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Annals of Finance

Issue 4/2019

Content (4 Articles)

Research Article

Momentum and reversal in financial markets with persistent heterogeneity

Giulio Bottazzi, Pietro Dindo, Daniele Giachini

Research Article

Dynamic contagion in a banking system with births and defaults

Tomoyuki Ichiba, Michael Ludkovski, Andrey Sarantsev

Research Article

Semi-nonparametric approximation and index options

Julia Jiang, Weidong Tian