Browsing by Author "Constantinide, Eleni D."
Now showing items 1-5 of 5
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Book Chapter
Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; Constantinide, Eleni D.; Martzoukos, Spiros H. (2009)
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Article
Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; Constantinide, Eleni D.; Martzoukos, Spiros H. (2007)
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Article
The relation between changes in the information content of earnings and expected stock returns: Empirical evidence for Japan
Charitou, Andreas; Constantinide, Eleni D.; Louca, Christodoulos (2012)This paper examines the relationship between changes in the information content of earnings with expected stock returns for the Japanese market during the period of 1991-2001. Results show that a mimicking portfolio return ...
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Book
Size and book-to-market factors in earnings and stock returns: empirical evidence for Japan
Charitou, Andreas; Constantinide, Eleni D. (2004)
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Book
Size and book-to-market factors in earnings, cash flows and stock returns: empirical evidence for the UK
Charitou, Andreas; Constantinide, Eleni D. (2003)