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Evidence on the arbitrage efficiency of SPI index futures and options markets
Li, Steven; Alfay, Elia - In: Asia-Pacific financial markets 13 (2006) 1, pp. 71-93
Persistent link: https://www.econbiz.de/10003496756
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Evidence on the arbitrage efficiency of SPI index futures and options markets
Li, Steven; Alfay, Elia - 2005
Persistent link: https://www.econbiz.de/10003042375
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The market for options on ten-year Treasury bond futures in Australia : some empirical evidence using the Black model
Harrison, Mark - In: Review of futures markets 11 (1994) 3, pp. 369-410
Persistent link: https://www.econbiz.de/10001185975
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Market efficiency in Asian and Australasian stock markets : a fresh look at the evidence
Kim, Jae H.; Doucouliagos, Chris; Stanley, Tom D. - 2014
Persistent link: https://www.econbiz.de/10011301301
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Put-call-futures parity pricing in Australia
English, John W. - 1993 - 2. draft
Persistent link: https://www.econbiz.de/10000889533
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Non-simultaneity and apparent option mispricing in tests of put-call parity
Easton, Stephen Andrew - 1993
Persistent link: https://www.econbiz.de/10000869911
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Generalized put-call parity
Babbel, David F.; Eisenberg, Laurence K. - 1991
Persistent link: https://www.econbiz.de/10000826231
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Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.; Trevor, Robert G. - 1996
Persistent link: https://www.econbiz.de/10000960644
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Australian options
Moreno, Manuel; Navas, Javier F. - In: Australian journal of management 33 (2008/09) 1, pp. 69-93
Persistent link: https://www.econbiz.de/10003740503
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The effects of taxation on put-call parity
Alpert, Karen - In: Accounting and finance : journal of the Accounting … 49 (2009) 3, pp. 445-464
Persistent link: https://www.econbiz.de/10003889270