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The value of early exercise in option prices : an empirical investigation
Zivney, Terry L. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 129-138
Persistent link: https://www.econbiz.de/10001102359
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Futures trading, transaction costs, and stock market volatility
Brorsen, B. Wade - In: The journal of futures markets 11 (1991) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001102728
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The intraday ex post and ex ante profitability of index arbitrage
Klemkosky, Robert C. - In: The journal of futures markets 11 (1991) 3, pp. 291-311
Persistent link: https://www.econbiz.de/10001104845
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Analyzing portfolios with derivative assets : a stochastic dominance approach using numerical integration
Brooks, Robert - In: The journal of futures markets 11 (1991) 4, pp. 411-440
Persistent link: https://www.econbiz.de/10001109936
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Option prices and the underlying asset's return distribution
Grundy, Bruce D. - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1045-1069
Persistent link: https://www.econbiz.de/10001110297
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Dual trading and futures market liquidity : an analysis of three Chicago Board of Trade contract markets
Walsh, Michael J. - In: The journal of futures markets 11 (1991) 5, pp. 519-537
Persistent link: https://www.econbiz.de/10001110897
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Option volume and stock market : while put-call ratios seem to forecast market direction, transaction costs make it difficult to exploit the forecasts
Chance, Don M. - In: The journal of portfolio management : a publication of … 16 (1990) 4, pp. 42-51
Persistent link: https://www.econbiz.de/10001112342
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"Chaos" in futures markets? : A nonlinear dynamical analysis
Blank, Steven C. - In: The journal of futures markets 11 (1991) 6, pp. 711-728
Persistent link: https://www.econbiz.de/10001116054
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International risk reduction with financial and foreign currency futures
Hill, Joanne M. - In: Advances in futures and options research : a research annual 1 (1986), pp. 113-135
Persistent link: https://www.econbiz.de/10001339381
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Hedged equity portfolios : components of risk and return
Peters, Ed - In: Advances in futures and options research : a research annual 1 (1986), pp. 75-91
Persistent link: https://www.econbiz.de/10001339383