search query: @indexterm stock index options / total: 27
references: 26-27 / 27
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26.
The behavior of the volatility implicit in the prices of stock index options.
Journal of Financial Economics
1988 : OCT, VOL. 22:1, p. 103-122
 1988 Day, T. E.
Lewis, C. M.
27.
Playing the turn-of-the-year effect with index futures.
Operations Research
1987 : NOV-DEC, VOL. 35:6, p. 799-813
 1987 Clark, R.
Ziemba, W. T.
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