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A new paradigm for forecasting security returns in a market regulated by price limits
Harel, Arie; Harpaz, Giora; Yagil, Joseph - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 113-121
Persistent link: https://www.econbiz.de/10008797141
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Pricing futures on geometric indexes : a discrete time approach
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 28 (2007) 3, pp. 227-240
Persistent link: https://www.econbiz.de/10003492800
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The non-optimality of the over-the-counter options dividend protection
Harpaz, Giora - In: Economics letters 1 (1988), pp. 55-59
Persistent link: https://www.econbiz.de/10001075181
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The pricing of futures and options contracts on the value line index
Eytan, Theodor H. - In: The journal of finance : the journal of the American … 41 (1986) 4, pp. 843-855
Persistent link: https://www.econbiz.de/10001015093
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The inefficiency of the value line futures market
Cakici, Nusret - In: Advances in futures and options research : a research annual 4 (1990), pp. 237-251
Persistent link: https://www.econbiz.de/10001101727