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Hanson, Thomas A.'s
Scholarly Papers
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Total Downloads
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1.
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Hanson, Thomas A. Kent State University - Department of Finance Hall, Joshua R. Kent State University - College of Business Administration
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16 Sep 12
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Last Revised:
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19 Feb 13
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240
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statistical arbitrage, pairs trading, cointegration, high frequency trading
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Hanson, Thomas A. Kent State University - Department of Finance
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204
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high frequency trading, agent-based simulation, market efficiency, price volatility, regulation
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Muthuswamy, Jayaram Kent State University Hanson, Thomas A. Kent State University - Department of Finance
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92
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Option pricing model, binomial lattice, Black-Scholes model, Gosper's algorithm, hypergeometricity
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4.
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Chance, Don M. Louisiana State University, Baton Rouge - Department of Finance Hanson, Thomas A. Kent State University - Department of Finance Li, Weiping Oklahoma State University Muthuswamy, Jayaram Kent State University
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74
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Black-Scholes-Merton model, option pricing, implied volatility, volatility, volatility smile, computational finance, options
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5.
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Hanson, Thomas A. Kent State University - Department of Finance Hall, Joshua R. Kent State University - College of Business Administration
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66
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Statistical arbitrage, pairs trading, cointegration, robust statistics, rank-based statistics, weighted Wilcoxon regression, least absolute deviation
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Records 1 -
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