X hits on this document

PDF document

100882_price_bounds_derivatives.pdf - page 16 / 24

63 views

0 shares

0 downloads

0 comments

16 / 24

References

T. Bjoerk. Arbitrage Theory in Continuous Time. Oxford University Press, 1998.

T. Bjoerk and E. Clapham. On the pricing of real estate index linked swaps. Economics, 11:418–432, 2002.

Journal of Housing

  • A.

    Brent, D. Morse, and E. Stice. Short interest: Explanations and tests. Journal of Financial and Quantitative Analysis, 25:273-289, 1990.

  • R.

    Buttimer, J. Kau, and V. Slawson. A model for pricing securities dependent upon a real estate index. Journal of Housing Economics, 6(1):16–30, 1997.

  • L.

    Cohen, K. Diether, and C. Malloy. Supply and demand shifts in the shorting market. The Journal of Finance, 62(5):2061–2096, 2007.

  • D.

    Cunningham and P. Hendershott. Pricing fha mortgage default insurance. Housing Finance Review, 3:373–392, 1984.

  • G.

    D’Avolio. The market for borrowing stock. Journal of Financial Economics, 66:271–306, 2002.

  • D.

    DiPasquale and W. Wheaton. Urban Economics and Real Estate Markets. Englewood Cliffs, NJ: Prentice Hall, 1996.

  • E.

    Dyl and G. Jiang. Valuing illiquid common stock. Financial Analysts Journal, 64(4):40–47, 2008.

  • S.

    Figlewski and G. Webb. Options, short sales, and market completeness. Journal of Finance, 48: 761–777, 1993.

  • C.

    Geczy, D. Musto, and A. Reed. Stocks are special too: An analysis of the equity lending market. Journal of Financial Economics, 66:241-269, 2002.

  • D.

    Geltner and N. Miller. Commercial Real Estate Analysis and Investments. Reiter’s Books, 2001.

  • D.

    Geltner, B. MacGregor, and G. Schwann. Appraisal smoothing and price discovery in real estate markets. Urban Studies, 40(5-6):1047–1064, May 2003.

  • C.

    Jones and O. Lamont. Short sale constraints and stock returns. Journal of Financial Economics, 66: 207-239, 2002.

O. Lamont and J. Stein. Aggregate short interest and market valuations. Review, 94:29–32, 2004.

The American Economic

15

Document info
Document views63
Page views63
Page last viewedThu Dec 08 15:09:48 UTC 2016
Pages24
Paragraphs568
Words6666

Comments