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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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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
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State-preference pricing and volatility indices
Liu, Zhangxin
;
O'Neill, Michael J.
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
3
,
pp. 815-836
Persistent link: https://www.econbiz.de/10011798961
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