| 31 |
|
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty
|
Tu, J.; Zhou, G.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
| 32 |
|
The Sensitivity of American Options to Suboptimal Exercise Strategies
|
Ibanez, A.; Paraskevopoulos, I.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
| 33 |
|
Market Dynamics and Momentum Profits
|
Asem, E.; Tian, G.Y.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
| 34 |
|
Estimating the Equity Premium
|
Donaldson, R.G.; Kamstra, M.J.; Kramer, L.A.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
| 35 |
|
Deviations from Put-Call Parity and Stock Return Predictability
|
Cremers, M.; Weinbaum, D.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
| 36 |
|
Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R
|
Jiang, G.J.; Tian, Y.S.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
| 37 |
|
The Impact of the Euro on Equity Markets
|
Cappiello, L.; Kadareja, A.; Manganelli, S.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
| 38 |
|
Rational Cross-Sectional Differences in Market Efficiency: Evidence from Mutual Fund Returns
|
Schultz, P.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
| 39 |
|
Idiosyncratic Risk, Long-Term Reversal, and Momentum
|
McLean, R.D.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
| 40 |
|
Arbitrage Risk and Stock Mispricing
|
Doukas, J.A.; Kim, C.; Pantzalis, C.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
|
