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Box Spread Arbitrage Profits following the 1987 Market Crash: Real or Illusory?
Hemler, Michael L., (1997)
THE JOURNAL OF FUTURES MARKETS - SPECIAL ISSUE ON TRADING - The Relationship between Index Option Moneyness and Relative Liquidity
Etling, Cheri, (2000)
The forecast quality of CBOE implied volatility indexes
Corrado, Charles J., (2005)