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Analysis of the effect of index futures on stock market with a new Fama-French 3-factor model
Bei, Xinyue, (2014)
Asymmetric structure of bid-ask spreads across the business cycle
Lin, Chien-Chih, (2016)
Expiration day effects of index futures and options : evidence from a market with a long settlement period
Alkebäck, Per, (2000)
Arbitrage based pricing of stock index options
Figlewski, Stephen, (1985)
Forecasting volatility
Figlewski, Stephen, (1997)
Hedging with stock index futures : theory and application in a new market