Empirical tests of the pricing of index call options
Year of publication: |
1986
|
---|---|
Authors: | Chance, Don M. |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 141-166
|
Subject: | CAPM | Index-Futures | Index futures | USA | United States | 1984 |
-
Boundary condition tests of bid and ask prices of index call options
Chance, Don M., (1988)
-
Using intraday data to test for effects of index futures on the underlying stock markets
Choi, Hong, (1994)
-
Chance, Don M., (1987)
- More ...
-
An option pricing approach to corporate dividends and the capital investment financing decision
Chance, Don M., (2019)
-
Competition and innovation in US futures markets
Chance, Don M., (2008)
-
Liquidity and employee options : an empirical examination of the Microsoft experience
Chance, Don M., (2009)
- More ...