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ISSN
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Pricing and Hedging in Stochastic Volatility Regime Switching Models
(Articles)
Stéphane Goutte
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31006
4,962
Downloads
8,705
Views
Citations
On Volatility Transmission from Crude Oil to Agricultural Commodities
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.7 No.2
,February 3, 2017
DOI:
10.4236/tel.2017.72009
1,799
Downloads
3,611
Views
Citations
Time-Varying Volatility Connectedness of Asset Markets: Evidence from Century-Long Data
(Articles)
Ting Huang
American Journal of Industrial and Business Management
Vol.10 No.2
,February 20, 2020
DOI:
10.4236/ajibm.2020.102027
608
Downloads
1,447
Views
Citations
Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs
(Articles)
Matthew S. Crouse
Journal of Mathematical Finance
Vol.12 No.4
,October 21, 2022
DOI:
10.4236/jmf.2022.124033
135
Downloads
845
Views
Citations
Dynamic Arbitrageurs’ Long-Run Impacts on Convertible Bond Issuers’ Stock Prices
(Articles)
Serhat Yildiz
Theoretical Economics Letters
Vol.8 No.9
,June 12, 2018
DOI:
10.4236/tel.2018.89099
1,005
Downloads
1,859
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
Agricultural Commodity Markets: Reference Point for the Real Value of a Currency
(Articles)
Ian McFarlane
Modern Economy
Vol.5 No.5
,May 23, 2014
DOI:
10.4236/me.2014.55050
4,180
Downloads
5,475
Views
Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico
(Articles)
Jin Yong Yang
,
Junyoung Heo
,
In-Sung Yeo
,
Sang-Heon Lee
Modern Economy
Vol.5 No.8
,July 18, 2014
DOI:
10.4236/me.2014.58080
3,360
Downloads
4,875
Views
Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index
(Articles)
Chunchou Wu
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86078
982
Downloads
4,335
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Growth and Volatility: An Analysis for the Brazilian Economy
(Articles)
Elano Ferreira Arruda
,
Felipe de Sousa Bastos
,
Pablo Urano de Carvalho Castelar
,
Fernando Marques Mansilla
,
Antônio Clécio de Brito
Theoretical Economics Letters
Vol.9 No.7
,October 24, 2019
DOI:
10.4236/tel.2019.97165
603
Downloads
1,560
Views
Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index
(Articles)
Elmar Steurer
,
Ernst J. Fahling
,
Jiali Du
Journal of Financial Risk Management
Vol.11 No.1
,January 29, 2022
DOI:
10.4236/jfrm.2022.111003
304
Downloads
1,622
Views
Citations
Nitrogen Fertilization Impacts on Phosphorus Cycling in Grazed Grass-Legume Pasture
(Articles)
Sandra L. Dillard
,
Charles Wesley Wood
,
Brenda H. Wood
,
Yucheng Feng
,
Walter Frank Owsley
,
Russell B. Muntifering
Agricultural Sciences
Vol.6 No.9
,September 29, 2015
DOI:
10.4236/as.2015.69107
4,110
Downloads
5,141
Views
Citations
Solving the Puzzle of Relative Importance of Dividends and Retained Earnings in Stock Valuation: A Case of Karachi Stock Exchange
(Articles)
Asma Tariq
,
Mina Kharal
,
Muhammad Abrar
,
Alishba Ahkam
,
Muhammad Sarfraz Khan
Theoretical Economics Letters
Vol.4 No.8
,October 22, 2014
DOI:
10.4236/tel.2014.48086
3,423
Downloads
4,934
Views
Citations
Research on the Dilemma of Speculation in Chinese Stock Market Based on Game Theory
(Articles)
Dexiao Ren
Theoretical Economics Letters
Vol.6 No.4
,August 1, 2016
DOI:
10.4236/tel.2016.64072
2,232
Downloads
3,296
Views
Citations
Research on the Relationship of Media Attention, Stock Liquidity and Stock Price Informativeness: Based on the Data of Listed Company on GEM of China
(Articles)
Ningbo Cao
Modern Economy
Vol.8 No.1
,January 17, 2017
DOI:
10.4236/me.2017.81005
1,942
Downloads
4,051
Views
Citations
Returns and Return Premia of Size and Investment Portfolios in Japan—A Conspectus
(Articles)
Chikashi Tsuji
Modern Economy
Vol.12 No.4
,April 27, 2021
DOI:
10.4236/me.2021.124043
292
Downloads
996
Views
Citations
Empirical Study on the Relationship between Investors’ Attention and Individual Stock Returns in the Chinese Stock Market
(Articles)
Lixu Chi
,
Li Liang
Open Journal of Social Sciences
Vol.10 No.9
,August 15, 2022
DOI:
10.4236/jss.2022.109009
152
Downloads
758
Views
Citations
This article belongs to the Special Issue on
Social and Behavioral Sciences
Budget Deficits and Stock Market Performance in Emerging and Frontier Markets in Africa
(Articles)
Seth Dong-Uunee Mwinaayelle
Open Access Library Journal
Vol.10 No.2
,February 6, 2023
DOI:
10.4236/oalib.1109602
87
Downloads
824
Views
Citations
Effects of Public Debt on Economic Growth: An Empirical Evidence from Zambia (2011-2021)
(Articles)
Chama Kabemba
,
Martin Kabwe
American Journal of Industrial and Business Management
Vol.14 No.2
,February 21, 2024
DOI:
10.4236/ajibm.2024.142008
107
Downloads
663
Views
Citations
The Effect of Political Instability on the UK Stock Returns: Evidence from 2016 eferendum and the Major Events that Followed
(Articles)
Bomin Liu
,
Mohammed Hamdan
,
Chloe Whiteley
,
Nasir Aminu
Theoretical Economics Letters
Vol.12 No.6
,December 27, 2022
DOI:
10.4236/tel.2022.126091
109
Downloads
525
Views
Citations
Reflections in the Field of Logistics Safety Stock Based
(Articles)
Wang Wei
Open Journal of Applied Sciences
Vol.6 No.6
,June 23, 2016
DOI:
10.4236/ojapps.2016.66035
2,375
Downloads
3,435
Views
Citations
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