Narrow search
Showing 71 - 80 of 107
Cover Image
Options trading when the underlying market in not transparent
Board, John L. G. - In: The journal of futures markets 18 (1998) 2, pp. 225-242
Persistent link: https://www.econbiz.de/10001239190
Cover Image
The impact of warrant introductions on the underlying stocks, with a comparison to stock options
Alkebäck, Per - In: The journal of futures markets 18 (1998) 3, pp. 307-328
Persistent link: https://www.econbiz.de/10001242652
Cover Image
Volatility discovery across stock limit order book and options markets
Wang, Qin - In: The journal of futures markets 34 (2014) 10, pp. 934-956
Persistent link: https://www.econbiz.de/10010508688
Cover Image
Option market characteristics and price monotonicity violations
Yang, Heejin; Choi, Hyung-Suk; Ryu, Doojin - In: The journal of futures markets 37 (2017) 5, pp. 473-498
Persistent link: https://www.econbiz.de/10011950721
Cover Image
Oil and stock markets before and after financial crises : a local Gaussian correlation approach
Bampinas, Georgios; Panagiōtidēs, Theodōros - In: The journal of futures markets 37 (2017) 12, pp. 1179-1204
Persistent link: https://www.econbiz.de/10011951028
Cover Image
Stock return dynamics, option volume, and the information content of implied volatility
Mayhew, Stewart; Stivers, Christopher T. - In: The journal of futures markets 23 (2002) 7, pp. 615-646
Persistent link: https://www.econbiz.de/10001769715
Cover Image
Option-expiration effects in small markets : the Spanish stock exchange
Corredor, Pilar; Lechón, P.; Santamaría Aquilué, Rafael - In: The journal of futures markets 21 (2001) 10, pp. 905-928
Persistent link: https://www.econbiz.de/10001613568
Cover Image
Market volatility and the demand for hedging in stock index futures
Chang, Eric Chieh; Chou, Ray Yeutien; Nelling, Edward F. - In: The journal of futures markets 20 (2000) 2, pp. 105-125
Persistent link: https://www.econbiz.de/10001447452
Cover Image
The disappearing January/turn of the year effect : evidence from stock index futures and cash markets
Szakmary, Andrew Charles; Kiefer, Dean B. - In: The journal of futures markets 24 (2004) 8, pp. 755-784
Persistent link: https://www.econbiz.de/10002138810
Cover Image
An empirical examination of the pricing of exchange-traded barrier options
Easton, Steve; Gerlach, Richard; Graham, Melissa; Tuyl, … - In: The journal of futures markets 24 (2004) 11, pp. 1049-1064
Persistent link: https://www.econbiz.de/10002248656