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Asymmetric structure of bid-ask spreads across the business cycle
Lin, Chien-Chih, (2016)
Analysis of the effect of index futures on stock market with a new Fama-French 3-factor model
Bei, Xinyue, (2014)
Der DAX future : Bewertung und empirische Analyse
Röder, Klaus, (1994)
Forecasting volatility
Figlewski, Stephen, (1997)
Hedging with stock index futures : theory and application in a new market
Figlewski, Stephen, (1985)
Options arbitrage in imperfect markets
Figlewski, Stephen, (1989)