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An examination of the efficiency of the London Traded Options Market
Gemmill, Gordon - In: Applied economics 18 (1986) 9, pp. 995-1010
Persistent link: https://www.econbiz.de/10001047590
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Who bets against hedgers and how much they trade? : a theory and empirical tests
Lin, Bingxuan; Lin, Chen-miao; Smith, Stephen Drew - In: Applied economics 41 (2009) 25/27, pp. 3491-3497
Persistent link: https://www.econbiz.de/10003921557
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On measuring speculative and hedging activities in futures markets from volume and open interest data
Lucia, Julio J.; Alañón Pardo, Ángel - In: Applied economics 42 (2010) 10/12, pp. 1549-1557
Persistent link: https://www.econbiz.de/10008658396
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Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui; Zhang, Xun; Gao, Qiuming - In: Applied economics 47 (2015) 13/15, pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015
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Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei; Göncu, Ahmet; Ökten, Giray - In: Applied economics 47 (2015) 19/21, pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460
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Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk
Leonhardt, A.; Rathgeber, Andreas W.; Stadler, Johannes; … - In: Applied economics 47 (2015) 25/27, pp. 2860-2877
Persistent link: https://www.econbiz.de/10010519848
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Market overreaction and investment strategies
Han, Chulwoo; Hwang, Soosung; Ryu, Doojin - In: Applied economics 47 (2015) 52/54, pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
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Returns to individual traders in agricultural futures markets : skill or luck?
Aulerich, Nicole M.; Irwin, Scott H.; García, Philip - In: Applied economics 45 (2013) 25/27, pp. 3650-3666
Persistent link: https://www.econbiz.de/10010345884
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Estimating the optimal hedge ratio in the presence of potential unknown structural breaks
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 46 (2014) 7/9, pp. 790-795
Persistent link: https://www.econbiz.de/10010398935