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The review of financial studies
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1
Intraday volatility in the stock index and stock index futures markets
Chan, Kalok
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10001120545
Saved in:
2
Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras
;
Li, Junye
;
Yu, Jun
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 876-912
Persistent link: https://www.econbiz.de/10011337555
Saved in:
3
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
Saved in:
4
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Saved in:
5
Internal governance mechanisms and operational performance : evidence from index mutual funds
Adams, John C.
;
Mansi, Sattar
;
Nishikawa, Takeshi
- In:
The review of financial studies
23
(
2010
)
3
,
pp. 1261-1286
Persistent link: https://www.econbiz.de/10003959230
Saved in:
6
Regression discontinuity and the price effects of stock market indexing
Chang, Yen-Cheng
;
Hong, Harrison G.
;
Liskovich, Inessa
- In:
The review of financial studies
28
(
2015
)
1
,
pp. 212-246
Persistent link: https://www.econbiz.de/10011289289
Saved in:
7
Option pricing and the martingale restriction
Longstaff, Francis A.
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1091-1124
Persistent link: https://www.econbiz.de/10001198365
Saved in:
8
Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.>
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 301-332
Persistent link: https://www.econbiz.de/10001198903
Saved in:
9
Manipulation in the VIX?
Griffin, John M.
;
Shams, Amin
- In:
The review of financial studies
31
(
2018
)
4
,
pp. 1377-1417
Persistent link: https://www.econbiz.de/10011925385
Saved in:
10
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
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