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The performance of options based investment strategies : evidence for individual stocks from 2004 to 2019
Hemler, Michael Lee; Li, Zhuo; Miller, Thomas W. - In: The journal of derivatives : JOD 32 (2024) 1, pp. 32-62
Persistent link: https://www.econbiz.de/10015200628
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Mutual fund performance components : an application to asset allocation mutual funds
Khang, Kenneth; Miller, Thomas W. - In: Applied economics 54 (2022) 25, pp. 2933-2948
Persistent link: https://www.econbiz.de/10013171143
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The options market response to accounting earnings announcements
Truong, Cameron; Corrado, Charles Joseph; Chen, Yangyang - In: Journal of international financial markets, … 22 (2012) 3, pp. 423-450
Persistent link: https://www.econbiz.de/10009623553