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A transactions data test of stock index futures market efficiency and index arbitrage profitability
Chung, Y. Peter - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1791-1809
Persistent link: https://www.econbiz.de/10001115515
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A transactions data test of stock index futures market efficiency and index arbitrage profitability
Chung, Y. Peter - 1989
Persistent link: https://www.econbiz.de/10000827495
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Why option prices lag stock prices : a trading-based explanation
Chan, Kalok - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
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The predictability of stock returns : a nonparametric approach
Chung, Y. Peter - In: Econometric reviews 15 (1996) 3, pp. 299-330
Persistent link: https://www.econbiz.de/10001212112
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The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options
Chan, Kalok - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10001217162
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Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume : a transactions data test
Chan, Kalok - In: Journal of banking & finance 17 (1993) 4, pp. 663-687
Persistent link: https://www.econbiz.de/10001147074
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The informational role of stock and option volume
Chan, Kalok; Chung, Y. Peter; Fong, Wai-ming - In: The review of financial studies 15 (2002) 4, pp. 1049-1075
Persistent link: https://www.econbiz.de/10001716074