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A reexamination of price behavior surrounding option introduction
Ho, Li-chin Jennifer, (1997)
Using ex-day returns to separate the tax and information effects of diffidend changes
Siddiqi, Mazhar A., (1997)
The linkages between the equity markets of Pacific-Basin countries and those of the US, UK, and Japan : a vector autoregression analysis
Park, Jinwoo, (1993)
Non-linear cointegration between stock prices and dividends
Kanas, Angelos, (2003)
Exchange rate economic exposure under collusive pricing and hedging using Asian currency options
Kanas, Angelos, (2000)
Is economic exposure asymmetric between long-run depreciations and appreciations? : Testing using cointegration analysis
Kanas, Angelos, (1997)