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Contract Options for Buyers and Sellers of Talent in Professional Sports

Duane W Rockerbie, Stephen T. Easton

1st Edition 2020, 2020

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The Run to the Pennant: A Multiple Equilibria Approach to Professional Sports Leagues

2014, 2013

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Disruptive Procurement: Winning in a Digital World

1st ed. 2020., 2020

Volltextzugriff (PDF)

A Refutation of the Existence of the Other January Effect

International review of finance, 2007-09, Vol.7 (3-4), p.89-104

2007

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The pricing of High Yield Equity Notes

Accounting and finance (Parkville), 2002-11, Vol.42 (3), p.239-249

2002

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The demutualisation of AMP Society: an example of the valuation of collars comprising Asian options

Australian journal of management, 2000-12, Vol.25 (3), p.283-297

2000

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An investigation of the robustness of the day-of-the-week effect in Australia

Applied financial economics, 1994-04, Vol.4 (2), p.99-110

1994

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Put-call parity with futures-style margining

The journal of futures markets, 1997-04, Vol.17 (2), p.215-227

Easton, Stephen A.

1997

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A note on modified lattice approaches to option pricing

The journal of futures markets, 1996-08, Vol.16 (5), p.585-594

Easton, Stephen A.

1996

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The pricing of Low Exercise Price Options

Australian journal of management, 1998-12, Vol.23 (2), p.203-212

1998

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Takeover activity and share returns in Australia: a note

Applied economics letters, 1994-04, Vol.1 (4), p.66-68

Easton, Stephen A.

1994

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The accuracy and timeliness of survey forecasts of six-month and twelve-month ahead exchange rates

Applied financial economics, 1995-12, Vol.5 (6), p.367-372

1995

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A note on the effects of contract adjustments on the prices of put and call options

Journal of banking & finance, 1995-08, Vol.19 (5), p.937-948

1995

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Australian government sector initial public offerings

Applied economics letters, 1996-09, Vol.3 (9), p.603-605

1996

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New evidence on the impact of tax-loss selling on the turn of the year effect

Journal of banking & finance, 1993-02, Vol.17 (1), p.131-144

1993

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Weak-Form Efficiency in the Nineteenth Century: A Study of Daily Prices in the London Market for 3 per cent Consols, 1821-1860

Economica (London), 1989-02, Vol.56 (221), p.61-70

1989

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The price of high yield equity notes

Accounting and finance (Parkville), 2002-11, Vol.42 (3), p.239

2002

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PUT-CALL PARITY WITH FUTURES-STYLE MARGINING: INTRODUCTION

The journal of futures markets, 1997-04, Vol.17 (2), p.215

Easton, Stephen A

1997

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A NOTE ON MODIFIED LATTICE APPROACHES TO OPTION PRICING: INTRODUCTION

The journal of futures markets, 1996-08, Vol.16 (5), p.585

Easton, Stephen A

1996

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Valuing bonds with embedded average price options

Australian journal of management, 1996-06, Vol.21 (1), p.29-40

Easton, Stephen A.

1996

Volltextzugriff (PDF)

The pricing of low exercise price options

Australian journal of management, 1998-12, Vol.23 (2), p.203-212

1998

Volltextzugriff (PDF)

Non simultaneity and apparent option mispricing in tests of put/ call parity

Australian journal of management, 1994-06, Vol.19 (1), p.47-60

Easton, Stephen A.

1994

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The efficiency of Australian football betting markets

Australian journal of management, 1995-12, Vol.20 (2), p.167-195

1995

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Weak-form efficiency in the nineteenth century: A study of daily prices in the London market for 3 per cent Consols, 1831-1860

Economica (London), 1989-02, Vol.56 (221), p.61

1989

Volltextzugriff (PDF)

Weak-form Efficiency in the Nineteenth Century: A Study of Daily Prices in the London Market for 3 per cent Consuls, 1821-1860

Economica (London), 1989-01, Vol.56 (221), p.61

1989

Volltextzugriff (PDF)

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Contract Options for Buyers and Sellers of Talent in Professional Sports

The Run to the Pennant: A Multiple Equilibria Approach to Professional Sports Leagues

Disruptive Procurement: Winning in a Digital World

A Refutation of the Existence of the Other January Effect

The pricing of High Yield Equity Notes

The demutualisation of AMP Society: an example of the valuation of collars comprising Asian options

An investigation of the robustness of the day-of-the-week effect in Australia

Put-call parity with futures-style margining

A note on modified lattice approaches to option pricing

The pricing of Low Exercise Price Options

Takeover activity and share returns in Australia: a note

The accuracy and timeliness of survey forecasts of six-month and twelve-month ahead exchange rates

A note on the effects of contract adjustments on the prices of put and call options

Australian government sector initial public offerings

New evidence on the impact of tax-loss selling on the turn of the year effect

Weak-Form Efficiency in the Nineteenth Century: A Study of Daily Prices in the London Market for 3 per cent Consols, 1821-1860

The price of high yield equity notes

PUT-CALL PARITY WITH FUTURES-STYLE MARGINING: INTRODUCTION

A NOTE ON MODIFIED LATTICE APPROACHES TO OPTION PRICING: INTRODUCTION

Valuing bonds with embedded average price options

The pricing of low exercise price options

Non simultaneity and apparent option mispricing in tests of put/ call parity

The efficiency of Australian football betting markets

Weak-form efficiency in the nineteenth century: A study of daily prices in the London market for 3 per cent Consols, 1831-1860

Weak-form Efficiency in the Nineteenth Century: A Study of Daily Prices in the London Market for 3 per cent Consuls, 1821-1860

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