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A test of calendar seasonalities in stock market risk implied from index futures options
Barone-Adesi, Giovanni, (1994)
Predicting stock market volatility : a new measure
Fleming, Jeff, (1995)
The daily distribution of changes in the price of stock index futures
Dyl, Edward A., (1986)
Asymmetric information, voluntary ratings and the rating agency of Malaysia
Nayar, Nandkumar, (1993)
Seasonal effects in S&P 100 index option returns
Cotner, John S., (1993)
Seasonal Effects in S&P 100 Index Option Returns