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Applied Mathematical Finance, 2008
In this note, we develop stock option price approximations for a model which takes both the risk o default and the stochastic volatility into account. We also let the intensity of defaults be influenced by the volatility. We show that it might be possible to infer the risk neutral default intensity from the stock option prices.
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On the Pricing Of Chinese Stocks

International Business & Economics Research Journal (IBER), 2013
This study identifies the leading risk attributes to Chinese stock returns. We demonstrate that the forecasting ability of a multifactor expression that includes micro (fundamental) risk factors conditioned by time-varying macro global and local risk factors is significantly superior to the forecasting ability of simpler nested unconditional models. We
Eric Girard, Fang Zhao, James R. Nolan
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Stock Price Expectations and Stock Trading [PDF]

, 2012
Analyzes the relationships between actual stock market price changes and the subjective probability of price changes, and between the subjective probability of price changes and the likelihood of engaging in stock trading.
Susann Rohwedder +3 more
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Stock's Bellum Gallicum - Caesar de Bello Gallico, Bks. I.–VII., according to the text of Emanuel Hoffmann (Vienna, 1890), with Introduction and Notes by St. George Stock. Oxford, Clarendon Press. Pp. 586. Post 8vo. Cloth. Price 10s. 6d. [PDF]