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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-346
Persistent link: https://www.econbiz.de/10007247488
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Stock splits : implications for investor trading costs
Gray, Stephen; Smith, Tom; Whaley, Robert E. - In: Journal of empirical finance 10 (2003) 3, pp. 271-303
Persistent link: https://www.econbiz.de/10001752105
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Stock splits: implications for investor trading costs
Gray, Stephen F.; Smith, Tom; Whaley, Robert E. - In: Journal of empirical finance 10 (2003) 3, pp. 271-304
Persistent link: https://www.econbiz.de/10007233233