Research Abstracts and Citations Search Results

387 results returned.

Title Author(s) Publication Information
"Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation"
Andrew Lo
Jiang Wang

Journal of Finance, 2000

Type: Journal article

"Nonparametric Estimation of American Option Exercise Boundaries and Call Prices"
Jerome Detemple
Eric Ghysels
O. Torres

Journal of Economic Dynamics and Control, 2000

Type: Journal article

"A Reexamination of the Conglomerate Merger Wave in the 1960s: An Internal Capital Markets View"
Darius Palia

Journal of Finance, 1999

Type: Journal article

"An International Dynamic Asset Pricing Model"
David Ng
Paul Sengmueller

International Tax and Public Finance, 1999

Type: Journal article

"Strategic Experimentation"
Christopher Harris

Econometrica, 1999

Type: Journal article

"Beating a Moving Target: Optimal Portfolio Strategies for Outperforming a Stochastic Benchmark"

Finance and Stochastics, 1999

Type: Journal article

"Connecting Discrete and Continuous Path-Dependent Options"
Shing-Gang Kou

Finance and Stochastics, 1999

Type: Journal article

"Does Stock Price Elasticity Affect Corporate Financial Decisions?"

Journal of Financial Economics, 1999

Type: Journal article

"Introductory Comments: Bloomfield and O'Hara, and Flood, Huisman, Koedijk, and Mahieu"

Review of Financial Studies, 1999

Type: Journal article

"Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach"
Jerome Detemple

Review of Financial Studies, 1999

Type: Journal article