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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
~isPartOf:"The review of financial studies"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Brorsen, B. Wade"
~person:"Hirshleifer, David"
~person:"Whaley, Robert E."
~subject:"Derivat"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Brorsen, B. Wade
Hirshleifer, David
Whaley, Robert E.
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12
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7
Locke, Peter R.
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The journal of finance : the journal of the American Finance Association
The journal of futures markets
The review of financial studies
Advances in futures and options research : a research annual
2
Financial analysts' journal : FAJ
2
Applied financial economics
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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International journal of economics and finance
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Journal of agricultural and applied economics : JAEE
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ECONIS (ZBW)
13
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1
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
Saved in:
2
Short arbitrage, return asymmetry, and the accural anomaly
Hirshleifer, David
;
Teoh, Siew Hong
;
Yu, Jeff Jiewei
- In:
The review of financial studies
24
(
2011
)
7
,
pp. 2429-2461
Persistent link: https://www.econbiz.de/10009261800
Saved in:
3
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
Saved in:
4
Conditional heteroskedasticity, asymmetry, and option pricing
Kang, Tae-hoon
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 901-928
Persistent link: https://www.econbiz.de/10001190835
Saved in:
5
Price limits as an explanation of thin-tailedness in pork bellies futures prices
Yang, Seung-ryong
- In:
The journal of futures markets
15
(
1995
)
1
,
pp. 45-59
Persistent link: https://www.econbiz.de/10001178120
Saved in:
6
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:
7
The value of wildcard options
Fleming, Jeff
- In:
The journal of finance : the journal of the American …
49
(
1994
)
1
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001169026
Saved in:
8
One market? Stocks, futures, and options during October 1987
Kleidon, Allan William
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 851-877
Persistent link: https://www.econbiz.de/10001132040
Saved in:
9
Futures trading, transaction costs, and stock market volatility
Brorsen, B. Wade
- In:
The journal of futures markets
11
(
1991
)
2
,
pp. 153-163
Persistent link: https://www.econbiz.de/10001102728
Saved in:
10
Intraday price change and trading volume relations in the stock and stock option markets
Stephan, Jens A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 191-220
Persistent link: https://www.econbiz.de/10001084197
Saved in:
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