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The persistence and implied persistence of volatility of stock returns
Mustafa, Chowdhury B. - 1988
Persistent link: https://www.econbiz.de/10000786457
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Alligators in the swamp : the impact of derivatives on the financial performance of depositary institutions
Brewer, Elijah - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 482-497
Persistent link: https://www.econbiz.de/10001334597
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The behavior of option price around large block transactions in the underlying security
Kumar, Raman - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 879-889
Persistent link: https://www.econbiz.de/10001132039
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Dividend surprises inferred from option and stock prices
Bar-Yosef, Sasson - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1623-1640
Persistent link: https://www.econbiz.de/10001133677
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The effect of futures trading on the stability of Standard and Poor 500 returns
Kamara, Avraham - In: The journal of futures markets 12 (1992) 6, pp. 645-658
Persistent link: https://www.econbiz.de/10001133906
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Seasonal effects in the value line and Standard and Poor's 500 cash and futures returns
Çınar, E. Miné - In: Review of futures markets 10 (1992) 2, pp. 282-291
Persistent link: https://www.econbiz.de/10001136967
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The behavior of volatility expectations and their effects on expected returns
Sheikh, Aamir M. - In: The journal of business : B 66 (1993) 1, pp. 93-116
Persistent link: https://www.econbiz.de/10001139302
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The valuation effects of warrant extensions
Howe, John S. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 305-314
Persistent link: https://www.econbiz.de/10001141541
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Have large banks become riskier? : recent evidence from option markets
Levonian, Mark E. - In: Economic review : an annual report of the Economic … (1991), pp. 3-17
Persistent link: https://www.econbiz.de/10001118836
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Put-call parity and expected returns
Finucane, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 445-457
Persistent link: https://www.econbiz.de/10001119166