2 research outputs found
Informed Option Trading around Merger Announcements
- Author
- A Buraschi
- Admati Anat
- Anand Amber
- Anthony Joseph
- Barclay Michael
- Blasco Natividad
- C Cao
- Chakravarty Sugato
- Chan Kalok
- Chan Kalok
- D Easley
- G Bakshi
- Gao Yuan
- Giovanni Keith Barone-Adesi
- Jarrell Gregg
- Joel Hasbrouck
- K I Amin
- Kaul Gauta
- Keown Arthur
- L Canina
- N A Ascioglu
- N P Bollen
- R Jarrow
- S Chakravarty
- W M Donders
- Xuewu Wesley Wang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2008
- Field of study
Modeling Spillover Effects Among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach
- Author
- Amir E Khandani
- Andrei Shleifer
- Andrew W Lo
- Ben Bernanke
- Benjamin Klaus
- Bill Ding
- Campello
- Christian Hott
- Christian T Brownlees
- Daniel B Nelson
- David Greenlaw
- Douglas W Diamond
- Evan Dudley
- Franklin Allen
- George W Fenn
- Giovanni Barone-Adesi
- Halbert White
- Hedge Fund Research
- Hendrik Hakenes
- Hrishikesh Vinod
- James L Powell
- Jeremy Berkowitz
- John Kambhu
- John M Halstead
- Jon Danielsson
- Jon Danielsson
- Jon Danielsson
- Jon Danielsson
- Keith Kuester
- Lorenzo Capiello
- Markus K Brunnermeier
- Markus K Brunnermeier
- Markus K Brunnermeier
- Measuring Systemic Risk
- Michael R King
- Monica Billio
- Monica Billio
- Nicholas Chan
- Nicole M Boyson
- Philipp Hartmann
- Randall S Kroszner
- Reint Gropp
- Reint Gropp
- Reint Gropp
- Robert F Engle
- Roger Koenker
- Roger Koenker
- Roland Füss
- Stephen J Brown
- Tim Bollerslev
- Tobias Adrian
- Tomas Garbaravicius
- Viral V Acharya
- Viral V Acharya
- Wolf Wagner
- Wolfgang H�rdle
- Yener Altunbas
- Zeno Adams
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study