Simple Binomial Processes as Diffusion Approximations in Financial Models

JOURNAL ARTICLE published July 1990 in Review of Financial Studies

Authors: Daniel B. Nelson | Krishna Ramaswamy

Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics

JOURNAL ARTICLE published October 1995 in Review of Financial Studies

Authors: Teng-Suan Ho | Richard C. Stapleton | Marti G. Subrahmanyam

Data-Snooping Biases in Tests of Financial Asset Pricing Models

JOURNAL ARTICLE published July 1990 in Review of Financial Studies

Authors: Andrew W. Lo | A. Craig MacKinlay

Erratum

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Discussion

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: Paul Pfleiderer

Discussion

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: Robert F. Engle

Discussion

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: James M. Poterba

Consistent Estimation of Cross-Sectional Models in Event Studies

JOURNAL ARTICLE published July 1990 in Review of Financial Studies

Authors: B. Espen Eckbo | Vojislav Maksimovic | Joseph Williams

Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach

JOURNAL ARTICLE published 2 July 1999 in Review of Financial Studies

Authors: Jérôme Detemple | Suresh Sundaresan

Mean Reversion and Consumption Smoothing

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: Fischer Black

The Stock Market and Investment

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: Robert J. Barro

The Analytic Valuation of American Options

JOURNAL ARTICLE published October 1990 in Review of Financial Studies

Authors: In Joon Kim

Clearing and Settlement During the Crash

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: Ben S. Bernanke

A Dynamic Model for the Forward Curve

JOURNAL ARTICLE published January 2008 in Review of Financial Studies

Authors: Choong Tze Chua | Dean Foster | Krishna Ramaswamy | Robert Stine

Pricing Interest-Rate-Derivative Securities

JOURNAL ARTICLE published October 1990 in Review of Financial Studies

Authors: John Hull | Alan White

Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices

JOURNAL ARTICLE published April 1988 in Review of Financial Studies

Authors: A. Craig MacKinlay | Krishna Ramaswamy

Asset Pricing Models and Financial Market Anomalies

JOURNAL ARTICLE published 2006 in Review of Financial Studies

Authors: Doron Avramov | Tarun Chordia

Stock Volatility and the Crash of ’87

JOURNAL ARTICLE published January 1990 in Review of Financial Studies

Authors: G. William Schwert

Security Markets: Stochastic Models

JOURNAL ARTICLE published July 1988 in Review of Financial Studies

Authors: Philip H. Dybvig

Convergence from Discrete- to Continuous-Time Contingent Claims Prices

JOURNAL ARTICLE published October 1990 in Review of Financial Studies

Authors: Hua He