2

Implied ICA: Factor Extraction and Multiasset Derivative Pricing

Kumiega, Andrew, Neururer, Thaddeus, Vliet, Ben Van
Journal:
The Journal of Derivatives
Année:
2012
Langue:
english
Fichier:
PDF, 1.48 MB
english, 2012
3

Trading system capability

Kumiega, Andrew, Neururer, Thaddeus, Van Vliet, Ben
Journal:
Quantitative Finance
Année:
2014
Langue:
english
Fichier:
PDF, 1.02 MB
english, 2014
5

Environmental performance and analyst information processing costs

Griffin, Paul A., Neururer, Thaddeus, Sun, Estelle Y.
Journal:
Journal of Corporate Finance
Année:
2018
Langue:
english
Fichier:
PDF, 1.24 MB
english, 2018
7

Do Shareholder Activists Care about Accounting and Audit Quality?

Adams, Thomas, Neururer, Thaddeus
Journal:
SSRN Electronic Journal
Année:
2019
Langue:
english
Fichier:
PDF, 434 KB
english, 2019
8

Multifactor index variance: The case of the SPX 2000 to 2010

Thaddeus Neururer, Andrew Kumiega
Journal:
Journal of Futures Markets
Année:
2012
Langue:
english
Fichier:
PDF, 753 KB
english, 2012
9

Investor Behavior, Reporting Intervals, and HedgeFund Stability

Kumiega, Andrew, Neururer, Thaddeus, Vliet, Ben Van
Journal:
The Journal of Investing
Année:
2012
Langue:
english
Fichier:
PDF, 1.27 MB
english, 2012
11

Trading System Capability

Kumiega, Andrew, Neururer, Thaddeus, Van Vliet, Ben
Journal:
SSRN Electronic Journal
Année:
2012
Langue:
english
Fichier:
PDF, 333 KB
english, 2012
13

Implied ICA: Factor Extraction and Multi-Asset Derivative Pricing

Kumiega, Andrew, Neururer, Thaddeus, Van Vliet, Ben
Journal:
SSRN Electronic Journal
Année:
2012
Langue:
english
Fichier:
PDF, 450 KB
english, 2012
15

The Information Content of Analysts' Book Value Per Share Forecasts

Black, Dirk E., Neururer, Thaddeus
Journal:
SSRN Electronic Journal
Année:
2016
Langue:
english
Fichier:
PDF, 900 KB
english, 2016