-
1
-
-
0000699975
-
A comparison of the stable and Student distributions as statistical models for stock prices
-
Blattberg, R. and Gonedes, N. (1974) A comparison of the stable and Student distributions as statistical models for stock prices. Journal of Business, 47, 244-280.
-
(1974)
Journal of Business
, vol.47
, pp. 244-280
-
-
Blattberg, R.1
Gonedes, N.2
-
3
-
-
0031287878
-
Earnings, adaptation and equity value
-
Burgstahler, D. and Dichev, I. (1997) Earnings, adaptation and equity value. Accounting Review, 72, 187-215.
-
(1997)
Accounting Review
, vol.72
, pp. 187-215
-
-
Burgstahler, D.1
Dichev, I.2
-
5
-
-
0001205798
-
A theory of the term structure of interest rates
-
Cox, J., Ingersoll, J. and Ross, S. (1985) A theory of the term structure of interest rates. Econometrica, 53, 385-407.
-
(1985)
Econometrica
, vol.53
, pp. 385-407
-
-
Cox, J.1
Ingersoll, J.2
Ross, S.3
-
6
-
-
33847554918
-
The valuation of options for alternative stochastic processes
-
Cox, J. and Ross, S. (1976) The valuation of options for alternative stochastic processes. Journal of Financial Economics, 3, 145-166.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 145-166
-
-
Cox, J.1
Ross, S.2
-
8
-
-
84936823784
-
Entry and exit decisions under uncertainty
-
Dixit, A. K. (1989) Entry and exit decisions under uncertainty. Journal of Political Economy, 97, 620-638.
-
(1989)
Journal of Political Economy
, vol.97
, pp. 620-638
-
-
Dixit, A.K.1
-
10
-
-
0010079549
-
Share option rewards and managerial performance: An abnormal performance index
-
Egginton, D., Forker, J. and Tippett, M. (1989) Share option rewards and managerial performance: an abnormal performance index. Accounting and Business Research, 19, 255-266.
-
(1989)
Accounting and Business Research
, vol.19
, pp. 255-266
-
-
Egginton, D.1
Forker, J.2
Tippett, M.3
-
11
-
-
0001277826
-
Two singular diffusion processes
-
Feller, W. (1951) Two singular diffusion processes. Annals of Mathematics, 54, 173-182.
-
(1951)
Annals of Mathematics
, vol.54
, pp. 173-182
-
-
Feller, W.1
-
16
-
-
6244226184
-
-
Leicester: Leicester University Press
-
Kiselev, A., Krasnov, M., Makarenko, G. and Primrose, E. (1967) Ordinary Differential Equations. Leicester: Leicester University Press.
-
(1967)
Ordinary Differential Equations
-
-
Kiselev, A.1
Krasnov, M.2
Makarenko, G.3
Primrose, E.4
-
17
-
-
0002370531
-
The distribution of share price changes
-
Praetz, P. (1972) The distribution of share price changes. Journal of Business, 45, 49-55.
-
(1972)
Journal of Business
, vol.45
, pp. 49-55
-
-
Praetz, P.1
-
18
-
-
0001048997
-
An aggregation theorem for securities markets
-
Rubinstein, M. (1974) An aggregation theorem for securities markets. Journal of Financial Economics, 1, 225-244.
-
(1974)
Journal of Financial Economics
, vol.1
, pp. 225-244
-
-
Rubinstein, M.1
-
19
-
-
0016997122
-
The valuation of uncertain income streams and the pricing of options
-
Rubinstein, M. (1976) The valuation of uncertain income streams and the pricing of options. Bell Journal of Economics and Management Science, 7, 407-425.
-
(1976)
Bell Journal of Economics and Management Science
, vol.7
, pp. 407-425
-
-
Rubinstein, M.1
-
22
-
-
36149005118
-
On the theory of the Brownian motion
-
Uhlenbeck, G. and Ornstein, L. (1930) On the theory of the Brownian motion. Physical Review, 36, 823-841.
-
(1930)
Physical Review
, vol.36
, pp. 823-841
-
-
Uhlenbeck, G.1
Ornstein, L.2
|