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Price dynamics and error correction in stock index and stock index futures markets : a cointegration approach
Wahab, Mamoud S., (1993)
The interrelation of stock and options market trading-volume data
Anthony, Joseph H., (1988)
Implied volatility in options markets and conditional heteroscedasticity in stock markets
Choi, Seung-mook S., (1992)
Asset price dynamics, volatility, and prediction
Taylor, Stephen, (2005)
Rewards available to currency futures speculators : compensation for risk or evidence of inefficient pricing?
Taylor, Stephen, (1992)
The behaviour of futures prices over time
Taylor, Stephen, (1985)