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isPartOf:"Journal of financial economics"
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Journal of financial economics
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In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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Meddelanden från Svenska Handelshögskolan
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Index option returns and generalized entropy bounds
Liu, Yan
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://www.econbiz.de/10012693881
Saved in:
2
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
3
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas
;
Martens, Martin
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
Saved in:
4
Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel
- In:
Journal of financial economics
41
(
1996
)
1
,
pp. 129-149
Persistent link: https://www.econbiz.de/10001196552
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