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Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas; Smith, Tom; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000948521
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Stock splits : implications for models of the bid/ask spread
Gray, Stephen; Smith, Tom; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000949879
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New options instruments : arbitrageable linkages and valuation
Stoll, Hans R. - In: Geld, Banken und Versicherungen : Beiträge zum ... … 3 (1985) 2, pp. 1067-1076
Persistent link: https://www.econbiz.de/10001009777
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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
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The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni - In: Journal of financial economics 17 (1986) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10001015115
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New option instruments : arbitrageable linkages and valuation
Stoll, Hans R. - In: Advances in futures and options research : a research annual 1 (1986), pp. 25-62
Persistent link: https://www.econbiz.de/10001339372
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Stock splits : implications for investor trading costs
Gray, Stephen; Smith, Tom; Whaley, Robert E. - In: Journal of empirical finance 10 (2003) 3, pp. 271-303
Persistent link: https://www.econbiz.de/10001752105
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Do expirations of Hang Seug Index derivatives affect stock market volatility?
Bollen, Nicolas P. B.; Whaley, Robert E. - In: Pacific-Basin finance journal 7 (1999) 5, pp. 453-470
Persistent link: https://www.econbiz.de/10001450512
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - In: New research in financial markets, (pp. 39-81). 2001
Persistent link: https://www.econbiz.de/10001674478