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Time-dependent variance and the pricing bond options
Schaefer, Stephen M. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1113-1128
Persistent link: https://www.econbiz.de/10001055484
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Optimal futures positions for large banking firms
Morgan, George Emir - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 175-195
Persistent link: https://www.econbiz.de/10001057971
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Overreactions in the options market
Stein, Jeremy C. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 1011-1023
Persistent link: https://www.econbiz.de/10001072852
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Why option prices lag stock prices : a trading-based explanation
Chan, Kalok - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
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Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
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Intraday price change and trading volume relations in the stock and stock option markets
Stephan, Jens A. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 191-220
Persistent link: https://www.econbiz.de/10001084197
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Option prices and the underlying asset's return distribution
Grundy, Bruce D. - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1045-1069
Persistent link: https://www.econbiz.de/10001110297
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Market making in the options markets and the costs of discrete hedge rebalancing
Jameson, Melvin Hugh - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 765-779
Persistent link: https://www.econbiz.de/10001128121
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Do firms hedge in response to tax incentives?
Graham, John R.; Rogers, Daniel A. - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 815-839
Persistent link: https://www.econbiz.de/10001684733