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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
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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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Arbitrage opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767419
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Application of Put Call Parity Formula on a 3 Month OMX Stockholm 30 Index Option Contract to Show Any Evidence of Arbitrage
Guirguis, Michel - 2021
evidence of arbitrage. The put – call parity shows the relationship between a call and a put option with the same expiration … results show that arbitrage is limited in the derivatives index option market …
Persistent link: https://www.econbiz.de/10013232500
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Arbitrage opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000126341
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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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Trading patience, order flows, and liquidity in an index futures market
Xu, Caihong - In: The journal of futures markets 34 (2014) 8, pp. 731-756
Persistent link: https://www.econbiz.de/10010507938
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Stochastic volatility and pricing bias in the Swedish OMX-index call option market
Byström, Hans N. E. - 2000
Persistent link: https://www.econbiz.de/10001529353
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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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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