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Valuation of stock index futures and their relation to the underlying index : theory and evidence
Junkus, Joan C., (1984)
Options on stock indexes : a comparison of the black-scholes option pricing formula and an autogregressive model
Halpern, Marc, (1985)
Empirical tests of the pricing of index call options
Chance, Don M., (1986)
Stock splits, volatility increases, and implied volatilities
Sheikh, Aamir M., (1989)
The behavior of volatility expectations and their effects on expected returns
Sheikh, Aamir M., (1993)
Essays on volatilities implied by option prices
Sheikh, Aamir M., (1987)