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Effective Truncation of a Student’s t-Distribution by Truncation of the Chi Distribution in a Chi-Normal Mixture (Articles)
Daniel T. Cassidy
Open Journal of Statistics Vol.2 No.5，December 19, 2012
DOI: 10.4236/ojs.2012.25067 4,681 Downloads 7,111 Views Citations
Using Excel to Explore the Effects of Assumption Violations on One-Way Analysis of Variance (ANOVA) Statistical Procedures (Articles)
William Laverty, Ivan Kelly
Open Journal of Statistics Vol.9 No.4，August 13, 2019
DOI: 10.4236/ojs.2019.94031 632 Downloads 1,331 Views Citations This article belongs to the Special Issue on Computational Statistics and Data Analysis
Generalized Option Betas (Articles)
Sven Husmann, Neda Todorova
Journal of Mathematical Finance Vol.3 No.3，August 8, 2013
DOI: 10.4236/jmf.2013.33035 4,465 Downloads 6,572 Views Citations
Asset Pricing with Stochastic Habit Formation (Articles)
Masao Nakagawa
Journal of Mathematical Finance Vol.2 No.2，May 23, 2012
DOI: 10.4236/jmf.2012.22018 4,519 Downloads 8,307 Views Citations
Student’s t Increments (Articles)
Open Journal of Statistics Vol.6 No.1，February 26, 2016
DOI: 10.4236/ojs.2016.61014 2,605 Downloads 3,199 Views Citations
Asset Pricing with Relative Performance and Heterogeneous Agents (Articles)
Ting Levy, Xiangbo Liu, Zijun Liu, Zhigang Qiu
Theoretical Economics Letters Vol.2 No.5，December 28, 2012
DOI: 10.4236/tel.2012.25096 3,849 Downloads 5,727 Views Citations
The Unexplainable Nature of Momentum Portfolio Returns (Articles)
David J. Moore, George C. Philippatos
Journal of Mathematical Finance Vol.4 No.3，April 22, 2014
DOI: 10.4236/jmf.2014.43013 4,715 Downloads 6,428 Views Citations
Functioning of Fama-French Three-Factor Model in Emerging Stock Markets: An Empirical Study on Chittagong Stock Exchange, Bangladesh (Articles)
Emon Kalyan Chowdhury
Journal of Financial Risk Management Vol.6 No.4，November 28, 2017
DOI: 10.4236/jfrm.2017.64025 1,626 Downloads 3,600 Views Citations
Option Pricing When Changes of the Underlying Asset Prices Are Restricted (Articles)
George J Jiang, Guanzhong Pan, Lei Shi
Journal of Mathematical Finance Vol.1 No.2，August 25, 2011
DOI: 10.4236/jmf.2011.12004 4,388 Downloads 9,125 Views Citations
The Asset Pricing System (Articles)
Yi-Jang Yu
Modern Economy Vol.3 No.5，September 28, 2012
DOI: 10.4236/me.2012.35062 4,614 Downloads 7,139 Views Citations
Some Exact Results for an Asset Pricing Test Based on the Average F Distribution (Articles)
Soosung Hwang, Stephen E. Satchell
Theoretical Economics Letters Vol.2 No.5，December 21, 2012
DOI: 10.4236/tel.2012.25080 4,021 Downloads 6,038 Views Citations
Cross-Market Valuation with Full Information on the Company’s Capital Structure (Articles)
Pascal Heider, Peter N. Posch
Journal of Mathematical Finance Vol.3 No.3A，October 30, 2013
DOI: 10.4236/jmf.2013.33A007 4,278 Downloads 6,062 Views Citations This article belongs to the Special Issue on Corporate Finance
Granular and Star-Shaped Price Systems (Articles)
Erio Castagnoli, Marzia De Donno, Gino Favero, Paola Modesti
Journal of Financial Risk Management Vol.4 No.3，September 30, 2015
DOI: 10.4236/jfrm.2015.43018 3,091 Downloads 3,514 Views Citations
Stock Price Information Content, Idiosyncratic Volatility and Expected Return (Articles)
Meimei Liang
Journal of Mathematical Finance Vol.5 No.4，November 25, 2015
DOI: 10.4236/jmf.2015.54034 4,746 Downloads 5,441 Views Citations
Risk Component Based Infrastructure Debt Valuation Analysis and Long-Term Investment (Articles)
Chunlan Wang, Satheesh Kumar Sundararajan
Journal of Financial Risk Management Vol.5 No.3，September 9, 2016
DOI: 10.4236/jfrm.2016.53014 1,756 Downloads 2,877 Views Citations
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market (Articles)
Zhentao Liu, Gilbert V. Nartea, Ji Wu
Theoretical Economics Letters Vol.8 No.1，January 29, 2018
DOI: 10.4236/tel.2018.81005 616 Downloads 1,026 Views Citations This article belongs to the Special Issue on Financial Economics
Value Premium and Portfolio Return Regime: Evidence from European Equities (Articles)
Chikashi Tsuji
Modern Economy Vol.9 No.3，March 20, 2018
DOI: 10.4236/me.2018.93028 511 Downloads 800 Views Citations
An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model (Articles)
Hideki Iwaki
Journal of Mathematical Finance Vol.8 No.2，May 31, 2018
DOI: 10.4236/jmf.2018.82031 839 Downloads 1,438 Views Citations
Opening Noise in the Indian Stock Market: Analysis at Individual Stock Level (Articles)
Faisal Nazir Zargar, Dilip Kumar
Theoretical Economics Letters Vol.9 No.1，January 10, 2019
DOI: 10.4236/tel.2019.91003 558 Downloads 1,196 Views Citations This article belongs to the Special Issue on Computational Economics and Econometrics
Research on China’s Exchange Online Financial Market: An Exchange Online Financial Capital Asset Pricing Model (Articles)
Chengyu Yang
American Journal of Industrial and Business Management Vol.9 No.4，April 28, 2019
DOI: 10.4236/ajibm.2019.94072 580 Downloads 932 Views Citations