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Hedging of American equity options : do call and put prices always move in the direction as predicted by the movement in the underlying stock price?
Nordén, Lars - In: Journal of multinational financial management 11 (2001) 4/5, pp. 321-340
Persistent link: https://www.econbiz.de/10001612556
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Asymmetric option price distribution and bid-ask quotes : consequences for implied volatility smiles
Nordén, Lars - In: Journal of multinational financial management 13 (2003) 4/5, pp. 423-441
Persistent link: https://www.econbiz.de/10001782073
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Individual home bias, portfolio churning and performance
Nordén, Lars - In: The European journal of finance 16 (2010) 3/4, pp. 329-351
Persistent link: https://www.econbiz.de/10003996405
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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
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The early exercise premium in American put option prices
Engström, Malin; Nordén, Lars - In: Journal of multinational financial management 10 (2000) 3/4, pp. 461-479
Persistent link: https://www.econbiz.de/10001532724
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Early exercise of American put options : investor rationality on the Swedish equity options market
Engström, Malin; Nordén, Lars; Strömberg, Anders - In: The journal of futures markets 20 (2000) 2, pp. 167-188
Persistent link: https://www.econbiz.de/10001447780
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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
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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
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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
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An investigation of intradaily regularities in Swedish stock market returns
Nordén, Lars - 1993
Persistent link: https://www.econbiz.de/10000863406