This article investigates the performance of affine option pricing models in the context of the Australian Standard & Poor's (S&P)/Australian Stock Exchange (ASX) 200 index option market. This investigation is done through the implicit estimation of the risk neutral parameters of affine option...

Purpose ? This paper aims to examine mutual fund investors' response to mergers of Australian mutual fund companies. Design/methodology/approach ? Two matching-control techniques are employed to analyse the impact of mergers on excess money in and out of open and closed funds involved in the...