JOURNAL ARTICLES (PRINTED)
- Amihud, Y. and Mendelson, H. (1986) Asset Pricing and the Bid-Ask Spread. Journal of Financial Economics. 17. p. 223–249.
- Abarbanell, J. and Bushee, B. (1997) Financial Statement Analysis, Future Earnings and Stock Prices. Journal of Accounting Research. 35. p. 1–24.
- Black, F. (1975) Fact and Fantasy in the Use of Options. Financial Analysts Journal. 31. p. 36–72.
- Bollen, N.P. and Whaley, R.E. (2004) Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? The Journal of Finance. 59. p. 711–753.
- Bertsimas, D., Lauprete, G.J. and Samarov, A. (2004) Shortfall as a Risk Measure: Properties, Optimization and Applications. Journal of Economic Dynamics and Control. 28, Issue 7. p. 1353–1381.
- Butterworth, S. (1930) On the Theory of Filter Amplifiers. Wireless Engineer (also called Experimental Wireless and Wireless Engineer). 7. p. 17–20.
- Chan, L., Jegadeesh, N. and Sougiannis, T. (1996) Momentum Strategies. The Journal of Finance. 51. p. 1681–1713.
- Chan, L., Lakonishok, J. and Sougiannis, T. (2001) The Stock Market Valuation of Research and Development Expenditures. Journal of Finance. 6. p. 1681.
- Cremers, M. and Weinbaum, D. (Forthcoming) Deviations from Put-Call Parity and Stock Return Predictability. Journal of Financial and Quantitative Analysis. Forthcoming.
- Fama, E. and French, K. (1992) The Cross-Section of Expected Stock Returns. The Journal of Finance. 47(2). p. 427–466.
- Francis, J., Schipper, K. and Vincent, L. (2002) ...
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