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~person:"Nordén, Lars"
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Index futures
6
Index-Futures
6
Schweden
5
Sweden
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1992-1993
2
Börsenkurs
2
Estimation
2
Hedging
2
Schätzung
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Nordén, Lars
Tse, Yiuman
21
Ryu, Doojin
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Röder, Klaus
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Kempf, Alexander
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Bamberg, Günter
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Engle, Robert F.
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Fung, Joseph K. W.
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Jackwerth, Jens Carsten
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Perrakis, Stylianos
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Bohl, Martin T.
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Han, Qian
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Lam, Kin
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Puttonen, Vesa
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Subrahmanyam, Avanidhar
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Working paper series / Department of Economics, School of Economics and Management, University of Lund
4
The journal of futures markets
2
Source
All
ECONIS (ZBW)
6
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1
Closing call auctions at the index futures market
Hagströmer, Björn
;
Nordén, Lars
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 299-319
Persistent link: https://www.econbiz.de/10010355429
Saved in:
2
Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
Nordén, Lars
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1169-1194
Persistent link: https://www.econbiz.de/10003392009
Saved in:
3
Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter
;
Nordén, Lars
-
1996
Persistent link: https://www.econbiz.de/10000932356
Saved in:
4
Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.
;
Hördahl, Peter
;
Nordén, Lars
-
1995
Persistent link: https://www.econbiz.de/10000921597
Saved in:
5
Hedging performance of the Swedish OMX stock index options : can the OMX-index be approximated by a portfolio of fewer stocks?
Nordén, Lars
;
Strömberg, Anders
-
1995
Persistent link: https://www.econbiz.de/10000916218
Saved in:
6
Stock index arbitrage profitability : a transactions data analysis of Swedish OMX-index cash and forward prices
Nordén, Lars
-
1994
Persistent link: https://www.econbiz.de/10000897132
Saved in:
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