Zobrazeno 1 - 10
of 435
pro vyhledávání: '"Menachem Brenner"'
Autor:
Krausz, Joshua
Publikováno v:
The Journal of Finance, 1984 Jun 01. 39(2), 566-568.
Externí odkaz:
https://www.jstor.org/stable/2327883
Publikováno v:
The Journal of Derivatives. 27:8-13
1. Menachem Brenner 2. Emanuel Derman 3. Robert Jarrow 4. Eric Reiner 1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157. TOPICS: [Options][1], [statistical methods][2], [derivatives][3] An i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3a1c09073a97926893cd8e0ad373d35
https://doi.org/10.3905/jod.2019.1.082
https://doi.org/10.3905/jod.2019.1.082
Publikováno v:
Journal of Financial Markets. 63:100766
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::49a087b21749222d50312efcd558e9bf
https://doi.org/10.1016/j.finmar.2022.100766
https://doi.org/10.1016/j.finmar.2022.100766
Autor:
Menachem Brenner, Yehuda Izhakian
Publikováno v:
The Quarterly Journal of Finance. 12
This paper focuses on the 2008-2020 period during which two major crises, affecting the economy and the financial markets, occurred. Between 2008 and 2020, there were less extreme tail events, including the lingering Eurozone and Greece crises. In pa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23edc6a98b5e29115b66563c64262bb8
https://doi.org/10.1142/s2010139222400018
https://doi.org/10.1142/s2010139222400018
Publikováno v:
Management Science. 65:5697-5720
We quantify the pervasiveness of informed trading activity in target companies’ equity options before the announcements of 1,859 U.S. takeovers between 1996 and 2012. About 25% of all takeovers have positive abnormal volumes, which are greater for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::73c83426e4d43e9faa31149c63f4581e
https://doi.org/10.1287/mnsc.2018.3122
https://doi.org/10.1287/mnsc.2018.3122
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30dae2e1ea7a29655add11c66ee6f19b
https://doi.org/10.2139/ssrn.3942604
https://doi.org/10.2139/ssrn.3942604
Publikováno v:
ADB Briefs.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::519632ca60a0ef1e0d808d1025a6e976
https://doi.org/10.22617/brf200358-2
https://doi.org/10.22617/brf200358-2
Autor:
Menachem Brenner, Yehuda Izhakian
Publikováno v:
Journal of Financial Economics. 130:503-531
We introduce ambiguity in conjunction with risk to study the relation between risk, ambiguity, and expected returns. Distinguishing between ambiguity and attitudes toward ambiguity, we develop an empirical methodology for measuring the degree of ambi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b8dce557bfa2af461879403e4436593a
https://doi.org/10.1016/j.jfineco.2018.07.007
https://doi.org/10.1016/j.jfineco.2018.07.007
Publikováno v:
Journal of Economics and Business. 71:90-102
One of the commonly used estimates of expected inflation is the yield differential between nominal bonds and inflation-indexed bonds (breakeven inflation). Breakeven inflation is however a biased estimate of expected inflation because it includes an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0d5ca6801934095ae73087bfd4d618d2
https://doi.org/10.1016/j.jeconbus.2013.06.001
https://doi.org/10.1016/j.jeconbus.2013.06.001
