| Year |
Citation |
Score |
| 2012 |
Wolf A, Hessel C. Pricing Options on Foreign Currency with a Preset Exchange Rate Journal of Mathematical Finance. 2012: 214-224. DOI: 10.4236/Jmf.2012.23024 |
0.365 |
|
| 2010 |
Schwartz RA, Wolf A, Paroush J. The dynamic process of price discovery in an equity market Managerial Finance. 36: 554-565. DOI: 10.2139/Ssrn.1107431 |
0.502 |
|
| 2009 |
Bali TG, Demirtas KO, Levy H, Wolf A. Bonds versus stocks: Investors' age and risk taking Journal of Monetary Economics. 56: 817-830. DOI: 10.1016/J.Jmoneco.2009.06.015 |
0.38 |
|
| 2005 |
Grant JL, Wolf A, Yu S. Intraday price reversals in the US stock index futures market: A 15-year study Journal of Banking and Finance. 29: 1311-1327. DOI: 10.1016/J.Jbankfin.2004.04.006 |
0.65 |
|
| 2004 |
Yu S, Rentzler J, Wolf A. Long-Short Strategies May Not Be Factor-Neutral The Journal of Investing. 13: 44-53. DOI: 10.3905/Joi.2004.434550 |
0.66 |
|
| 2003 |
Yu S, Wolf A. Empirical Study on Price Momentum Strategy for Long, Short, and Long/Short Equity Portfolios: Optimal Rebalancing Period and Optimal Size The Journal of Wealth Management. 6: 73-87. DOI: 10.3905/Jwm.2003.320478 |
0.502 |
|
| 2003 |
Yu S, Wolf A. An Examination of Average Returns, Dispersion of Average Returns, and Bid-Ask Quotes: on Long, Short, and Long/Short Portfolios Under Different Trading Methods The Journal of Wealth Management. 5: 23-36. DOI: 10.3905/Jwm.2003.320461 |
0.66 |
|
| 1995 |
Wolf A. Import and hedging uncertainty in international trade Journal of Futures Markets. 15: 101-110. DOI: 10.1002/Fut.3990150202 |
0.363 |
|
| 1992 |
Paroush J, Wolf A. The Derived Demand with Hedging Cost Uncertainty in the Futures Markets The Economic Journal. 102: 831-844. DOI: 10.2307/2234580 |
0.44 |
|
| 1991 |
Castelino MG, Francis JC, Wolf A. Cross‐Hedging: Basis Risk and Choice of the Optimal Hedging Vehicle The Financial Review. 26: 179-210. DOI: 10.1111/J.1540-6288.1991.Tb00376.X |
0.369 |
|
| 1987 |
Wolf A, Castelino M, Francis JC. Hedging mispriced options Journal of Futures Markets. 7: 147-156. DOI: 10.1002/Fut.3990070205 |
0.398 |
|
| 1986 |
Paroush J, Wolf A. Production and hedging decisions in futures and forward markets Economics Letters. 21: 139-143. DOI: 10.1016/0165-1765(86)90053-4 |
0.503 |
|
| 1984 |
Wolf A. Options of futures: Pricing and the effect of an anticipated price change Journal of Futures Markets. 4: 491-512. DOI: 10.1002/Fut.3990040405 |
0.498 |
|
| 1982 |
Wolf A. Fundamentals of commodity options on futures Journal of Futures Markets. 2: 391-408. DOI: 10.1002/Fut.3990020408 |
0.338 |
|
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