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~person:"Brooks, Robert"
~person:"Whaley, Robert E."
~subject:"Theorie"
~type:"article"
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Brooks, Robert
Whaley, Robert E.
Lien, Da-hsiang Donald
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12
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Advances in futures and options research : a research annual
4
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2
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1
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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1
Derivatives
Whaley, Robert E.
-
2003
Persistent link: https://www.econbiz.de/10001832928
Saved in:
2
The stability of ARCH models across Australian financial futures markets
Brooks, Robert
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 347-359
Persistent link: https://www.econbiz.de/10001226983
Saved in:
3
Forecast error and social loss approaches to testing the efficiency of Australian financial futures
Brooks, Robert
- In:
Australian economic papers
35
(
1996
)
66
,
pp. 132-140
Persistent link: https://www.econbiz.de/10001210680
Saved in:
4
The stability of ARCH models across Australian financial futures markets
Brooks, Robert
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 475-488)
.
1995
Persistent link: https://www.econbiz.de/10001294210
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
Portfolio insurance : does it pay?
Brooks, Robert
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
Saved in:
7
Options on stocks versus index options : the portfolio effect
Brooks, Robert
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 111-124
Persistent link: https://www.econbiz.de/10001101739
Saved in:
8
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:
9
Investment decision making with derivative securities
Brooks, Robert
- In:
The financial review : the official publication of the …
24
(
1989
)
4
,
pp. 511-527
Persistent link: https://www.econbiz.de/10001103535
Saved in:
10
On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
Saved in:
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