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Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets
Dhillon, Upinder S. - In: Journal of banking & finance 21 (1997) 7, pp. 1045-1061
Persistent link: https://www.econbiz.de/10001226785
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The relationship between daily US and Japanese equity prices : evidence from spot versus futures markets
Aggarwal, Raj - In: Journal of banking & finance 18 (1994) 4, pp. 757-773
Persistent link: https://www.econbiz.de/10001170162
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Determinants of the call option on corporate bonds
Kish, Richard J. - In: Journal of banking & finance 16 (1992) 4, pp. 687-703
Persistent link: https://www.econbiz.de/10001126197
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Option listing and stock returns : an empirical analysis
Detemple, Jérôme B. - In: Journal of banking & finance 14 (1990) 4, pp. 781-801
Persistent link: https://www.econbiz.de/10001096377
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An ex post valuation of the quality option implicit in the treasury bond futures contract
Hegde, Shantaram P. - In: Journal of banking & finance 14 (1990) 4, pp. 741-760
Persistent link: https://www.econbiz.de/10001096398
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Options on stock indices and options on futures
Brenner, Menachem - In: Journal of banking & finance 13 (1989) 4, pp. 773-782
Persistent link: https://www.econbiz.de/10001075339
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The pricing of convexity risk and time decay in options markets
Figlewski, Stephen - In: Journal of banking & finance 18 (1994) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
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Reexamining intraday simultaneity in stock index futures markets
Koch, Paul Douglas - In: Journal of banking & finance 17 (1993) 6, pp. 1191-1205
Persistent link: https://www.econbiz.de/10001156856
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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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Forbearance and valuation of deposit insurance as a callable put
Allen, Linda - In: Journal of banking & finance 17 (1993) 4, pp. 629-643
Persistent link: https://www.econbiz.de/10001147093