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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
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An anatomy of the "S&P game" : the effects of changing the rules
Beneish, Messod D. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1909-1930
Persistent link: https://www.econbiz.de/10001211760
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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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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
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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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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
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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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Efficient analytic approximation of American option values
Barone-Adesi, Giovanni - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 301-320
Persistent link: https://www.econbiz.de/10001047785
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On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 3 (1988), pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
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Intraday price change and trading volume relations in the stock and stock option markets
Stephan, Jens A. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 191-220
Persistent link: https://www.econbiz.de/10001084197