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Strategic trading by index funds and liquidity provision around S&P 500 index additions
Green, Tracy Clifton; Jame, Russell - In: Journal of financial markets 14 (2011) 4, pp. 605-624
Persistent link: https://www.econbiz.de/10009260942
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Buy-side trades and sell-side recommendations : interactions and information content
Busse, Jeffrey A.; Green, Tracy Clifton; Jegadeesh, … - In: Journal of financial markets 15 (2012) 2, pp. 207-232
Persistent link: https://www.econbiz.de/10009614492
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Anatomy of a meltdown : the risk neutral density for the S&P 500 in the fall of 2008
Birru, Justin; Figlewski, Stephen - In: Journal of financial markets 15 (2012) 2, pp. 151-180
Persistent link: https://www.econbiz.de/10009614494