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The effect of futures trading on the stability of Standard and Poor 500 returns
Kamara, Avraham - In: The journal of futures markets 12 (1992) 6, pp. 645-658
Persistent link: https://www.econbiz.de/10001133906
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Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
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Estimating expected excess returns using historical and option-implied volatility
Corrado, Charles Joseph; Miller, Thomas W. - 2005
Persistent link: https://www.econbiz.de/10003332149
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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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Capital market forecasts of economic growth : new tests for Germany, Japan, and the United States
Bange, Mary M. - In: Quarterly journal of business and economics : QJBE 35 (1996) 4, pp. 3-17
Persistent link: https://www.econbiz.de/10001209669
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The role of the capital markets as leading indicators : evidence from twelve OECD countries
Bange, Mary M. - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 133-171). 1994
Persistent link: https://www.econbiz.de/10001286944