Efficiency in index options markets and trading in stock baskets
暂无分享,去创建一个
[1] Peter Schmidt,et al. The Theory and Practice of Econometrics , 1985 .
[2] E. Thorp,et al. The Cost of Liquidity Services in Listed Options: A Note , 1983 .
[3] J. Hull. Options, futures, and other derivative securities , 1989 .
[4] D. Chance,et al. OPTIONS MARKET EFFICIENCY AND THE BOX SPREAD STRATEGY , 1985 .
[5] Yisong S. Tian,et al. The Introduction of Toronto Index Participation Units and Arbitrage Opportunities in the Toronto 35 Index Option Market , 1998 .
[6] S. Siegel,et al. Nonparametric Statistics for the Behavioral Sciences , 2022, The SAGE Encyclopedia of Research Design.
[7] George Sofianos,et al. Program Trading and Intraday Volatility , 1994 .
[8] Thomas W. Miller,et al. Daily and Intradaily Tests of European Put-Call Parity , 1995, Journal of Financial and Quantitative Analysis.
[9] Dan Galai,et al. Tests of Market Efficiency of the Chicago Board Options Exchange , 1977 .
[10] Andrew Rudd,et al. Index Options: The Early Evidence , 1985 .
[11] S. Ross,et al. Option pricing: A simplified approach☆ , 1979 .
[12] Clifford W. Smith,et al. Trading costs for listed options: The implications for market efficiency , 1980 .
[13] Ehud I. Ronn,et al. The Box Spread Arbitrage Conditions: Theory, Tests, and Investment Strategies , 1989 .
[14] F. Black,et al. The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.
[15] A. Shleifer,et al. The Limits of Arbitrage , 1995 .