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Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S., (2000)
Index futures and options and stock market volatility
Pericli, Andreas Neophytou, (1997)
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff, (1998)
New options instruments : arbitrageable linkages and valuation
Stoll, Hans R., (1985)
Expiration-day effects of the all ordinaries share price index futures : empirical evidence and alternative settlement procedures
Stoll, Hans R., (1997)
New option instruments : arbitrageable linkages and valuation
Stoll, Hans R., (1986)