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Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
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The impact of warrant introductions on the underlying stocks, with a comparison to stock options
Alkebäck, Per - In: The journal of futures markets 18 (1998) 3, pp. 307-328
Persistent link: https://www.econbiz.de/10001242652
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A note on rational call option exercise
Engström, Malin - In: The journal of futures markets 22 (2002) 5, pp. 471-482
Persistent link: https://www.econbiz.de/10001678520
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Early exercise of American put options : investor rationality on the Swedish equity options market
Engström, Malin; Nordén, Lars; Strömberg, Anders - In: The journal of futures markets 20 (2000) 2, pp. 167-188
Persistent link: https://www.econbiz.de/10001447780
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A brighter future with lower transactions costs?
Nordén, Lars - In: The journal of futures markets 29 (2009) 8, pp. 775-796
Persistent link: https://www.econbiz.de/10003900671
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Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
Nordén, Lars - In: The journal of futures markets 26 (2006) 12, pp. 1169-1194
Persistent link: https://www.econbiz.de/10003392009
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Information flows and option bid/ask spreads
Berchtold, Frederik; Nordén, Lars - In: The journal of futures markets 25 (2005) 12, pp. 1147-1172
Persistent link: https://www.econbiz.de/10003244359
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Expiration-day effects of stock and index-futures and options in Sweden : the return of the witches
Xu, Caihong - In: The journal of futures markets 34 (2014) 9, pp. 868-882
Persistent link: https://www.econbiz.de/10010507930
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Trading patience, order flows, and liquidity in an index futures market
Xu, Caihong - In: The journal of futures markets 34 (2014) 8, pp. 731-756
Persistent link: https://www.econbiz.de/10010507938
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Density forecasts of crude-oil prices using option-implied and ARCH-type models
Høg, Esben P.; Tsiaras, Leonidas - In: The journal of futures markets 31 (2011) 8, pp. 727-754
Persistent link: https://www.econbiz.de/10009157432