Boundary conditions for index options: Evidence from the finnish market

[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 .