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Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?
Vaidyanathan, Ravi - In: The journal of futures markets 12 (1992) 6, pp. 659-677
Persistent link: https://www.econbiz.de/10001133905
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The informational role of option trading volume in equity index options markets
Sarwar, Ghulam - In: Review of quantitative finance and accounting 24 (2005) 2, pp. 159-176
Persistent link: https://www.econbiz.de/10002851822
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The VIX market volatility index and US stock index returns
Sarwar, Ghulam - In: Journal of international business and economics : JIBE 11 (2011) 4, pp. 167-179
Persistent link: https://www.econbiz.de/10009380073
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Intertemporal relations between the market volatility index and stock index returns
Sarwar, Ghulam - In: Applied financial economics 22 (2012) 10/12, pp. 899-909
Persistent link: https://www.econbiz.de/10009624959