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The information content of option trading and liquidity risk
Feng, Shih-Ping, (2021)
Illiquid bitcoin options
Guo, Yang, (2022)
Two Order Books Are Better than One? Trading at Settlement (TAS) in VIX Futures
Huskaj, Bujar, (2014)
Vulnerable options, risky corporate bond, and credit spread
Cao, Melanie, (2001)
Weather derivatives valuation and market price of weather risk
Cao, Melanie, (2004)
Stock market returns : a note on temperature anomaly
Cao, Melanie, (2005)