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The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael; Yallup, Peter - 1996
Persistent link: https://www.econbiz.de/10000598332
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Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael - In: Journal of banking & finance 20 (1996) 9, pp. 1509-1530
Persistent link: https://www.econbiz.de/10001207828
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Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael; Yallup, Peter - 1996
Persistent link: https://www.econbiz.de/10000944066
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A test of the cost carry relationship using 90-Day Bank accepted bills and the all ordinaries share price index
Heaney, Richard A. - In: Australian journal of management 20 (1995) 1, pp. 75-104
Persistent link: https://www.econbiz.de/10001192131
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A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A. - In: Applied financial economics 6 (1996) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001198670
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Option-implied risk preferences : an extension to wider classes of utility functions
Kang, Byung Jin; Kim, Tong Suk - In: Journal of financial markets 9 (2006) 2, pp. 180-198
Persistent link: https://www.econbiz.de/10003326709
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Option-implied stock market expectations across the week : new evidence from the FTSE-100 index options
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612621
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Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm
Fan, Kai; O'Sullivan, Conall; Brabazon, Anthony; … - In: Natural computing in computational finance ; [the …, (pp. 89-107). 2008
Persistent link: https://www.econbiz.de/10009515173
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An alternative approach in investigating lead-lag relationships between stock and stock index futures markets : comment
Hasan, Mohammad S. - In: Applied financial economics letters 1 (2005) 2, pp. 125-130
Persistent link: https://www.econbiz.de/10002807139