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~person:"Fahlenbrach, Rüdiger"
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Fahlenbrach, Rüdiger
Tse, Yiuman
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Co-movements of index options and futures quotes
Fahlenbrach, Rüdiger
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003290965
Saved in:
2
Market frictions and seemingly anomalous co-movements of index options and index futures quotes
Fahlenbrach, Rüdiger
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002660336
Saved in:
3
Does information drive trading in option strategies?
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2370-2385
Persistent link: https://www.econbiz.de/10008857746
Saved in:
4
Co-movements of index options and futures quotes
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10003800565
Saved in:
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