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The journal of futures markets
4
The journal of finance : the journal of the American Finance Association
2
Australian journal of management
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
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ECONIS (ZBW)
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The dynamics of stock index and stock index futures returns
Stoll, Hans R.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
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2
Does net buying pressure affect the shape of implied volatility functions?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 711-753
Persistent link: https://www.econbiz.de/10002013823
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3
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
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4
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
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5
S & P 100 index option volatility
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1551-1561
Persistent link: https://www.econbiz.de/10001112551
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6
Dividends and S&P 100 index option valuation
Harvey, Campbell R.
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 123-137
Persistent link: https://www.econbiz.de/10001124225
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7
Market volatility prediction and the efficiency of the S&P 100 index option market
Harvey, Campbell R.
- In:
Journal of financial economics
31
(
1992
)
1
,
pp. 43-73
Persistent link: https://www.econbiz.de/10001133538
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8
Expiration-day effects of the all ordinaries share price index futures : empirical evidence and alternative settlement procedures
Stoll, Hans R.
- In:
Australian journal of management
22
(
1997
)
2
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001256332
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9
Program trading and individual stock returns : ingredients of the triple-witching brew
Stoll, Hans R.
Persistent link: https://www.econbiz.de/10001274007
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10
Do expirations of Hang Seug Index derivatives affect stock market volatility?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
Pacific-Basin finance journal
7
(
1999
)
5
,
pp. 453-470
Persistent link: https://www.econbiz.de/10001450512
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