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Nordén, Lars
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Engström, Malin
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The journal of futures markets
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Journal of multinational financial management
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OLC EcoSci
ECONIS (ZBW)
33
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1
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/10006839659
Saved in:
2
The early exercise premium in American put option prices
Engström, Malin
;
Nordén, Lars
- In:
Journal of multinational financial management
10
(
2000
)
3
,
pp. 461-480
Persistent link: https://www.econbiz.de/10007117269
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3
Do Swedes smile? On implied volatility functions
Engström, Malin
- In:
Journal of multinational financial management
12
(
2002
)
4
,
pp. 285-304
Persistent link: https://www.econbiz.de/10007108651
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4
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/10006828296
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5
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/10007305375
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6
Information flows and option bid-ask spreads
Berchtold, Fredrik
;
Nordén, Lars
- In:
The journal of futures markets
25
(
2005
)
12
,
pp. 1147-1172
Persistent link: https://www.econbiz.de/10006811225
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7
A brighter future with lower transactions costs?
Nordén, Lars
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 775
Persistent link: https://www.econbiz.de/10008265734
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8
Home sweet home: Home bias and international diversification among individual investors
Karlsson, Anders
;
Nordén, Lars
- In:
Journal of banking & finance
31
(
2007
)
2
,
pp. 317-334
Persistent link: https://www.econbiz.de/10007596854
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9
Asymmetric option price distribution and bid-ask quotes: consequences for implied volatility smiles
Nordén, Lars
- In:
Journal of multinational financial management
13
(
2003
)
4
,
pp. 423-442
Persistent link: https://www.econbiz.de/10007104911
Saved in:
10
Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?
Nordén, Lars
- In:
Journal of multinational financial management
11
(
2001
)
4
,
pp. 321-340
Persistent link: https://www.econbiz.de/10007112927
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