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Bubbles, food prices, and speculation : evidence from the CFTC' s daily large trader data files
Aulerich, Nicole M.; Irwin, Scott H.; García, Philip - 2013
Persistent link: https://www.econbiz.de/10009754625
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Index funds and stock market growth
Goetzmann, William N.; Massa, Massimo - 1999
Persistent link: https://www.econbiz.de/10001378341
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Nonlinearities in sovereign risk pricing : the role of CDS index contracts
Delatte, Anne-Laure; Fouquau, Julien; Portes, Richard - 2014
Persistent link: https://www.econbiz.de/10010339654
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A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886080
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - 2008
Persistent link: https://www.econbiz.de/10003791478
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The supply and demand of S&P 500 put options
Kōnstantinidēs, Giōrgos; Lian, Lei - 2015
Persistent link: https://www.econbiz.de/10011281630
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Jump and volatility risk and risk premia : a new model and lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - 2004
Persistent link: https://www.econbiz.de/10002485074
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.; Gallo, Giampiero M. - 2003
Persistent link: https://www.econbiz.de/10001852358
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The New York stock market in the 1920s and 1930s : did stock prices move together too much?
Rappoport, Peter - 1994
Persistent link: https://www.econbiz.de/10000883024