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Using intraday data to test for effects of index futures on the underlying stock markets
Choi, Hong, (1994)
Financial market spillovers around the globe
Dimpfl, Thomas, (2011)
The effect of options on stock prices : 1973 to 1995
Sorescu, Sorin M., (2000)
An immunized hedge procedure for bond futures
Chance, Don M., (1985)
A theory of the value of active investment management and its implications for closed-end funds and investment management contracts
Chance, Don M., (1997)
Empirical tests of the pricing of index call options
Chance, Don M., (1986)