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Empirical tests of the pricing of index call options
Chance, Don M. - In: Advances in futures and options research : a research annual 1 (1986), pp. 141-166
Persistent link: https://www.econbiz.de/10001339368
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Parity tests of index options
Chance, Don M. - In: Advances in futures and options research : a research annual 2 (1987), pp. 47-64
Persistent link: https://www.econbiz.de/10001081787
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Market-determined premia for American currency spot options
Hilliard, Jimmy E. - In: Advances in futures and options research : a research annual 5 (1991), pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
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A transaction data study of stock returns and trading activity during option expiration periods
Ferris, Stephen P. - In: Advances in futures and options research : a research annual 5 (1991), pp. 149-174
Persistent link: https://www.econbiz.de/10001123291