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Evidence on the efficiency of index options markets
Ackert, Lucy F.; Tian, Yisong Sam - In: Economic review 85 (2000) 1, pp. 40-52
Persistent link: https://www.econbiz.de/10001494846
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The economics of conditional heteroskedasticity : evidence from Canadian and US stock and futures markets
Ackert, Lucy F. - In: Atlantic economic journal : AEJ 25 (1997) 4, pp. 371-385
Persistent link: https://www.econbiz.de/10001234648
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Efficiency in index options markets and trading in stock baskets
Ackert, Lucy F.; Tian, Yisong Sam - 1999
Persistent link: https://www.econbiz.de/10001393315
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The introduction of Toronto index participation units and arbitrage opportunities in the Toronto 35 index option market
Ackert, Lucy F. - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 44-53
Persistent link: https://www.econbiz.de/10001246677
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Efficiency in index options markets and trading in stock baskets
Ackert, Lucy F.; Tian, Yisong Sam - In: Journal of banking & finance 25 (2001) 9, pp. 1607-1634
Persistent link: https://www.econbiz.de/10001603569
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Stochastic trends and cointegration in the market for equities
Ackert, Lucy F.; Racine, Marie D. - 1999
Persistent link: https://www.econbiz.de/10001408053
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Time-varying volatility in Canadian and US stock index and index futures markets : a multivariate analysis
Racine, Marie D.; Ackert, Lucy F. - 1999
Persistent link: https://www.econbiz.de/10001408054
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Stochastic trends and conintegration in the market for equities
Ackert, Lucy F.; Racine, Marie D. - In: Journal of economics & business 51 (1999) 2, pp. 133-143
Persistent link: https://www.econbiz.de/10001418217
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Hedging with stock index futures in Canada
Ackert, Lucy F. (contributor); Racine, Marie D. (contributor) - 1998 - Rev. Mar 4/05
Persistent link: https://www.econbiz.de/10003734322