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Hedging performance of the Swedish OMX stock index options : can the OMX-index be approximated by a portfolio of fewer stocks?
Nordén, Lars; Strömberg, Anders - 1995
Persistent link: https://www.econbiz.de/10000916218
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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/10003392009
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Stock index arbitrage profitability : a transactions data analysis of Swedish OMX-index cash and forward prices
Nordén, Lars - 1994
Persistent link: https://www.econbiz.de/10000897132
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Closing call auctions at the index futures market
Hagströmer, Björn; Nordén, Lars - In: The journal of futures markets 34 (2014) 4, pp. 299-319
Persistent link: https://www.econbiz.de/10010355429
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Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.; Hördahl, Peter; Nordén, Lars - 1995
Persistent link: https://www.econbiz.de/10000921597
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Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter; Nordén, Lars - 1996
Persistent link: https://www.econbiz.de/10000932356