Derivatives and Market (Il)liquidity.

Authors: Huang, Shiyang¹ (AUTHOR) huangsy@hku.hk, Yueshen, Bart Z.² (AUTHOR) b@yueshen.me, Zhang, Cheng³ (AUTHOR) cheng.zhang161@du.edu

Source: Journal of Financial & Quantitative Analysis. Feb2024, Vol. 59 Issue 1, p157-194. 38p.

Subject Terms: *Derivative securities, *Liquidity (Economics), *Risk premiums, *Rational expectations (Economic theory), *Economic equilibrium, *Information asymmetry, Jacobian matrices

The Limits of Interest: Moral economy and public engagement in the regulation of derivatives in the United States.

Authors: Ziegler, J. Nicholas¹ (AUTHOR) j_ziegler@brown.edu, Posch, Konrad^2,3 (AUTHOR) konrad.posch@berkeley.edu, Nath, Thomas⁴ (AUTHOR)

Source: Regulation & Governance. Oct2024, Vol. 18 Issue 4, p1309-1331. 23p.

Subject Terms: *Financial crises, *Derivative securities, *Banking industry, *Financial instruments, *Service industries

Hedge Accounting in the Consolidated Financial Statements of WIG 40 Companies.

Alternate Title: Rachunkowość zabezpieczeń w skonsolidowanych sprawozdaniach finansowych spółek z WIG-40.

Authors: Hyży, Maciej¹ maciej.hyzy@ug.edu.pl

Source: Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu. 2024, Vol. 68 Issue 4, p1-9. 9p.

Subject Terms: *Derivative securities, *Consolidated financial statements, *Financial statements, *Financial instruments, *Financial performance

Does the hedge pay? Assessing natural hedging's role in firm valuation under varying macroeconomic conditions.

Authors: Saharan, Anureet¹ (AUTHOR) anureetsaharan@gmail.com, Rajendran, Madhumathi¹ (AUTHOR)

Source: Future Business Journal. 12/24/2024, Vol. 10 Issue 1, p1-18. 18p.

Subject Terms: *Derivative securities, *External debts, *National currencies, Structural equation modeling, Least squares

Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives.

Authors: Ben-Abdellatif, Malek¹ (AUTHOR) malek.ben-abdellatif@eslsca.edu.eg, Ben-Ameur, Hatem² (AUTHOR) hatem.ben-ameur@hec.ca, Chérif, Rim³ (AUTHOR) rim.cherif@aucegypt.edu, Rémillard, Bruno² (AUTHOR) bruno.remillard@hec.ca

Source: Risks. Dec2024, Vol. 12 Issue 12, p183. 15p.

Subject Terms: *Derivative securities, *Parallel programming, *Dynamic programming, *Bonds (Finance), Polynomials

Natural Cubic Spline Approximation of Risk-Neutral Density.

Authors: Zhou, Shuang¹ (AUTHOR) shuangyzhou@gmail.com, Jiang, Liyuan¹ (AUTHOR) lyjiang.sep@gmail.com, Li, Keren² (AUTHOR) kli@uab.edu, Wang, Fangfang³ (AUTHOR) fwang4@wpi.edu, Yang, Jie¹ (AUTHOR) jyang06@uic.edu

Source: International Journal of Financial Studies. Dec2024, Vol. 12 Issue 4, p127. 31p.

Subject Terms: *Derivative securities, *Prices, *Financial markets, Constrained optimization, Least squares

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Ulusal Literatürde Müşteri Katılımının Kavramsallaştırılması ve Öne Çıkan Temalar Üzerine Bibliyografik Bir Analiz.

Alternate Title: Conceptualization of Customer Engagement and Prominent Themes in National Literature: A Bibliographic Analysis.

Authors: PINAR, Melike¹ melike.pinar@asbu.edu.tr, ERYİĞİT, Canan² canand@hacettepe.edu.tr

Source: Journal of Business Research-Turk / Isletme Arastirmalari Dergisi. 2024, Vol. 16 Issue 3, p1531-1551. 21p.

Subject Terms: *Derivative securities, *Stock index futures, *Economic indicators, *Futures market, Islamic finance, GARCH model

Bist Vadeli İşlemler Piyasası İle Katılım Endeksleri Arasındaki İlişkinin Analizi.

Alternate Title: Analysis of the Relationship between the Futures Market and Participation Indices in Bist.

Authors: TÜRKAN, Yavuz¹ yturkan@bingol.edu.tr

Source: Journal of Business Research-Turk / Isletme Arastirmalari Dergisi. 2024, Vol. 16 Issue 3, p1522-1530. 9p.

Subject Terms: *Derivative securities, *Stock index futures, *Economic indicators, *Futures market, Islamic finance

INTERNATIONAL STATISTICS.

Source: Economic Indicators. Feb2025, p35-37. 3p.

Subjects: SPECIAL drawing rights, UNITED States. Dept. of Commerce, ECONOMIC indicators, LOANS, BALANCE of trade, STATISTICS, DERIVATIVE securities

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Going "Beyond" Mere Transformation: Warhol and Reconciliation of the Derivative Work Right and Fair Use.

Authors: Balganesh, Shyamkrishna¹, Menell, Peter S.²

Source: Columbia Journal of Law & the Arts. 2024, Vol. 47 Issue 3, p413-448. 36p.

Subject Terms: *DERIVATIVE works (Copyright), *FAIR use (Copyright), *JURISPRUDENCE, *COPYRIGHT of art, *COPYRIGHT

Company/Entity: ANDY Warhol Foundation for the Visual Arts (Organization) , UNITED States. Supreme Court

Exploring the Economic, Social, and Moral Justice Ramifications of the Warhol Decision.

Authors: Menell, Peter S.¹, Mtima, Lateef²

Source: Columbia Journal of Law & the Arts. 2024, Vol. 47 Issue 3, p449-512. 64p.

Subject Terms: *FAIR use (Copyright), *DERIVATIVE works (Copyright), *JUSTICE, *COPYRIGHT, *COPYRIGHT of art, *SOCIAL justice, *DISTRIBUTIVE justice, COPYRIGHT Act of 1909

What the Warhol Court Got Wrong: Use as an Artist Reference and the Derivative Work Doctrine.

Authors: Silbey, Jessica¹, Subotnik, Eva E.²

Source: Columbia Journal of Law & the Arts. 2024, Vol. 47 Issue 3, p353-411. 59p.

Subject Terms: *DERIVATIVE works (Copyright), *COPYRIGHT of art, *FAIR use (Copyright), *COPYRIGHT infringement, *ARTISTS

Company/Entity: ANDY Warhol Foundation for the Visual Arts (Organization) , UNITED States. Supreme Court

Corporate Hedging and IPO Underpricing in Türkiye.

Alternate Title: Türkiye'de Kurumsal Riskten Korunma ve İlk Halka Arzlarda Düşük Fiyatlandırma.

Authors: Aytürk, Yusuf¹ yayturk@istanbul.edu.tr, Akbaba, Caner² canerakbaba@mu.edu.tr

Source: SIYASAL: Journal of Political Science. 2024, Vol. 33 Issue 2, p353-373. 21p.

Subject Terms: *INVESTORS, DERIVATIVE securities, GOING public (Securities), HEDGING (Finance), FINANCIAL risk management, INFORMATION asymmetry

衍生性金融商品使用目的與適用避險會計對盈餘資 訊性之影響.

Alternate Title: Does Use Purpose and Hedging Effectiveness Matter for the Earnings Informativeness of Financial Derivatives?

Authors: 陳慶隆¹, 潘昭容¹

Source: Journal of Management & Systems. May2024, Vol. 31 Issue 2, p193-236. 44p.

Subject Terms: *Investors, *Derivative securities, *Stock prices, *Accounting, Diagnosis methods

Hedge Accounting Improvements (Proposal).

Source: GAAP Update Service. 2/28/2025, Vol. 25 Issue 4, p1-11. 11p.

Subject Terms: *Interest rates, *Derivative securities, *Accounting, *Hedging (Finance), *Market exposure (Investments), *Interest rate swaps

On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends: On asset pricing in a binomial model...: E. Babaei.

Authors: Babaei, Esmaeil¹ (AUTHOR) E.Babaei@mmu.ac.uk

Source: Mathematical Methods of Operations Research. Feb2025, Vol. 101 Issue 1, p29-50. 22p.

Subject Terms: *Derivative securities, *Hedging (Finance), *Transaction costs, *Prices of securities, *Dividends

NN de-Americanization: an efficient method to facilitate calibration of American-style options.

Authors: Pommergård Lind, Peter¹ (AUTHOR) pplinvest1@gmail.com, Gatheral, Jim² (AUTHOR)

Source: Quantitative Finance. Jan2025, Vol. 25 Issue 1, p1-16. 16p.

Subject Terms: *Options (Finance), *Derivative securities, *Artificial neural networks, Statistical models