Showing results 2 to 4 of 4
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Title | Author(s) | Issue Date | |
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How the 52-week high and low affect beta and volatility Proceeding/Conference:NTU International Conference on Economics, Finance and Accounting | 2010 | ||
How the 52-week High and Low Affect Option-implied Volatilities and Stock Return Moments Journal:Review of Finance | 2013 | ||
A new method to estimate risk and return of non-traded assets from cash flows: the case of private equity funds Proceeding/Conference:Swedish Institute for Financial Research (SIFR) Conference | 2007 |