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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Kaplan, Steven E."
~person:"Whaley, Robert E."
~subject:"United States"
~subject:"Übernahme"
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Kaplan, Steven E.
Whaley, Robert E.
Stulz, René M.
21
Fama, Eugene F.
17
French, Kenneth Ronald
17
Longstaff, Francis A.
17
Schultz, Paul H.
17
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15
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11
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11
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10
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10
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10
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10
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9
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9
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9
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Journal of financial economics
The journal of finance : the journal of the American Finance Association
The journal of futures markets
6
Accounting, organizations and society : an international journal devoted to the behavioural, organizational and social aspects of accounting
2
Behavioral research in accounting
2
Discussion paper / Centre for Economic Policy Research
2
Journal of accounting research
2
The journal of the American Taxation Association : a publ. of the Tax Section of the American Accounting Association
2
Advances in futures and options research : a research annual
1
Financial analysts' journal : FAJ
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
Journal of accounting and public policy
1
Journal of business ethics : JOBE
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Management accounting research
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
New research in financial markets
1
Review of futures markets
1
The journal of alternative investments
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of financial studies
1
Wiley finance series
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
15
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1
Efficient analytic approximation of American option values
Barone-Adesi, Giovanni
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 301-320
Persistent link: https://www.econbiz.de/10001047785
Saved in:
2
An anatomy of the "S&P game" : the effects of changing the rules
Beneish, Messod D.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1909-1930
Persistent link: https://www.econbiz.de/10001211760
Saved in:
3
Does net buying pressure affect the shape of implied volatility functions?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 711-753
Persistent link: https://www.econbiz.de/10002013823
Saved in:
4
The value of wildcard options
Fleming, Jeff
- In:
The journal of finance : the journal of the American …
49
(
1994
)
1
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001169026
Saved in:
5
Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
Saved in:
6
S & P 100 index option volatility
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1551-1561
Persistent link: https://www.econbiz.de/10001112551
Saved in:
7
One market? Stocks, futures, and options during October 1987
Kleidon, Allan William
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 851-877
Persistent link: https://www.econbiz.de/10001132040
Saved in:
8
Market volatility prediction and the efficiency of the S&P 100 index option market
Harvey, Campbell R.
- In:
Journal of financial economics
31
(
1992
)
1
,
pp. 43-73
Persistent link: https://www.econbiz.de/10001133538
Saved in:
9
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
10
Valuation of American futures options : theory and empirical tests
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 127-150
Persistent link: https://www.econbiz.de/10001008808
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