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Implied index volatilities and intraweek effects in the US equity market
Becker, Kent Gregory, (1991)
Seasonal effects in the value line and Standard and Poor's 500 cash and futures returns
Çınar, E. Miné, (1992)
Seasonality in the option market
Dickinson, Amy, (1989)
Empirical test of valuation models for options on t-note and t-bond futures
Cakici, Nusret, (1993)
Pricing stock index futures with stochastic interest rates
Cakici, Nusret, (1991)
Market discipline, bank subordinated debt, and interest rate uncertainty