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Cartilaginous deposits in subchondral bone in regions of exposed bone in osteoarthritis of the human knee: Histomorphometric study of PRG4 distribution in osteoarthritic cartilage
Zhang, Dong; Johnson, Lanny J.; Hsu, Hu-Ping; Spector, Myron - In: Journal of orthopaedic research : official publ. of the … 25 (2007) 7, pp. 873-883
Persistent link: https://www.econbiz.de/10007744276
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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/10006839659
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Information flows and option bid-ask spreads
Berchtold, Fredrik; Nordén, Lars - In: The journal of futures markets 25 (2005) 12, pp. 1147-1172
Persistent link: https://www.econbiz.de/10006811225
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Home sweet home: Home bias and international diversification among individual investors
Karlsson, Anders; Nordén, Lars - In: Journal of banking & finance 31 (2007) 2, pp. 317-334
Persistent link: https://www.econbiz.de/10007596854
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A brighter future with lower transactions costs?
Nordén, Lars - In: The journal of futures markets 29 (2009) 8, pp. 775
Persistent link: https://www.econbiz.de/10008265734
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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, pp. 423-442
Persistent link: https://www.econbiz.de/10007104911
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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, pp. 321-340
Persistent link: https://www.econbiz.de/10007112927
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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, pp. 461-480
Persistent link: https://www.econbiz.de/10007117269
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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/10007305375
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Option happiness and liquidity: Is the dynamics of the volatility smirk affected by relative option liquidity?
Nordén, Lars; Xu, Caihong - In: The journal of futures markets 32 (2012) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10009819015