Search Results

Path dependent option pricing: the path integral partial averaging method,
Andrew Matacz, from Science & Finance, Capital Fund Management (2000)

Population dynamics in a random environment,
Irene Giardina, Jean-Philippe Bouchaud and Marc Mezard, from Science & Finance, Capital Fund Management (2000)

Statistical models for company growth,
Matthieu Wyart and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2002)

The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes,
Jean-Philippe Bouchaud and Didier Sornette, from Science & Finance, Capital Fund Management (1994)

Theory of collective opinion shifts: from smooth trends to abrupt swings,
Quentin Michard and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2005)

Universality classes for extreme value statistics,
Jean-Philippe Bouchaud and Marc Mezard, from Science & Finance, Capital Fund Management (1997)

FINANCIAL SECTOR REFORMS AND RURAL FINANCIAL MARKETS IN INDIA,
Anand Bansal, in Journal of Academic Research in Economics (2015)
Keywords: financial sector, reforms, rural financial sector.

Türkiye’de döviz kuru ve hisse senedi fiyatlarının sınır testi analizi,
Burcu Kiran, in Iktisat Isletme ve Finans (2009)
Keywords: Sınır Testi, Toda –Yamamoto Nedensellik Testi, Döviz Kuru, Hisse Senedi Fiyatları

Stock market crashes, precursors and replicas,
Didier Sornette, Anders Johansen and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (1995)

An empirical investigation of the forward interest rate term structure,
Andrew Matacz and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (1999)

Mean Reversion of Volatility Around Extreme Stock Returns: Evidence from U.S. Stock Indexes,
Ling T. He, in The International Journal of Business and Finance Research (2013)
Keywords: Volatility Reversion, Volatility Momentum, Volatility Concentration, Volatility Level

НЯКОИ ЕФЕКТИ НА БЪЛГАРСКОТО НЕ-ЧЛЕНСТВО В ЕВРОЗОНАТА,
Красимира Найденова, in Economics 21 (2018)
Keywords: еврозона, Европейски съюз, евро, лихвен процент, държавен дълг

SOME CONSEQUENCES OF BULGARIA’S NON-MEMBERSHIP IN THE EURO AREA,
Krasimira Naydenova, in Economics 21 (2018)
Keywords: Eurozone, European Union, euro, interest rate, government debt

DERIVATIVES MARKETS AND MANAGED MONEY: IMPLICATIONS FOR PRICE DISCOVERY,
Gregory Arburn and Laura Harper, in The International Journal of Business and Finance Research (2019)
Keywords: Price Discovery, Managed Futures, Commitment of Traders, Regression, Hedge Funds, Managed Money, Speculation, Derivatives, Futures, Options, Swaps, CFTC

The Government of Canada bond market since 1980,
Andrew Branion, in Bank of Canada Review (1995)

Study of the Contagion Mechanism for Opening Risk of Emerging Equity Markets in BRICS Countries: A Pitch,
Rui Xue, in Journal of Accounting and Management Information Systems (2016)
Keywords: Pitching Research, Contagion Mechanism, Opening Risk, BRICS

INVESTMENT DECISIONS IN A FIRM AS THE PART OF BUSINESS FINANCIAL DECISION SYSTEM,
Melles Hagos Tewolde, in Annales Universitatis Apulensis Series Oeconomica (2008)
Keywords: strategic perspective, decisional framework, components of analysis, economic analysis methods.

The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts,
Darren Butterworth and Phil Holmes, in Multinational Finance Journal (2005)
Keywords: hedging; futures; mean-gini; risk aversion

Return's seasonalities in the Latibex Market,
Jose García B., in Revista de Analisis Economico – Economic Analysis Review (2010)
Keywords: Calendar anomalies; LATIBEX market.

The market for futures contracts on Canadian bankers' acceptances,
Nancy Harvey, in Bank of Canada Review (1996)

Application of financial market approaches related to uncertainty into the area of Corporate Finance,
Václav Leinweber, in Ekonomika a Management (2012)
Keywords: uncertainty, CFD, Divergence, Fuzzy, Kosko, MACDH, RSI, SP500.I, CFD, Divergence, Fuzzy, Kosko, MACDH, Neurčitost, RSI, SP500.I

Trading Activity, Quoted Liquidity, and Stock Volatility,
Li Jiang and Lawrence Kryzanowski, in Multinational Finance Journal (1997)
Keywords: volatility; volatility determinants; and market microstructure

Integration of Capital, Commodity and Currency Markets: A Study on Volatility Spillover,
Suhail Palakkod, in Romanian Economic Journal (2012)
Keywords: Inter-market volatility, correlated movement, market integration, ARCH-GARCH models, move in tandem

Świadomość funkcjonowania crowdfundingu,
Kamil Gemra and Piotr Hościłowicz, in Gospodarka Narodowa. The Polish Journal of Economics (2021)
Keywords: crowdfunding, crowdinvesting

Public Issue of Bank Bonds Case Study of Bank Pocztowy S.A,
Gemra Kamil, in Financial Internet Quarterly (formerly e-Finanse) (2017)
Keywords: bonds, Catalyst, subordinated bonds

Trends of the Energy Market Reflection on the Capital Market in Romania,
Silvia Ghiță-Mitrescu, in Ovidius University Annals, Economic Sciences Series (2021)
Keywords: electricity market, capital market, BET-NG, electricity price, Bucharest Stock Exchange

Explaining the forward interest rate term structure,
Andrew Matacz and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (1999)

Microscopic models for long ranged volatility correlations,
Irene Giardina, Jean-Philippe Bouchaud and Marc Mezard, from Science & Finance, Capital Fund Management (2001)

The Canadian market for zero-coupon bonds,
Miles Whittingham, in Bank of Canada Review (1997)

Survey of the Canadian foreign exchange and derivatives markets,
Martin Miville, in Bank of Canada Review (1996)

Repo, reverse repo and securities lending markets in Canada,
Ron Morrow, in Bank of Canada Review (1995)

Definition, Classification and Use of Derivative Financial Instruments,
Svitlana Denga and Akansha Jain, in Oblik i finansi (2016)
Keywords: derivative financial instruments, derivative securities, financial instruments, futures, options

Methodological Bases of Research the Infrastructure of Financial and Credit Market,
Oleksiy Kalivoshko, in Oblik i finansi (2018)
Keywords: financial and credit market, infrastructure of the financial and credit market, infrastructure classification, infrastructure elements, types of infrastructure

Impact of Financial Risks on the Value of Moroccan Companies,
Abdelmajid Ibenrissoul and Zouigui Maroua, in International Journal of Business and Social Research (2015)
Keywords: Financial agency theory, financial risk, firm value, panel data

Impact of Financial Risks on the Value of Moroccan Companies,
Abdelmajid Ibenrissoul and Zouigui Maroua, in International Journal of Business and Social Research (2015)
Keywords: Financial agency theory, financial risk, firm value, panel data

ISSUES REGARDING THE FINANCIAL FLOW PROJECTIONS IN THE SELECTION OF INVESTMENT PROJECTS,
Mariana Rodica Ţîrlea, in SEA - Practical Application of Science (2015)
Keywords: enterprise, project investment, investment, cash flow, strategy expansion, creation

Comments on Recent Fiscal Developments and Exit Strategies,
Vito Tanzi, in CESifo Forum (2010)
Keywords: Kapitalmarktliberalisierung, Finanzmarktkrise, Regulierung, Wirtschaftliche Anpassung, Wirkungsanalyse

Italy: Inching Out of the Global Crisis,
Riccardo Revelli, in CESifo Forum (2010)
Keywords: Finanzmarktkrise, Internationaler Finanzmarkt, Spillover-Effekt, Antizyklische Finanzpolitik, Wirkungsanalyse, Italien

FINANCIAL REPORTING IN THE CONTEXT OF THE APPLICATION OF INTERNATIONAL FINANCIAL REPORTING STANDARDS,
Anca Alexandra Pantazi and Emilia Vasile, in Internal Auditing and Risk Management (2021)
Keywords: accounting, financial reporting, accounting standards, performance, standardization

DEVELOPMENT OF BOND MARKET IN BANGLADESH: ISSUES, STATUS AND POLICIES,
Mohammad Saleh Jahur and S.M. Nasrul Quadir, in Management Research and Practice (2010)
Keywords: Bond Market, Growth, Development, Yield Curve, Regulation, and Efficiency

"Stiff" Field Theory of Interest Rates and Psychological Future Time,
Belal Baaquie and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2004)

Holistic Analysis of the Relationship Between Capital Structure and Stock Price of Consumer Staples,
Michael Nana Owusu-Akomeah, Joseph Asare, Emmanuel Atta Kumah and Stephen Owusu Afriyie, in International Journal of Finance, Insurance and Risk Management (2022)
Keywords: Stock exchange, Capital structure, Consumer staple, Equity, Debt, Stock price, Financing decision, Companies, Shares.

Human Capital, Trade and Economic Growth: A Comparative Study of OIC Countries,
Irum Saba and Kausar Abbas, in International Journal of Economics and Empirical Research (IJEER) (2016)
Keywords: Trade, OIC, Human Capital

Bubbles, crashes and intermittency in agent based market models,
Irene Giardina and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2002)

On a multi-timescale statistical feedback model for volatility fluctuations,
Lisa Borland and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2005)

Power-laws in economics and finance: some ideas from physics,
Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2000)

A Langevin approach to stock market fluctuations and crashes,
Jean-Philippe Bouchaud and Rama Cont, from Science & Finance, Capital Fund Management (1998)

Wealth condensation in a simple model of economy,
Jean-Philippe Bouchaud and Marc Mezard, from Science & Finance, Capital Fund Management (2000)

Methods to determine capital requirements for options,
Peter Vlaar, in BNL Quarterly Review (1996)
Keywords: Risk assessment, Measurement, Options

Methods to determine capital requirements for options,
Peter Vlaar, in Banca Nazionale del Lavoro Quarterly Review (1996)
Keywords: Risk assessment, Measurement, Options

Back to basics: historical option pricing revisited,
Jean-Philippe Bouchaud and Marc Potters, from Science & Finance, Capital Fund Management (1998)

Comment on: "Two-phase behaviour of financial markets",
Marc Potters and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2003)

Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization,
Szilard Pafka, Marc Potters and Imre Kondor, from Science & Finance, Capital Fund Management (2004)

Financial markets as adaptative systems,
Marc Potters, Rama Cont and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (1996)

Fluctuations and response in financial markets: the subtle nature of `random' price changes,
Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters and Matthieu Wyart, from Science & Finance, Capital Fund Management (2003)

Hedge your Monte Carlo,
Marc Potters, Jean-Philippe Bouchaud and Dragan Sestovic, from Science & Finance, Capital Fund Management (2001)

Hedged Monte-Carlo: low variance derivative pricing with objective probabilities,
Marc Potters, Jean-Philippe Bouchaud and Dragan Sestovic, from Science & Finance, Capital Fund Management (2000)

Missing information and asset allocation,
Jean-Philippe Bouchaud, Marc Potters and Jean-Pierre Aguilar, from Science & Finance, Capital Fund Management (1997)

More statistical properties of order books and price impact,
Marc Potters and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2002)

Multiple time scales in volatility and leverage correlation: A stochastic volatility model,
Josep Perelló, Jaume Masoliver and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2003)

Noise dressing of financial correlation matrices,
Laurent Laloux, Pierre Cizeau, Jean-Philippe Bouchaud and Marc Potters, from Science & Finance, Capital Fund Management (1998)

Option pricing and hedging with temporal correlations,
Lorenzo Cornalba, Jean-Philippe Bouchaud and Marc Potters, from Science & Finance, Capital Fund Management (2000)

Option pricing in the presence of extreme fluctuations,
Jean-Philippe Bouchaud, Didier Sornette and Marc Potters, from Science & Finance, Capital Fund Management (1997)

Phenomenology of the interest rate curve,
Jean-Philippe Bouchaud, Nicolas Sagna, Rama Cont, Nicole El-Karoui and Marc Potters, from Science & Finance, Capital Fund Management (1997)

Random matrix theory,
Laurent Laloux, Pierre Cizeau, Jean-Philippe Bouchaud and Marc Potters, from Science & Finance, Capital Fund Management (1999)

Random matrix theory and financial correlations,
Laurent Laloux, Pierre Cizeau, Jean-Philippe Bouchaud and Marc Potters, from Science & Finance, Capital Fund Management (1999)

Random walks, liquidity molasses and critical response in financial markets,
Jean-Philippe Bouchaud, Julien Kockelkoren and Marc Potters, from Science & Finance, Capital Fund Management (2004)

Rational decisions, random matrices and spin glasses,
Stefano Galluccio, Jean-Philippe Bouchaud and Marc Potters, from Science & Finance, Capital Fund Management (1998)

Strings Attached,
Jean-Philippe Bouchaud, Nicolas Sagna, Rama Cont, Nicole El-Karoui and Marc Potters, from Science & Finance, Capital Fund Management (1998)

ALGORITHMIC AND HIGH-FREQUENCY TRADING,
Domagoj Sajter, in Economic Thought and Practice (2013)
Keywords: Financial markets, algorithmic trading, high-frequency trading

Notations et écarts de rentabilité:le marché français avant l'euro,
Hervé Alexandre and Maxime Merli, in Revue Finance Contrôle Stratégie (2003)
Keywords: obligations;spread de taux;notation;risque de défautbonds; spread;rating;default risk.

Seasonality and Non-Trading Effect on Central European Stock Markets (in English),
Filip Žikeš and Vit Bubak, in Czech Journal of Economics and Finance (Finance a uver) (2006)
Keywords: conditional heteroskedasticity, day-of-week effect, non-trading effect, seasonality

Financial Market in the Context of Globalization: Experience of Economic and Legal Analysis,
Aleksandr Baykov and Olha Pavuk, in Oblik i finansi (2017)
Keywords: security, securities market, theory of securities, national market, documentary theory of securities

Predicting Daily Stock Returns: A Lengthy Study of the Hong Kong and Tokyo Stock Exchanges,
Jeffrey Jarrett, in International Journal of Business and Economics (2008)
Keywords: market efficiency; prediction; stock returns; daily effects; time series

THE REFLECTION OF ENTERPRISE PERFORMANCE THROUGH CASH FLOWS,
Petru Åžtefea, Andrei Pelin and Daniel Brindescu, in Annales Universitatis Apulensis Series Oeconomica (2008)
Keywords: performance, financial flows

THE ANALYSIS OF INVESTMENTS IN AN UNCERTAIN ENVIRONMENT,
Silviu Cornel Virgil Chiriac and Dimi Ofileanu, in SEA - Practical Application of Science (2014)
Keywords: Investments, Uncertain environment, Cash-flow, Mathematical expectation

CONTEMPORARY DEVELOPMENTS OF THE MARKETING ORIENTATION AND ACTIVITY,
Ileana (BĂDULESCU) Anastase and Cornel Grigoruț, in SEA - Practical Application of Science (2016)
Keywords: Strategy, Goal, Outlook, Marketing

Policy Watch: Did Nasdaq Market Makers Implicitly Collude?,
William Christie and Paul H. Schultz, in Journal of Economic Perspectives (1995)

FINANCING POLICIES OF CROATIAN PUBLICLY LISTED FIRMS,
Mihaela Grubišić Šeba, in UTMS Journal of Economics (2013)
Keywords: corporate financing preferences; publicly listed companies; CFOs’ survey; Croatian capital market; non-financial sector; bank-based financial system

ECONOMIC CRISIS IMPACT ON CHANGES IN INTERNATIONAL FINANCIAL INSTITUTIONS OPERATING,
Slobodan Cerovic, Pero Petrovic and Stanislav Cerovic, in UTMS Journal of Economics (2013)
Keywords: The Economic crisis; impact changes; structure functioning; financial institutions.

The Impact of 1998 and 2008 Financial Crises on Profitability of Islamic Banks,
Nor Hayati Bt Ahmad, Mohamad Akbar Noor and Bin Mohamad Noor, in Bangladesh Development Studies (2011)
Keywords: Financial Crises; Islamic Banking

Commercial Banks' Investment in Capital Market and Its Impact on Private Sector Credit,
Kazi Iqbal and Mir Ariful Islam, in Bangladesh Development Studies (2014)
Keywords: Banking Sector; Capital Market Investment; Private Sector Credit

The Impact of the Exchange Rate on the Stock Market - L’impatto del tasso di cambio sul mercato azionario,
Moawia Alghalith, Tracy Polius and Martin Franklin, in Economia Internazionale / International Economics (2012)
Keywords: Exchange Rate; GDP; Stock Market; Stochastic-Factor Model

The impact of automation on the cost of transacting in futures markets,
Luke Bortoli, Alex Frino and Elvis Jarnecic, in Journal of Financial Transformation (2005)
Keywords: futures markets; transaction costs

Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market,
Christophe Faugere, in Journal of Financial Transformation (2012)
Keywords: Required Yield Theory; Stock Valuation; Fisher; Feldstein; taxes; GDP per capita growth

EXPLORING THE EPISTEMOLOGICAL ROLE OF THE DECOMPOSED S&P 500 SIGNAL COMPONENTS ON THE FORMATION OF INVESTORS’ SENTIMENT,
Gojart Kamberi, in UTMS Journal of Economics (2023)

Incidencia del sector financiero en el conflicto económico: la formación bruta de capital en Colombia y el Prime Rate,
Marco Leonardo Penagos Rozo, in Revista Equidad y Desarrollo (2009)
Keywords: modelo Solow-Swan ampliado; coeficiente de participación del capital en economías abiertas

Carbon Credits: Who is the Leader of the Pack?,
Vicente Medina, Angel Pardo and Roberto Pascual, in International Journal of Energy Economics and Policy (2013)
Keywords: European Union Allowances; Certified Emission Reductions; co-integration, pricediscovery; high frequency data; intraday analysis

Information Asymmetry and Financial Statement (Asymetria informacji a sprawozdanie finansowe),
Edyta Mioduchowska-Jaroszewicz, in Research Reports (2018)
Keywords: financial statement, financial condition of the company, information asymmetry, theories of economics

The determinants of conventional banks profitability in developing and underdeveloped OIC countries,
Ahmad Al-Harbi, in Journal of Economics, Finance and Administrative Science (2019)
Keywords: Profitability; Conventional banks; External factors; Internal factors