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Asymmetric arbitrage in futures markets : an empirical study
Lien, Da-hsiang Donald - In: The journal of futures markets 6 (1986) 4, pp. 575-591
Persistent link: https://www.econbiz.de/10001135350
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Dividends and S&P 100 index option valuation
Harvey, Campbell R. - In: The journal of futures markets 12 (1992) 2, pp. 123-137
Persistent link: https://www.econbiz.de/10001124225
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Constructing accurate cash settlement indices : the role of index specifications
Cita, John - In: The journal of futures markets 12 (1992) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10001125669
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Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald - In: The journal of futures markets 13 (1993) 8, pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
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The inventory effect in commodity futures markets : an empirical study
Lien, Da-hsiang Donald - In: The journal of futures markets 7 (1987) 6, pp. 637-652
Persistent link: https://www.econbiz.de/10001149668
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Predicting stock market volatility : a new measure
Fleming, Jeff - In: The journal of futures markets 15 (1995) 3, pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
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Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff - In: The journal of futures markets 16 (1996) 4, pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
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Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.; O'Neill, Michael J.; Whaley, … - In: The journal of futures markets 37 (2017) 5, pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
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Futures market volatility : what has changed?
Bollen, Nicolas P. B.; Whaley, Robert E. - In: The journal of futures markets 35 (2015) 5, pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
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Optimal contract design : for whom?
Bollen, Nicolas P. B.; Smith, Tom; Whaley, Robert E. - In: The journal of futures markets 23 (2002) 8, pp. 719-750
Persistent link: https://www.econbiz.de/10001780618