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~source:"econis"
~subject:"Index-Futures"
~type_genre:"Article in journal"
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Search: "Subrahmanyam, Avanidhar"
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21
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Subrahmanyam, Avanidhar
6
Roll, Richard
2
Schwartz, Eduardo S.
2
Choi, Hong
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Chordia, Tarun
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Jegadeesh, Narasimhan
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Kurov, Alexander
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Muravyev, Dmitriy
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Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
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The review of financial studies
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ECONIS (ZBW)
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1
Index option trading activity and market returns
Chordia, Tarun
;
Kurov, Alexander
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
Saved in:
2
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
3
Liquidity and the law of one price : the case of the future-cash basis
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2201-2234
Persistent link: https://www.econbiz.de/10003550022
Saved in:
4
Using intraday data to test for effects of index futures on the underlying stock markets
Choi, Hong
- In:
The journal of futures markets
14
(
1994
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001169798
Saved in:
5
Liquidity effects of the introduction of the S&P 500 index futures contract on the underlying stocks
Jegadeesh, Narasimhan
- In:
The journal of business : B
66
(
1993
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001144670
Saved in:
6
A theory of trading in stock index futures
Subrahmanyam, Avanidhar
- In:
The review of financial studies
4
(
1991
)
1
,
pp. 17-51
Persistent link: https://www.econbiz.de/10001102565
Saved in:
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