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Econometric Solutions
SSRN RANKINGS
in Total Papers Downloads
cancellation, latency, high frequency trading, HFT, quote stuffing, market regulation, volume, risk, latency arbitrage, microstructure
Momentum, Asset Pricing Tests, Market Efficiency
Return forecasting, Fundamental ratios, Macro variables, Technical indicators, Europe, Emerging markets
Noise, Momentum, Self, Prophecy, Belief, Price formation, Returns, Reversals, Risk, Limited
Rational expectations, market efficiency, parametric, bounds, options, puts, calls
China, forecast, import, export, macroeconomics, forecast combinations
Uncertainty, Risk, International Financial Markets
Asymmetric information, sidecar, trading halts, Korea, KOSPI, market microstructure, options, futures
volatility, regulation, corporate governance, foreign investors, emerging markets
Ad Hoc Black-Scholes (AHBS), asymmetric volatility sneer, data usage, implied volatility
options, bounds, parametric, skewness, moments, expected, payoffs, variance, swaps, default, risk, premium
Behavioral finance, long-term reversals, market efficiency
Supply curve slope, CAPM, Lucas exchange tree, Demand, Consumption, Production
Dividends, Black-Scholes, Ad hac, Implied, Volatility, IVOL, AHBS, Expectations, Forward, Hedging
options, bounds, exotic, path dependent
Option pricing, semi-parametric, bounds, binomial, time varying, moments, multiperiod
