Security Markets: Stochastic Models

JOURNAL ARTICLE published July 1988 in Review of Financial Studies

Authors: Philip H. Dybvig

American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods

JOURNAL ARTICLE published October 1996 in Review of Financial Studies

Authors: Mark Broadie | Jerome Detemple

Convergence from Discrete- to Continuous-Time Contingent Claims Prices

JOURNAL ARTICLE published October 1990 in Review of Financial Studies

Authors: Hua He

Stock Market Structure and Volatility

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: Hans R. Stoll | Robert E. Whaley

Transmission of Volatility between Stock Markets

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: Mervyn A. King | Sushil Wadhwani

A Test of the Cox, Ingersoll, and Ross Model of the Term Structure

JOURNAL ARTICLE published July 1993 in Review of Financial Studies

Authors: Michael R. Gibbons | Krishna Ramaswamy

On Equilibrium Asset Price Processes

JOURNAL ARTICLE published July 1993 in Review of Financial Studies

Authors: Hua He | Hayne Leland

Portfolio Performance Evaluation: Old Issues and New Insights

JOURNAL ARTICLE published July 1989 in Review of Financial Studies

Authors: Mark Grinblatt | Sheridan Titman

ARCH Models as Diffusion Approximations

BOOK CHAPTER published 16 November 1995 in Arch

Authors: Daniel B Nelson

Introduction to NBER Symposium on the October 1987 Crash

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: Sanford J. Grossman

Returns on Initial Public Offerings of Closed-End Funds

JOURNAL ARTICLE published October 1990 in Review of Financial Studies

Authors: John W. Peavy

Pooling, Separating, and Semiseparating Equilibria in Financial Markets: Some Experimental Evidence

JOURNAL ARTICLE published July 1990 in Review of Financial Studies

Authors: Charles B. Cadsby | Murray Frank | Vojislav Maksimovic

Tests of Financial Models in the Presence of Overlapping Observations

JOURNAL ARTICLE published April 1991 in Review of Financial Studies

Authors: Matthew Richardson | Tom Smith

Dynamic Hedging in Incomplete Markets: A Simple Solution

JOURNAL ARTICLE published June 2012 in Review of Financial Studies

Authors: Suleyman Basak | Georgy Chabakauri

On the Estimation of Beta-Pricing Models

JOURNAL ARTICLE published January 1992 in Review of Financial Studies

Authors: Jay Shanken

Stock Return Predictability and Asset Pricing Models

JOURNAL ARTICLE published July 2004 in Review of Financial Studies

Authors: Doron Avramov

Maximum Likelihood Estimation of Latent Affine Processes

JOURNAL ARTICLE published 2006 in Review of Financial Studies

Authors: David S. Bates

Competition and the Medium of Exchange in Takeovers

JOURNAL ARTICLE published April 1990 in Review of Financial Studies

Authors: Elazar Berkovitch | M. P. Narayanan

Shareholder-Value Maximization and Product-Market Competition

JOURNAL ARTICLE published July 1990 in Review of Financial Studies

Authors: Julio J. Rotemberg | David S. Scharfstein

Expectations and Volatility of Consumption and Asset Returns

JOURNAL ARTICLE published April 1990 in Review of Financial Studies

Authors: Shmuel Kandel | Robert F. Stambaugh