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An intraweek seasonality in the implied volatilities of individual and index options
Morse, Joel N., (1991)
The effect of individual stock option expirations on stock returns before and after the introduction of SP 100 index options
Vu, Joseph D., (1988)
Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract
Aragó-Manzana, Vicent, (2003)
Hedge ratios in up and down equity markets
Junkus, Joan C., (1987)
Systematic skewness in futures contracts
Junkus, Joan C., (1991)
Agricultural and metallurgical derivatives : pricing
Junkus, Joan C., (2010)