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International finance : concepts and issues

Gay, Gerald D.; Kolb, Robert W. - 1984

Persistent link: https://www.econbiz.de/10004723269

The quality option implicit in futures contracts

Gay, Gerald D.; Manaster, Steven - In: Journal of Financial Economics 13 (1984) 3, pp. 353-370

Persistent link: https://www.econbiz.de/10005477933

Trader rationality in the exercise of futures options

Gay, Gerald D.; Kolb, Robert W.; Yung, Kenneth - In: Journal of Financial Economics 23 (1989) 2, pp. 339-361

Persistent link: https://www.econbiz.de/10005478241

Share repurchase through transferable put rights : Theory and case study

Kale, Jayant R.; Noe, Thomas H.; Gay, Gerald D. - In: Journal of Financial Economics 25 (1989) 1, pp. 141-160

Persistent link: https://www.econbiz.de/10005376748

Implicit delivery options and optimal delivery strategies for financial futures contracts

Gay, Gerald D.; Manaster, Steven - In: Journal of Financial Economics 16 (1986) 1, pp. 41-72

Persistent link: https://www.econbiz.de/10005376866

Removing bias in duration based hedging models: A note

Gay, Gerald D.; Kolb, Robert W. - In: Journal of Futures Markets 4 (1984) 2, pp. 225-228

Persistent link: https://www.econbiz.de/10011197057

Asymmetric information and corporate derivatives use

Dadalt, Peter; Gay, Gerald D.; Nam, Jouahn - In: Journal of Futures Markets 22 (2002) 3, pp. 241-267

We investigate the relationship between derivatives use and the extent of asymmetric information faced by the firm. Using alternative analyst forecast proxies for asymmetric information, we find evidence that both the use of derivatives and the extent of derivatives usage is associated with...

Persistent link: https://www.econbiz.de/10011197155

Are there arbitrage opportunities in the treasury‐bond futures market?

Kolb, Robert W.; Gay, Gerald D.; Jordan, James V. - In: Journal of Futures Markets 2 (1982) 3, pp. 217-229

Persistent link: https://www.econbiz.de/10011197171

Equilibrium treasury bond futures pricing in the presence of implicit delivery options

Gay, Gerald D.; Manaster, Steven - In: Journal of Futures Markets 11 (1991) 5, pp. 623-645

Persistent link: https://www.econbiz.de/10011197279

An investigation into seasonality in the futures market

Gay, Gerald D.; Tae‐Hyuk Kim - In: Journal of Futures Markets 7 (1987) 2, pp. 169-181

Persistent link: https://www.econbiz.de/10011197367