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Mustafa Chowdhury · Study

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Mustafa Chowdhury

6 works· latest 1997· 2 institutionscluster: provisional

h-index6

i106

Citations560

Works here6

91

92

93

97

Most cited in this library

Implied ARCH models from options prices1992 · 297 citations
Long-run dynamics of black and official exchange rates1991 · 64 citations
The Relation between Aggregate Insider Transactions and Stock Market Returns1993 · 59 citations
Conditional Dependence in Precious Metal Prices1991 · 56 citations
Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?1997 · 56 citations

Works

6 shown

Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

Management Science·1997·4 authors

56citations

Implied Risk Aversion Parameter from Option Prices

Financial Review·1997·2 authors

28citations

The Relation between Aggregate Insider Transactions and Stock Market Returns

Journal of Financial and Quantitative Analysis·1993·3 authors

59citations

Implied ARCH models from options prices

Journal of Econometrics·1992·2 authors

297citations

Long-run dynamics of black and official exchange rates

Journal of International Money and Finance·1991·2 authors

64citations

Conditional Dependence in Precious Metal Prices

Financial Review·1991·4 authors

56citations