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A new measure of the direction and timing of information flow between markets
Finucane, Thomas J. - In: Journal of financial markets 2 (1999) 2, pp. 135-151
Persistent link: https://www.econbiz.de/10001426681
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A direct test of methods for inferring trade direction from intra-day data
Finucane, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 4, pp. 553-576
Persistent link: https://www.econbiz.de/10001540813
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Binomial approximations of American call option prices with stochastic volatilities
Finucane, Thomas J. - In: Advances in futures and options research : a research annual 7 (1994), pp. 113-134
Persistent link: https://www.econbiz.de/10001196350
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Black-Scholes approximations of call options prices with stochastic volatilities : a note
Finucane, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 4, pp. 527-532
Persistent link: https://www.econbiz.de/10001082068
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Options on US treasury coupon issues
Finucane, Thomas J. - In: The financial review : the official publication of the … 23 (1988) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10001061432
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Some empirical evidence on the use of financial leases
Finucane, Thomas J. - In: The journal of financial research 11 (1988) 4, pp. 321-333
Persistent link: https://www.econbiz.de/10001066557
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A simple linear weighting scheme for Black-Scholes implied volatilities : a note
Finucane, Thomas J. - In: Journal of banking & finance 13 (1989) 2, pp. 321-326
Persistent link: https://www.econbiz.de/10001069312
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The time series properties of implied volatility of S&P100 index options
Diz, Fernando; Finucane, Thomas J. - 1991
Persistent link: https://www.econbiz.de/10000839718
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An theoretical and empirical study of options on default free coupon bonds
Finucane, Thomas J. - 1986
Persistent link: https://www.econbiz.de/10000751524
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American stochastic volatility call option pricing : a lattice based approach
Finucane, Thomas J. - In: Review of derivatives research 1 (1996) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10001218116