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1
Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses
Bange, Mary M.
;
Khang, Kenneth
;
Miller, Thomas W.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 363-386
Persistent link: https://www.econbiz.de/10003759188
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2
The relationship between index option moneyness and relative liquidity
Etling, Cheri
;
Miller, Thomas W.
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 971-987
Persistent link: https://www.econbiz.de/10001530843
Saved in:
3
Daily and intradaily tests of European put-call parity
Kamara, Avraham
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 519-539
Persistent link: https://www.econbiz.de/10001217189
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4
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
Saved in:
5
A note on a simple, accurate formula to compute implied standard deviations
Corrado, Charles Joseph
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 595-603
Persistent link: https://www.econbiz.de/10001197032
Saved in:
6
Derivatives : valuation and risk management
Dubofsky, David A.
;
Miller, Thomas W.
-
2003
Persistent link: https://www.econbiz.de/10001603420
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7
Directly measuring early exercise premiums using American and European S&P 500 Index options
Dueker, Michael
;
Miller, Thomas W.
- In:
The journal of futures markets
23
(
2002
)
3
,
pp. 287-313
Persistent link: https://www.econbiz.de/10001765120
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8
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
Saved in:
9
Market microstructure effects on the direct measurement of the early exercise premium in S&P 500 index options
Dueker, Michael
;
Miller, Thomas W.
-
1996
Persistent link: https://www.econbiz.de/10000962973
Saved in:
10
The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph
;
Miller, Thomas W.
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 339-373
Persistent link: https://www.econbiz.de/10002647798
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