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15
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13
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41
Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
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42
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
Saved in:
43
Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001222441
Saved in:
44
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
Saved in:
45
Expiration-day effects : what has changed?
Stoll, Hans R.
- In:
Financial analysts' journal : FAJ
47
(
1991
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10001106429
Saved in:
46
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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47
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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48
One market? Stocks, futures, and options during October 1987
Kleidon, Allan William
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 851-877
Persistent link: https://www.econbiz.de/10001132040
Saved in:
49
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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50
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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