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VALUING S&P 500 BEAR MARKET WA...
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The journal of futures markets
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ECONIS (ZBW)
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Dividends and S&P 100 index option valuation
Harvey, Campbell R.
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 123-137
Persistent link: https://www.econbiz.de/10001124225
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2
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Saved in:
3
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
Saved in:
4
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
5
Futures market volatility : what has changed?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
Saved in:
6
Optimal contract design : for whom?
Bollen, Nicolas P. B.
;
Smith, Tom
;
Whaley, Robert E.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 719-750
Persistent link: https://www.econbiz.de/10001780618
Saved in:
7
Optimal contract design: For whom?
Bollen, Nicolas P.B.
;
Smith, Tom
;
Whaley, Robert E.
- In:
The journal of futures markets
23
(
2003
)
8
,
pp. 719-750
Persistent link: https://www.econbiz.de/10006822270
Saved in:
8
Predicting Stock Market Volatility: A New Measure
Fleming, Jeff
;
Ostdiek, Barbara
;
Whaley, Robert E.
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10006862287
Saved in:
9
Estimating the Effective Bid-Ask Spread from Time and Sales Data
Smith, Tom
;
Whaley, Robert E.
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 437-456
Persistent link: https://www.econbiz.de/10006866709
Saved in:
10
Trading Costs and the Relative Rates of Price Discovery in Stock, Futures, and Option Markets
Fleming, Jeff
;
Ostdiek, Barbara
;
Whaley, Robert E.
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-388
Persistent link: https://www.econbiz.de/10007313779
Saved in:
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