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isPartOf:"Journal of empirical finance"
~isPartOf:"International review of financial analysis"
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Arbitrage
Index futures
88
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88
Volatility
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21
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21
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19
Option pricing theory
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Bassiouny, Aliaa
1
Białkowski, Je̜drzej
1
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Hsieh, Wen-Liang G.
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Martens, Martin
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Journal of empirical finance
International review of financial analysis
Journal of banking & finance
The journal of futures markets
22
Review of futures markets
6
Arbeitspapiere zur mathematischen Wirtschaftsforschung
3
Journal of financial and quantitative analysis : JFQA
3
The journal of business : B
3
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European financial management : the journal of the European Financial Management Association
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In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
2
International review of economics & finance : IREF
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Meddelanden från Svenska Handelshögskolan
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Pacific-Basin finance journal
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The review of financial studies
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Australian journal of management
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BRC papers on financial derivatives and investment strategies
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Eurasian economic review : a journal in applied macroeconomics and finance
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1
Intraday indirect arbitrage between European index ETFs
Bassiouny, Aliaa
;
Tooma, Eskandar A.
- In:
International review of financial analysis
75
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012804074
Saved in:
2
Stock index futures arbitrage : evidence from a meta-analysis
Białkowski, Je̜drzej
;
Perera, Devmali
- In:
International review of financial analysis
61
(
2019
),
pp. 284-294
Persistent link: https://www.econbiz.de/10012207007
Saved in:
3
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
4
Quote inefficiency in options markets
Rodríguez Longarela, Iñaki
;
Mayoral, Silvia
- In:
Journal of banking & finance
55
(
2015
),
pp. 23-36
Persistent link: https://www.econbiz.de/10011378081
Saved in:
5
Put - call parity and cross-markets efficiency in the index options markets : evidence from the Italian market
Brunetti, Marianna
;
Torricelli, Costanza
;
Pantzalis, …
- In:
International review of financial analysis
14
(
2005
)
5
,
pp. 508-532
Persistent link: https://www.econbiz.de/10003228967
Saved in:
6
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas
;
Martens, Martin
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
Saved in:
7
Index arbitrage with heterogeneous investors : a smooth transition error correction analysis
Tse, Yiuman
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1829-1855
Persistent link: https://www.econbiz.de/10001608847
Saved in:
8
Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael
- In:
Journal of banking & finance
20
(
1996
)
9
,
pp. 1509-1530
Persistent link: https://www.econbiz.de/10001207828
Saved in:
9
Stock index futures mispricing : profit opportunities or risk premia?
Yadav, Pradeep
- In:
Journal of banking & finance
18
(
1994
)
5
,
pp. 921-953
Persistent link: https://www.econbiz.de/10001174020
Saved in:
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