3520 Fossil Park Dr.
Fort Worth, TX NA 76137
in Total Papers Downloads
Momentum, Asset Pricing Tests, Market Efficiency
Return forecasting, Fundamental ratios, Macro variables, Technical indicators, Europe, Emerging markets
cancellation, latency, high frequency trading, HFT, quote stuffing, market regulation, volume, risk, latency arbitrage, microstructure
Noise, Momentum, Self, Prophecy, Belief, Price formation, Returns, Reversals, Risk, Limited
Rational expectations, market efficiency, parametric, bounds, options, puts, calls
Asymmetric information, sidecar, trading halts, Korea, KOSPI, market microstructure, options, futures
Uncertainty, Risk, International Financial Markets
China, forecast, import, export, macroeconomics, forecast combinations
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
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