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A time series test of calendar seasonalities in the S & P 500 index since the introduction of index derivative securities
Cyr, Don J., (1994)
Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987
Arshanapalli, Bala Gangadhar, (1994)
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S., (2000)
Pre and post-October 1987 stock market linkages between US and Asian markets
Arshanapalli, Bala Gangadhar, (1995)
Integration of Euro-money markets
Arshanapalli, Bala Gangadhar, (1993)
Asian equity markets and the role of Japan