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New options instruments : arbitrageable linkages and valuation

Stoll, Hans R. - In: Geld, Banken und Versicherungen : Beiträge zum ... … 3 (1985) 2, pp. 1067-1076

Persistent link: https://www.econbiz.de/10001009777

Effects of options on underlying assets

Stoll, Hans R. - In: Aussenwirtschaft : schweizerische Zeitschrift für … 42 (1987) 2, pp. 199-212

Persistent link: https://www.econbiz.de/10001031321

New option instruments : arbitrageable linkages and valuation

Stoll, Hans R. - In: Advances in futures and options research : a research annual 1 (1986), pp. 25-62

Persistent link: https://www.econbiz.de/10001339372

Expiration-day effects : what has changed?

Stoll, Hans R. - In: Financial analysts' journal : FAJ 47 (1991) 1, pp. 58-72

Persistent link: https://www.econbiz.de/10001106429

Microstructure of world trading markets : special issue

Stoll, Hans R. (contributor) - In: Journal of financial services research : JFSR 6 (1992) 4, pp. 301-454

Persistent link: https://www.econbiz.de/10001148533

Program trading and individual stock returns : ingredients of the triple-witching brew

Stoll, Hans R. - In: The journal of business : B 63 (1990) 1

Persistent link: https://www.econbiz.de/10001274007

Grain Futures Contracts: An Economic Appraisal

Pirrong, S. Craig; Haddock, David; Kormendi, Roger; … - 1993

This book is an independent scholarly analysis of the economics of the grain futures contracts of the Chicago Board of Trade (CBT), special attention being paid to the recent performance and future prospects of a crucial aspect of grain futures contracts - the delivery process. Delivery links...

Persistent link: https://www.econbiz.de/10013521862

Technology and hedging behavior : a proof of Hicks' conjecture

O'Hara, Maureen - In: The American economic review 75 (1985) 5, pp. 1186-1190

Persistent link: https://www.econbiz.de/10001008874