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On jumps in common stock and their impact on call option pricing
Ball, Cliffoed A.; Torous, Walter N. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 155-173
Persistent link: https://www.econbiz.de/10001863160
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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
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Intraday price change and trading volume relations in the stock and stock option markets
Stephan, Jens A. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 191-220
Persistent link: https://www.econbiz.de/10001084197