Diego Amaya
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引用先
引用先
Does realized skewness predict the cross-section of equity returns?
D Amaya, P Christoffersen, K Jacobs, A Vasquez
Journal of Financial Economics 118 (1), 135-167, 2015
391*2015
The similarity of ECB’s communication
D Amaya, JY Filbien
Finance Research Letters 13, 234-242, 2015
302015
Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions
D Amaya, G Gauthier, TO Léautier
Journal of Risk and Insurance 82 (2), 359-399, 2015
172015
Distilling liquidity costs from limit order books
D Amaya, JY Filbien, C Okou, AF Roch
Journal of Banking & Finance 94, 16-34, 2018
102018
The Informational Content of High-Frequency Option Prices
D Amaya, JF Bégin, G Gauthier
Available at SSRN 2975355, 2020
7*2020
Media coverage and the decision to withdraw an IPO
D Amaya, JY Filbien, M Kooli
Working Paper, 34th AFFI Conference, Valence, France, 2017
22017
On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach
JF Bégin, D Amaya, G Gauthier, ME Malette
SIAM Journal on Financial Mathematics 11 (4), 1168-1208, 2020
12020
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
D Amaya, M Boudreault, DL McLeish
Journal of Economic Dynamics and Control 100, 297-313, 2019
12019
Explaining Stock Returns with Intraday Jumps!
D Amaya, A Vasquez
Working paper. doi: 10.2139/ssrn. 1929359, 2011
12011
Supplementary Material of
JF Bégin, D Amaya, G Gauthier, ME Malette
Available at SSRN, 2020
2020
Diamonds in the rough: The value of scouting for early-stage funding
D Amaya, M Brolley, BF Smith
The North American Journal of Economics and Finance 52, 101131, 2020
2020
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