haku: @indexterm Stock index options / yhteensä: 27
viitteet: 21-27 / 27
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21.
A transactions data test of stock index futures market efficiency and index arbitrage profitability
Journal of Finance
1991 : DEC, VOL. 46:5, p. 1791-1809
 1991 Chung, Y.P.
22.
Tests of unbiased forecasts in stock index futures markets.
Managerial Finance
1990 : VOL. 16:3, p. 19-23
 1990 Fung, H. G.
Jarett, J. E.
Leung, W. K.
23.
Arbitrage in stock index futures.
Journal of Business
1990 : JAN, VOL. 63:1, p. S7-S31
 1990 Brennan, M. J.
Schwartz, E. S.
24.
Calendar spreads for enhanced index fund returns.
Financial Analysts' Journal
1990 : JAN/FEB, VOL. 46:1, p. 66-73, 79
 1990 Wolf, J.
25.
The pricing of stock index options in a general equilibrium model.
Journal of Financial and Quantitative Analysis
1989 : MAR, VOL. 24:1, p. 1-12
 1989 Bailey, W.
Stulz, R. M.
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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