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Trading volatility spreads : a test of index option market efficiency
Poon, Ser-Huang; Pope, Peter F. - In: European financial management : the journal of the … 6 (2000) 2, pp. 235-260
Persistent link: https://www.econbiz.de/10001474534
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Stock index futures mispricing : profit opportunities or risk premia?
Yadav, Pradeep - In: Journal of banking & finance 18 (1994) 5, pp. 921-953
Persistent link: https://www.econbiz.de/10001174020
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The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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Stock index futures arbitrage : international evidence
Yadav, Pradeep - In: The journal of futures markets 10 (1990) 6, pp. 573-603
Persistent link: https://www.econbiz.de/10001095879
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Testing index futures market efficiency using price differences : a critical analysis
Yadav, Pradeep - In: The journal of futures markets 11 (1991) 2, pp. 239-252
Persistent link: https://www.econbiz.de/10001102717
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The effects of futures trading on stock market volatility
Hodgson, Allan; Pope, Peter - 1989
Persistent link: https://www.econbiz.de/10000829671