search query: @author Figlewski, S. / total: 10
references: 1-10 / 10
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1.
Options arbitrage in imperfect markets
Journal of Finance
1989 : DEC, VOL.44:5, p. 1289-1311
 1989 Figlewski, S.
2.
Estimation of the optimal futures hedge. (!Treasury bonds)
Review of Economics and Statistics
1988 : NOV, VOL. 70:4, p. 623-630
 1988 Cecchetti, S. G.
Cumby, R. E.
Figlewski, S.
3.
Explaining the early discounts on stock index futures : The case for disequilibrium.
Financial Analysts' Journal
1984 : JUL-AUG, VOL. 40:4, p. 43-47
 1984 Figlewski, S.
4.
Hedging performance and basis risk in stock Index futures.
Journal of Finance
1984 : JUL, VOL. 39:3, p. 657-669
 1984 Figlewski, S.
5.
Information diversity and market behavior : a reply.
Journal of Finance
1984 : MAR, VOL. 39:1, p. 299-302
 1984 Figlewski, S.
6.
Information diversity and market behavior.
Journal of Finance
1982 : MAR, VOL. 37:1, p. 87-102
 1982 Figlewski, S.
7.
Portfolio Management with stock index futures.
Financial Analysts' Journal
1982 : JAN-FEB, VOL. 38:1, p. 52-60
 1982 Figlewski, S.
Kon, S. J.
8.
The information effects of restrictions on short sales : some empirical evidence.
Journal of Financial and Quantitative Analysis
1981 : NOV, VOL. 16:4, p. 463-476
 1981 Figlewski, S.
9.
Futures trading and volatility in the GNMA market.
Journal of Finance
1981 : MAY, VOL. 36:2, p. 445-456
 1981 Figlewski, S.
10.
Market "efficiency" in a market with heterogeneous information.
Journal of Political Economy
1978 : 4 AUG VOL.86 p.581-597
 1978 Figlewski, S.
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