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~person:"Ackert, Lucy F."
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Ackert, Lucy F.
McAleer, Michael
31
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26
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25
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21
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17
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Efficiency in index options markets and trading in stock baskets
Ackert, Lucy F.
;
Tian, Yisong Sam
-
1999
Persistent link: https://www.econbiz.de/10001393315
Saved in:
2
Time-varying volatility in Canadian and US stock index and index futures markets : a multivariate analysis
Racine, Marie D.
;
Ackert, Lucy F.
-
1999
Persistent link: https://www.econbiz.de/10001408054
Saved in:
3
Efficiency in index options markets and trading in stock baskets
Ackert, Lucy F.
;
Tian, Yisong Sam
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1607-1634
Persistent link: https://www.econbiz.de/10001603569
Saved in:
4
Stochastic trends and conintegration in the market for equities
Ackert, Lucy F.
;
Racine, Marie D.
- In:
Journal of economics & business
51
(
1999
)
2
,
pp. 133-143
Persistent link: https://www.econbiz.de/10001418217
Saved in:
5
The introduction of Toronto index participation units and arbitrage opportunities in the Toronto 35 index option market
Ackert, Lucy F.
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 44-53
Persistent link: https://www.econbiz.de/10001246677
Saved in:
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