Technical analysis
- Relative Shortage of Long-Term Treasury Securities and the Flat Yield CurvePeng ZhangThe Journal of Fixed Income December 2019, 29 (3) 68-76; DOI: https://doi.org/10.3905/jfi.2019.1.078
- Additional Analytical Approximations of the Term Structure and Distributional Assumptions for Jump-Diffusion ProcessesJ. Benson DurhamThe Journal of Fixed Income March 2006, 15 (4) 61-73; DOI: https://doi.org/10.3905/jfi.2006.627840
- Return Predictability and Efficient Market Hypothesis: Evidence from IcelandMassoud Metghalchi, Massomeh Hajilee and Linda A. HayesThe Journal of Alternative Investments June 2018, 21 (1) 68-78; DOI: https://doi.org/10.3905/jai.2018.21.1.068
- Uncovering Trend RulesPaul Beekhuizen and Winfried G. HallerbachThe Journal of Alternative Investments September 2017, 20 (2) 28-38; DOI: https://doi.org/10.3905/jai.2017.20.2.028
- Revisiting the Reversal of Large Stock-Price DeclinesHarlan D. PlattThe Journal of Alternative Investments June 2006, 9 (1) 48-63; DOI: https://doi.org/10.3905/jai.2006.640266
- An Efficient Algorithm for Basket Default Swap ValuationMi-Hsiu Chiang, Meng-Lan Yueh and Ming-Hua HsiehThe Journal of Derivatives November 2007, 15 (2) 8-19; DOI: https://doi.org/10.3905/jod.2007.699043
- Time Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBPCelso Brunetti and Peter M. LildholdtThe Journal of Derivatives November 2007, 15 (2) 39-59; DOI: https://doi.org/10.3905/jod.2007.699045
- A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility FunctionsHui Jin, Jun-Ya Gotoh and Ushio SumitaThe Journal of Derivatives August 2007, 15 (1) 67-85; DOI: https://doi.org/10.3905/jod.2007.694793
- Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal VariationFred Espen Benth, Steen Koekkebakker and Fridthjof OllmarThe Journal of Derivatives August 2007, 15 (1) 52-66; DOI: https://doi.org/10.3905/jod.2007.694791
- Are Expected Costs and Returns Identical Twins? Decoupling Slippage from Momentum over Shorter HorizonsMilan Borkovec and Konstantin TyurinThe Journal of Investing July 2020, 29 (5) 97-116; DOI: https://doi.org/10.3905/joi.2020.1.136
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