Boundary conditions for index options: Evidence from the finnish market
暂无分享,去创建一个
[1] Teppo Martikainen,et al. Short sale restrictions: Implications for stock index arbitrage , 1991 .
[2] Paula A. Tosini,et al. A Comparison of Options and Futures in the Management of Portfolio Risk , 1981 .
[3] S. Turnbull,et al. Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options , 1985 .
[4] Andrew Rudd,et al. Index Options: The Early Evidence , 1985 .
[5] J. Horrell,et al. An analysis of index option pricing , 1989 .
[6] S. Ross,et al. The relation between forward prices and futures prices , 1981 .
[7] V. Puttonen. On the behaviour of the Finnish stock index options markets , 1992 .
[8] Mihir Bhattacharya,et al. Transactions data tests of efficiency of the Chicago board options exchange , 1983 .
[9] Donald B. Keim. Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points , 1989 .
[10] P. Pope,et al. Stock index futures arbitrage: International evidence , 1990 .
[11] M. C. Jensen. Some Anomalous Evidence Regarding Market Efficiency , 1978 .
[12] Cerbaf. Option pricing: Theory and applications: M. Brenner, ed., (Lexington Books, Lexington, MA, 1983) , 1985 .
[13] D. Chance. BOUNDARY CONDITION TESTS OF BID AND ASK PRICES OF INDEX CALL OPTIONS , 1988 .
[14] M. Rubinstein.. Nonparametric tests of alternative option pricing models using all reported trades and quotes on the , 1985 .
[15] Clifford W. Smith,et al. Trading costs for listed options: The implications for market efficiency , 1980 .