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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:"Hirshleifer, David"
~person:"Whaley, Robert E."
~subject:"Index-Futures"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Index-Futures
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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
Working paper / National Bureau of Economic Research, Inc.
2
Australian journal of management
1
Discussion paper / Centre for Economic Policy Research
1
Fisher College of Business working paper series
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
Journal of accounting & economics
1
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1
Journal of financial economics
1
Les cahiers de recherche / HEC Paris
1
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ECONIS (ZBW)
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1
Innovative originality, profitability, and stock returns
Hirshleifer, David
;
Hsu, Po-Hsuan
;
Li, Dongmei
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2553-2605
Persistent link: https://www.econbiz.de/10011927144
Saved in:
2
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
3
Does net buying pressure affect the shape of implied volatility functions?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 711-753
Persistent link: https://www.econbiz.de/10002013823
Saved in:
4
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
5
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
Saved in:
6
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
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7
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:
8
Dividends and S&P 100 index option valuation
Harvey, Campbell R.
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 123-137
Persistent link: https://www.econbiz.de/10001124225
Saved in:
9
S & P 100 index option volatility
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1551-1561
Persistent link: https://www.econbiz.de/10001112551
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