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Hedging performance of the Swe...
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Nordén, Lars
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The journal of futures markets
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Working paper series / Department of Economics, School of Economics and Management, University of Lund
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
Handels- och ickehandelseffekter i OMX-index : är den underliggande processen kontinuerlig?
Nordén, Lars
-
1992
Persistent link: https://www.econbiz.de/10000828864
Saved in:
8
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:
9
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:
10
An investigation of intradaily regularities in Swedish stock market returns
Nordén, Lars
-
1993
Persistent link: https://www.econbiz.de/10000863406
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