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How does the market value toxic assets?
Longstaff, Francis A.; Myers, Brett W. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 2, pp. 297-319
Persistent link: https://www.econbiz.de/10010487158
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General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
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Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
George, Thomas J.; Longstaff, Francis A. - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 3, pp. 381-398
Persistent link: https://www.econbiz.de/10006711800