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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Kredit und Kapital"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Share price"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Share price
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Derivatives & financial instruments
Journal of financial and quantitative analysis : JFQA
Kredit und Kapital
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
The journal of futures markets
33
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
17
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Advances in futures and options research : a research annual
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International review of economics & finance : IREF
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ECONIS (ZBW)
21
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1
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
2
Competition for order flow and smart order routing systems
Foucault, Thierry
;
Menkveld, Albert J.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
1
,
pp. 119-158
Persistent link: https://www.econbiz.de/10003821561
Saved in:
3
Der Einfluß von derivativen Wertpapieren auf das systematische Risiko von Aktien : eine empirische Analyse
Herrmann, Ralf
- In:
Kredit und Kapital
32
(
1999
)
1
,
pp. 85-124
Persistent link: https://www.econbiz.de/10001367673
Saved in:
4
Intraday-Volatilität und Expiration-Day-Effekte am deutschen Aktienmarkt
Röder, Klaus
- In:
Kredit und Kapital
29
(
1996
)
2
,
pp. 244-276
Persistent link: https://www.econbiz.de/10001205112
Saved in:
5
Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
Saved in:
6
Implied binomial trees
Rubinstein, Mark
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 771-818
Persistent link: https://www.econbiz.de/10001171198
Saved in:
7
Why option prices lag stock prices : a trading-based explanation
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
Saved in:
8
The behavior of option price around large block transactions in the underlying security
Kumar, Raman
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 879-889
Persistent link: https://www.econbiz.de/10001132039
Saved in:
9
Futures-trading activity and stock price volatility
Bessembinder, Hendrik
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 2015-2034
Persistent link: https://www.econbiz.de/10001138516
Saved in:
10
Liquidity of the CBOE equity options
Vijh, Anand M.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1157-1179
Persistent link: https://www.econbiz.de/10001098068
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