Advanced Search Title: Author: Topik: Mata Kuliah:  Penerbit:   Tahun terbit:  Jenis:   Format:  Lokasi:  All Ben & Nafsiah Mboi Collection BI Corner Frans Seda Collection Kees Bertens Collection Lab-Kom-FK Perpustakaan FK Perpustakaan PKBB Perpustakaan PKPM Perpustakaan Pusat (BSD) Perpustakaan Pusat (Semanggi) Perpustakaan Pusat (Semanggi) Perpustakaan RSAJ Pusat Penelitian HIV AIDS Fulltext:  All Hanya yang memiliki fulltext Hanya yang belum ada fulltext Search Hasil 1 - 16 dari 16 (0.125 detik)   Select all      Kirim  Download An Empirical Investigation of Continuous - Time Equity Return Models   Author:  Lund, Jesper; Benzoni, Luca; Andersen, Torben G. Artikel dari The Journal of Finance (EBSCO) vol. 57 no. 3 (2002)  , page 1239-1284 Competition, Market Structure, And Bid - Ask Spreads in Stock Option Markets   Author: Mayhew, Stewart Artikel dari The Journal of Finance (EBSCO) vol. 57 no. 2 (2002)  , page 931-958 Do Stock Prices And Volatility Jump ? Reconciling Evidence From Spot And Option Prices   Author: Eraker, Byorn Artikel dari The Journal of Finance (EBSCO) vol. 59 no. 3 (Jun. 2004)  , page 1367-1404 Expected Option Returns   Author:  Coval, Joshua D.; Shumway, Tyler Artikel dari The Journal of Finance (EBSCO) vol. 56 no. 3 (2001)  , page 983-1009 Futures and options : concepts and applications   Author: Parameswaran, Sunil K. Penerbit: Singapore: McGraw-Hill     Tahun terbit: 2010     Jenis: Books - Textbook Informed Trading in Stock And Option Markets   Author:  Chakravarty, Sugato; Gulen, Huseyin; Mayhew, Stewart Artikel dari The Journal of Finance (EBSCO) vol. 59 no. 3 (Jun. 2004)  , page 1235-1258 Introduction to Futures and Options Markets   Author: Hull, John C. Edisi: 3rd ed     Penerbit: New Jersey: Prentice Hall     Tahun terbit: 1998     Jenis: Books Option Prices, Implied Price Processes, And Stochastic Volatility   Author:  Neuberger, Anthony; Jones, Mark Britten Artikel dari The Journal of Finance (EBSCO) vol. 55 no. 2 (2000)  , page 839-866 Options, futures, and other derivatives   Author: Hull, John C. Edisi: 6th ed.     Penerbit: Upper Saddle River, New Jersey: Prentice Hall     Tahun terbit: 2006     Jenis: Books Specificaton Analysis of Option Pricing Models Based on Time - Changed Levy Processes   Author:  Huang Jing-Zhi; Liuren, Wu Artikel dari The Journal of Finance (EBSCO) vol. 59 no. 3 (Jun. 2004)  , page 1405-1440 Telling From Discrete Data Whether The Underlying Continuous - Time Model is A Diffusion   Author: Sahalia, Yacine Ait Artikel dari The Journal of Finance (EBSCO) vol. 57 no. 5 (2002)  , page 2075-2112 The Behaviour of Bid - Ask Spreads And Volume in Options Markets During The Competition for Listings in 1999   Author:  Fontnouvelle, Patrick de; Fishe, Raymond P.H.; Harris, Jeffrey H. Artikel dari The Journal of Finance (EBSCO) vol. 58 no. 6 (2003)  , page 2437-2464 The Effect of Options on Stock Prices : 1973 to 1995   Author: Sorescu, Sorin M. Artikel dari The Journal of Finance (EBSCO) vol. 55 no. 1 (2000)  , page 487-514 The Price of Options Illiquidity    Author:  Brenner, Menachem; Eldor, Rafi; Hauser, Shmuel Artikel dari The Journal of Finance (EBSCO) vol. 56 no. 2 (2001)  , page 789-805 Toward A National Market System for U. S. Exchange Listed Equity Options   Author:  Harch, Briant; Jennings, Robert; Battalio, Robert Artikel dari The Journal of Finance (EBSCO) vol. 59 no. 2 (Apr. 2004)  , page 933-962 Underreaction, Overreaction, And Increasing Misreaction to Information in The Options Market   Author: Poteshman, Allen M. Artikel dari The Journal of Finance (EBSCO) vol. 56 no. 3 (2001)  , page 851-876 Halaman   dari 1

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