at Troubled Banks," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-52, Oct.
• J. S. Butler & Barry Schachter, 1996, "Improving Value-At-Risk Estimates By Combining Kernel Estimation With Historical Simulation," Finance, University Library of Munich, Germany, number 9605001, May.
• John Chalupa, 1996, "Option Valuation and the Price of Risk," Finance, University Library of Munich, Germany, number 9607009, Jul.
• Peter Carr, 1996, "Randomization and the American Put," Finance, University Library of Munich, Germany, number 9610003, Oct.
• Gurdip S. Bakshi & Zhiwu Chen, 1996, "Equilibrium Valuation of Foreign Exchange Claims," Yale School of Management Working Papers, Yale School of Management, number ysm51, Sep.
• Chang Mo Ahn, 1996, "The Pricing of Foreign Currency Futures Options," Yale School of Management Working Papers, Yale School of Management, number ysm52, Dec.
• Gurdip S. Bakshi & Zhiwu Chen, 1996, "An Alternative Valuation Model for Contingent Claims," Yale School of Management Working Papers, Yale School of Management, number ysm78, Feb.
• Gurdip S. Bakshi & Zhiwu Chen, 1996, "Equilibrium Valuation of Foreign Exchange Claims," Yale School of Management Working Papers, Yale School of Management, number ysm79, Feb.
• Joe Peek & Eric S. Rosengren, 1996, "Derivatives Activity at Troubled Banks," Boston College Working Papers in Economics, Boston College Department of Economics, number 358, Nov.
• Lambrecht, B., 1996, "The Timing of Arbitrage: An Option Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9606.
• Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996, "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers, CIRANO, number 96s-20, Jul.
• Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "Nonparametric Estimation of American Options Exercise Boundaries and Call Prices," CIRANO Working Papers, CIRANO, number 96s-24, Sep.
• Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation," CIRANO Working Papers, CIRANO, number 96s-26, Oct.
• Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996, "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 977, Jul.
• Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996, "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9616.
• Dumas, Bernard J & Fleming, Jeff & Whaley, Robert E, 1996, "Implied Volatility Functions: Empirical Tests," CEPR Discussion Papers, Centre for Economic Policy Research, number 1369, Apr.
• Mella-Baral, Pierre & Tychon, Pierre, 1996, "Default risk in asset pricing," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1996021, Sep.
• Anderson, Ronald W. & Tu, Cheng, 1996, "Numerical analysis of strategic contingent claims models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997004, Sep, revised 00 Jan 1997.
• Joe Peek & Eric Rosengren, 1996, "Derivatives activity at troubled banks," Working Papers, Federal Reserve Bank of Boston, number 96-3.
• Gerald A. Edwards, Jr. & Gregory E. Eller, 1996, "Derivatives disclosures by major U.S. banks, 1995," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 82, issue Sep, pages 791-801, September, DOI: 10.17016/bulletin.1996.82-9.
• Pierre Mella-Barral & Pierre Tychon, 1996, "Default Risk in Asset Pricing," FMG Discussion Papers, Financial Markets Group, number dp250, Oct.
• Theobald, M. & Yallup, P., 1996, "Settlement, Tax and Non-Synchronous Effects in the Basis of U.K. Stock Index Futures," Papers, University of Birmingham - International Financial Group, number 96-01.
• Broadie, M. & Glasserman, P., 1996, "Pricing American-Style Securities Using Simulation," Papers, Columbia - Graduate School of Business, number 96-12.
• Kelly, M., 1996, "Do Noise Traders Influence Stock Prices," Papers, College Dublin, Department of Political Economy-, number 96/5.
• Alziary, B. & Decamps, J-P. & Koehl, P-F., 1996, "A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence," Papers, Toulouse - GREMAQ, number 96.430.
• Faff, R. & Brooks, R., 1996, "Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period," Papers, Melbourne - Centre in Finance, number 96-10.
• Davidson, S. & Meyer, S., 1996, "Forecasting the S&P500: A Disequilibrium Indicator," Papers, Melbourne - Centre in Finance, number 96-5.
• Jesev, T. & Brailsford, T., 1996, "The Impact of the Return Interval on The estimation of Systematic Risk in Australia," Papers, Melbourne - Centre in Finance, number 96-8.
• Lee, J. & Brooks, R., 1996, "The Stability of ARCH Models Across Australian Financial Markets," Papers, Melbourne - Centre in Finance, number 96-9.
• Bruce D. Grundy & Zvi Wiener, , "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-96.
• Guay, W. & Kothari, S.P. & Watts, R.L., 1996, "A Market-Based Evaluation of Discretionary-Accrual Models," Papers, Rochester, Business - Financial Research and Policy Studies, number 96-01.
• Chapman, D.A., 1996, "Approximating the Asset Pricing Kernel," Papers, Rochester, Business - Financial Research and Policy Studies, number 96-02.
• Dale, R. & Wolfe, S., 1996, "EU Capital Requirements and the Level Playing Field," Papers, University of Southampton - Department of Accounting and Management Science, number 96-111.
• Casson, P., 1996, "Market Risk, Corporate Governance & the Regulation of Financial Firms," Papers, University of Southampton - Department of Accounting and Management Science, number 96-127.
• Kearney, C. & Kelly, B., 1996, "Volatility in the Nikkei Stock Market Index; Causes and International Transmission," Papers, Western Sydney - School of Business And Technology, number e9601.
• Kearney, C. & Sadeghi, M., 1996, "The Short Term Price Performance of Initial Public Offerings of Common Stock: Australia 1991-1994," Papers, Western Sydney - School of Business And Technology, number e9602.
• Bernard Dumas & Jeff Fleming & Robert E. Whaley, 1996, "Implied Volatility Functions: Empirical Tests," Working Papers, HAL, number hal-00606071.
• Björk, Tomas & Näslund, Bertil, 1996, "Diversified Portfolios in Continuous Time," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 122, Sep.
• Björk, Tomas, 1996, "Interest Rate Theory - CIME Lectures 1996," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 133, Nov.
• Ericsson, Jan & Reneby, Joel, 1996, "Stock Options as Barrier Contingent Claims," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 137, Nov, revised Sep 2002.
• Söderlind, Paul & Svensson, Lars E.O., 1996, "New Techniques to Extract Market expectations from Financial Instruments," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 142, Dec.
• Björk, Tomas & di Masi, Giovanni & Kabanov, Yuri & Runggaldier, Wolfgang, 1996, "Towards a General Theory of Bond Markets," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 143, Dec.

1995

• Sergio H. Lence & Dermot J. Hayes, 1995, "Optimal Hedging Under Forward‐Looking Behaviour," The Economic Record, The Economic Society of Australia, volume 71, issue 4, pages 329-342, December, DOI: 10.1111/j.1475-4932.1995.tb02678.x.
• Lo, Andrew W & Wang, Jiang, 1995, "Implementing Option Pricing Models When Asset Returns Are Predictable," Journal of Finance, American Finance Association, volume 50, issue 1, pages 87-129, March.
• Gallant, A. Ronald & Tauchen, George E., 1995, "Specification Analysis of Continuous Time Models in Finance," Working Papers, Duke University, Department of Economics, number 95-49.
• Tauchen, George E. & Gallant, A. Ronald, 1995, "Estimation of Continuous Time Models for Stock Returns and Interest Rates," Working Papers, Duke University, Department of Economics, number 95-53.
• Dumas, Bernard & Peter Jennergren, L. & Naslund, Bertil, 1995, "Realignment risk and currency option pricing in target zones," European Economic Review, Elsevier, volume 39, issue 8, pages 1523-1544, October.
• Aase Nielsen, J. & Sandmann, Klaus, 1995, "Equity-linked life insurance: A model with stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, volume 16, issue 3, pages 225-253, July.
• Hun Y. Park & Asani Sarkar & Lifan Wu, 1995, "The costs and benefits of dual trading," Staff Reports, Federal Reserve Bank of New York, number 2.
• Gary Gorton & Richard J. Rosen, 1995, "Banks and derivatives," Working Papers, Federal Reserve Bank of Philadelphia, number 95-12.
• Kast, R. & Lapied, A., 1995, "Discrete Time Option Pricing with Bid-Ask Spreads," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a26.
• Venditti, A., 1995, "Altruism and Determinacy of Equilibria in Overlapping Generations Models with Externalities," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a27.
• Chambers, R.G. & Quiggin, J., 1995, "Separation and Hedging Results with State-Contingent Production," Papers, Australian National University - Department of Economics, number 293.
• Heal, G., 1995, "Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World," Papers, Columbia - Graduate School of Business, number 95-30.
• Edwards, F.R., 1995, "Mutual Funds and Financial Stability," Papers, Columbia - Graduate School of Business, number 95-31.
• Edwards, F.R. & Park, J.M., 1995, "Do Managed Futures Make Good Investments?," Papers, Columbia - Graduate School of Business, number 95-32.
• Kearney, C., 1995, "The Determination of Stock Market Volatility and Its International Transmission," Papers, Western Sydney - School of Business And Technology, number e9504.
• Björk, T. & Kabanov, Y. & Runggaldier, W., 1995, "Bond markets where prices are driven by a general marked point process," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 88, Dec.
• Ericsson, Jan & Reneby, Joel, 1995, "A Framework for Valuing Corporate Securities," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 89, Dec, revised 03 Dec 1998.
• Lence, Sergio H. & Hayes, Dermot J., 1995, "Optimal Hedging Under Forward-Looking Behavior," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 533, Dec.
• Lence, Sergio H & Hayes, Dermot J., 1995, "Optimal Hedging Under Forward-Looking Behaviour," ISU General Staff Papers, Iowa State University, Department of Economics, number 199512010800001137, Dec.
• Gary Gorton & Richard Rosen, 1995, "Banks and Derivatives," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1995, Volume 10".
• Gary Gorton & Richard Rosen, 1995, "Banks and Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 5100, Apr.
• David S. Bates, 1995, "Testing Option Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 5129, May.
• Yacine Ait-Sahalia & Andrew W. Lo, 1995, "Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 5351, Nov.
• Broadie, Mark & Detemple, Jerome, 1995, "American Capped Call Options on Dividend-Paying Assets," The Review of Financial Studies, Society for Financial Studies, volume 8, issue 1, pages 161-191.
• George Mckenzie & Simon Wolfe, 1995, "Limited liability and bank safety net procedures," The European Journal of Finance, Taylor & Francis Journals, volume 1, issue 3, pages 219-235, DOI: 10.1080/13518479500000018.
• Ho, W.H., 1995, "Imperfect Information, Money and Economic Growth," Working Papers, University of Waterloo, Department of Economics, number 9507.
• Gary Gorton & Richard Rosen, 1995, "Banks and Derivatives," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 95-07, Feb.
• Kabanov, Y. M. & Safarian, M., 1995, "On Leland's Strategy of Option Pricing with Transaction Costs," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,65.

1994

• James M. Hutchinson & Andrew W. Lo & Tomaso Poggio, 1994, "A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 4718, Apr.
• Andrew W. Lo & Jiang Wang, 1994, "Implementing Option Pricing Models When Asset Returns Are Predictable," NBER Working Papers, National Bureau of Economic Research, Inc, number 4720, Apr.
• Dilip B. Madan & Frank Milne, 1994, "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Working Paper, Economics Department, Queen's University, number 1158, Jul.
• Michael Bowe, 1994, "The Costs of Arbitrage and Futures Market Trading Activity," International Journal of the Economics of Business, Taylor & Francis Journals, volume 1, issue 2, pages 247-270, DOI: 10.1080/758516798.
• de Roon, F.A. & Veld, C.H., 1994, "Put-call parities and the value of early exercise for put options on a performance index," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 639.
• de Roon, F.A. & Veld, C.H., 1994, "Put-call parities and the value of early exercise for put options on a performance index," Other publications TiSEM, Tilburg University, School of Economics and Management, number fe78b828-fae3-4ccd-b7b8-b.
• Hutchinson, James M & Lo, Andrew W & Poggio, Tomaso, 1994, "A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks," Journal of Finance, American Finance Association, volume 49, issue 3, pages 851-889, July.
• Dilip B. Madan & Frank Milne, 1994, "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Mathematical Finance, Wiley Blackwell, volume 4, issue 3, pages 223-245, July, DOI: 10.1111/j.1467-9965.1994.tb00093.x.
• Mark Broadie & Jérôme Detemple, 1994, "American Capped Call Options on Dividend Paying Assets," CIRANO Working Papers, CIRANO, number 94s-01, Jan.
• Mark Broadie & Jérôme Detemple, 1994, "American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods," CIRANO Working Papers, CIRANO, number 94s-07, Sep.
• Mark Broadie & Jérôme Detemple, 1994, "The Valuation of American Options on Multiple Assets," CIRANO Working Papers, CIRANO, number 94s-08, Sep.
• Lorenzo de Cristobal y de Nicolás, 1994, "Evolución de los productos derivados sobre tipos de interés en España: análisis de sus riestos y ventajas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 52-69.
• Arturo de la Lama López-Areal, 1994, "Regulación y control de los nuevos riesgos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 70-93.
• Agustín Garmendia Iribar, 1994, "Deuda pública de Euskadi," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 126-147.
• Juan Luis Llorens, 1994, "La bolsa de Bilbao: presente y futuro," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 148-177.

1993

• Shiller, Robert J, 1993, "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," Journal of Finance, American Finance Association, volume 48, issue 3, pages 911-931, July.
• Pindyck, Robert S, 1993, "The Present Value Model of Rational Commodity Pricing," Economic Journal, Royal Economic Society, volume 103, issue 418, pages 511-530, May.
• Krister Rindell, 1993, "On the use of the Black & Scholes model in a stochastic interest rate economy," Finnish Economic Papers, Finnish Economic Association, volume 6, issue 2, pages 123-130, Autumn.
• Morris Goldstein & Michael Mussa, 1993, "The integration of world capital markets," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 245-330.
• Broadie, M. & Detemple, J., 1993, "American Capped Call Options on Dividend Paying Assets," Papers, Columbia - Graduate School of Business, number 93-08a.
• Bernard Dumas & Peter Jennergren & Bertil Näslund, 1993, "Realignment risk and currency option pricing in target zones," Working Papers, HAL, number hal-00610767.
• Sergio H. Lence & Dermot J. Hayes, 1993, "Optimal Hedging under Forward-Looking Behavior," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 93-wp108, Jun.
• Lo, Andrew W. (Andrew Wen-Chuan) & Wang, Jiang, 1959-, 1993, "Implementing option pricing models when asset returns are predictable," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 3593-93..
• Robert J. Shiller, 1993, "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0131, Dec.
• Robert S. Pindyck, 1992, "The Present Value Model of Rational Commodity Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 4083, May.
• Bernard Dumas & L. Peter Jennergren & Bertil Naslund, 1993, "Realignment Risk and Currency Option Pricing in Target Zones," NBER Working Papers, National Bureau of Economic Research, Inc, number 4458, Sep.
• David S. Bates, 1993, "Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 4596, Dec.

1992

• Louis O. Scott, 1992, "The Information Content of Prices in Derivative Security Markets," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 3, pages 596-625, September.
• Rich Fortin & Judy Maese, 1992, "Option Introduction and Liquidity Changes in the OTC/NASDAQ Equity Market," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 2, issue 1, pages 39-52, Fall.
• Serletis, Apostolos, 1992, "Unit root behavior in energy futures prices," MPRA Paper, University Library of Munich, Germany, number 1744.
• Dilip B. Madan & Frank Milne & Robert Elliott, 1992, "Incomplete Diversification and Asset Pricing," Working Paper, Economics Department, Queen's University, number 865, Jul.
• Jianjun Miao & Dirk Hackbarth, 2008, "The Timing and Returns of Mergers and Acquisitions in Oligopolistic Industries," 2008 Meeting Papers, Society for Economic Dynamics, number 12.
• Madan, Dilip B. & Milne, Frank & Elliott, Robert, 1992, "Incomplete Diversification and Asset Pricing," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273258, Jul, DOI: 10.22004/ag.econ.273258.
• Robert J. Shiller, 1992, "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1036, Nov.
• Vesa Puttonen, 1992, "On the behaviour of the Finnish stock index options markets," Finnish Economic Papers, Finnish Economic Association, volume 5, issue 2, pages 117-128, Autumn.
• Bernard Dumas & Lars Peter Jennergren & Bertil Näslund, 1992, "Realignment risk and currency option pricing in target zones," Working Papers, HAL, number hal-00611598.

1991

• Easton, Pd & Harris, Ts, 1991, "Earnings As An Explanatory Variable For Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 1, pages 19-36, DOI: http://hdl.handle.net/10.2307/24910.
• Dilip B. Madan & Frank Milne, 1991, "Option Pricing With V. G. Martingale Components1," Mathematical Finance, Wiley Blackwell, volume 1, issue 4, pages 39-55, October, DOI: 10.1111/j.1467-9965.1991.tb00018.x.
• Pindyck, Robert S., 1991, "The present value model of rational commodity pricing," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 3354-91..
• Dale, Charles, 1991, "Economics of Energy Futures Markets," MPRA Paper, University Library of Munich, Germany, number 47447, Sep.
• Dilip B. Madan & Frank Milne, 1991, "Option Pricing With V. G. Martingale Components," Working Paper, Economics Department, Queen's University, number 1159, Oct.

1990

• Kuchiki, Akifumi, 1990, "The Pricing Mechanism of Primary Commodities since the 1970s," The Developing Economies, Institute of Developing Economies, Japan External Trade Organization(JETRO), volume 28, issue 1, pages 95-110, March.
• Dilip B. Madan & Frank Milne & Hersh Shefrin, 1990, "The Multinomial Option Pricing Model And Its Brownian And Poisson Limits," Working Paper, Economics Department, Queen's University, number 1162, Jan.
• Milne, Frank & Madan, Dilip & Shefrin, Hersh, 1990, "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273638, Jan, DOI: 10.22004/ag.econ.273638.

1989

• Madan, Dilip B & Milne, Frank & Shefrin, Hersh, 1989, "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," The Review of Financial Studies, Society for Financial Studies, volume 2, issue 2, pages 251-265.
• Joshua D. Angrist & Whitney K. Newey, 1989, "Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 626, Jan.

1986

1984

• Chichilnisky, Graciela, 1984, "Manipulations and repeated games in future markets," MPRA Paper, University Library of Munich, Germany, number 8083.

1982

• Soliman, Ibrahim, 1982, "Red Meat Price Policy in Egypt," Working Papers, University of California, Davis, Agricultural Development Systems: Egypt Project, number 233021, Mar, DOI: 10.22004/ag.econ.233021.
• Ricks, We, 1982, "The Markets Response To The 1974 Lifo Adoptions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 367-387, DOI: http://hdl.handle.net/10.2307/24907.
• Biddle, Gc & Lindahl, Fw, 1982, "Stock-Price Reactions To Lifo Adoptions - The Association Between Excess Returns And Lifo Tax Savings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 551-588, DOI: http://hdl.handle.net/10.2307/24908.

1981

• Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981, "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper, University Library of Munich, Germany, number 45754.
• Dale, Charles, 1981, "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper, University Library of Munich, Germany, number 45839.
• Dale, Charles & Workman, Rosemarie, 1981, "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 48639.
• Soliman, Ibrahim, 1981, "Red-Meat Price Policy in Egypt," MPRA Paper, University Library of Munich, Germany, number 67171, Jul.
• Charles Dale, 1981, "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 1, issue 1, pages 77-88, March.
• Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981, "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 1, issue 3, pages 379-387, September.

1980

• Dale, Charles & Workman, Rosemarie, 1980, "The arc sine law and the treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 46101, Nov.
• Vignola, Anthony & Dale, Charles, 1980, "The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications," MPRA Paper, University Library of Munich, Germany, number 48812.

1979

• Vignola, Anthony & Dale, Charles, 1979, "Is the Futures Market for Treasury Bills Efficient?," MPRA Paper, University Library of Munich, Germany, number 48762.
• Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979, "Treasury/Federal Reserve Study of Treasury Futures Markets Volume I: Summary and Recommendations," MPRA Paper, University Library of Munich, Germany, number 58273, May.
• Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979, "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper, University Library of Munich, Germany, number 58897, May.

1974

• Derstine, Rp & Huefner, Rj, 1974, "Lifo-Fifo, Accounting Ratios And Market Risk," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 2, pages 216-234, DOI: http://hdl.handle.net/10.2307/24903.

1972

• Mandelbrot, Benoit B, 1972, "Correction of an Error in "The Variation of Certain Speculative Prices" (1963)," The Journal of Business, University of Chicago Press, volume 45, issue 4, pages 542-543, October, DOI: 10.1086/295487.

1970

• West, Rr, 1970, "Alternative Approach To Predicting Corporate Bond Ratings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 1, pages 118-125, DOI: http://hdl.handle.net/10.2307/26747.
• Horrigan, Jo, 1970, "Alternative Approach To Predicting Corporate Bond Ratings - Comment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 1, pages 126-127, DOI: http://hdl.handle.net/10.2307/26747.

1963

• Benoit Mandelbrot, 1963, "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, volume 36, pages 394-394, DOI: 10.1086/294632.

1960

• Andrew J. Clark & Herbert Scarf, 1960, "Optimal Policies for a Multi-Echelon Inventory Problem," Management Science, INFORMS, volume 6, issue 4, pages 475-490, July, DOI: 10.1287/mnsc.6.4.475.

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