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Future tradings and volatility in the GNMA market
Figlewski, Stephen - In: The journal of finance : the journal of the American … 36 (1981) 2, pp. 445-456
Persistent link: https://www.econbiz.de/10003547744
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Hedging performance and basis risk in stock index futures
Figlewski, Stephen - In: The journal of finance : the journal of the American … 39 (1984) 3, pp. 657-669
Persistent link: https://www.econbiz.de/10002165469
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Information diversity and market behavior
Figlewski, Stephen - In: The journal of finance : the journal of the American … 37 (1982) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10002165471
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Options arbitrage in imperfect markets
Figlewski, Stephen - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
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Are analyst short-term trade ideas valuable?
Birru, Justin; Gokkaya, Sinan; Liu, Xi; Stulz, René M. - In: The journal of finance : the journal of the American … 77 (2022) 3, pp. 1829-1875
Persistent link: https://www.econbiz.de/10013279779
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Optimal aggregation of money supply forecasts : Accuracy, profitability and market efficiency
Figlewski, Stephen; Urich, Thomas - In: The journal of finance : the journal of the American … 38 (1983) 3, pp. 695-710
Persistent link: https://www.econbiz.de/10002146839
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Options, short sales, and market completeness
Figlewski, Stephen - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 761-777
Persistent link: https://www.econbiz.de/10001152169
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Market risk and model risk for a financial institution writing options
Green, Tracy Clifton; Figlewski, Stephen - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
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Options, Short Sales, and Market Completeness
Figlewski, Stephen; Webb, Gwendolyn P. - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 761-778
Persistent link: https://www.econbiz.de/10006603685
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Market Risk and Model Risk for a Financial Institution Writing Options
Green, T.Clifton; Figlewski, Stephen - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1465-1500
Persistent link: https://www.econbiz.de/10007375435