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Carverhill, Andrew P.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,341 |
Total
Citations
22 |
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1.
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Carverhill, Andrew P.
University of Hong Kong - School of Business Cheuk, Terry H. F.
University of Hong Kong - School of Business
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Derivatives, Options, Hedging, Neural Network, Non-Parametric Estimation
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A Model of Corporate Liquidity
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Anderson, Ronald W.
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Carverhill, Andrew P.
University of Hong Kong - School of Business
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Posted:
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24 Jul 04
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Last Revised:
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18 Nov 08
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535
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2
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Anderson, Ronald W.
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Carverhill, Andrew P.
University of Hong Kong - School of Business
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23
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Corporate finance, contingent claims, liquidity, dividend policy
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Anderson, Ronald W.
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Carverhill, Andrew P.
University of Hong Kong - School of Business
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512
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2
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3.
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Carverhill, Andrew P.
University of Hong Kong - School of Business Cheuk, Terry H. F.
University of Hong Kong - School of Business Dyrting, Sigurd
Hong Kong University of Science & Technology (HKUST) - Department of Finance
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418
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4.
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The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis
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Versions (2)
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Cheuk, Terry H. F.
University of Hong Kong - School of Business Dyrting, Sigurd
Hong Kong University of Science & Technology (HKUST) - Department of Finance Carverhill, Andrew P.
University of Hong Kong - School of Business
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Posted:
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11 Mar 05
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Last Revised:
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01 Mar 09
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323
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Cheuk, Terry H. F.
University of Hong Kong - School of Business Dyrting, Sigurd
Hong Kong University of Science & Technology (HKUST) - Department of Finance Carverhill, Andrew P.
University of Hong Kong - School of Business
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94
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Index options, smirk, factor analysis
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Carverhill, Andrew P.
University of Hong Kong - School of Business Cheuk, Terry H. F.
University of Hong Kong - School of Business Dyrting, Sigurd
Hong Kong University of Science & Technology (HKUST) - Department of Finance
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229
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futures, options, S&P500 index, smirk
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5.
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Carverhill, Andrew P.
University of Hong Kong - School of Business
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294
(49,296)
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Capital structure, cash holding, corporate finance, liquidation
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6.
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Carverhill, Andrew P.
University of Hong Kong - School of Business
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273
(53,644)
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2
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Predictability, autocorrelation, STRIPS, interest rates, forward rates, term structure, volatility
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7.
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Carverhill, Andrew P.
University of Hong Kong - School of Business
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272
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8.
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Carverhill, Andrew P.
University of Hong Kong - School of Business Schramm, Ron
Columbia University - Columbia Business School
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222
(67,173)
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International Market Segmentation, Correlation, Quanto futures contracts
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9.
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Carverhill, Andrew P.
University of Hong Kong - School of Business
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172
(86,407)
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1
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10.
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Carverhill, Andrew P.
University of Hong Kong - School of Business
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108
(127,937)
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Interest rate, term structure, affine models, long maturity
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11.
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Luo, Dan
School of Finance Carverhill, Andrew P.
University of Hong Kong - School of Business
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87
(148,295)
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CDO Tranche, CDX Index, Index Option, Market Integration
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12.
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Carverhill, Andrew P.
University of Hong Kong - School of Business
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72
(166,450)
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forward rates, overshooting, long maturity, term structure of interest rates
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13.
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Anderson, Ronald W.
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Carverhill, Andrew P.
University of Hong Kong - School of Business
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17
(285,705)
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12
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Capital structure, dynamic corporate finance, liquidity
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