Found: 68

Select item for more details and to access through your institution.

  • ESTIMATION OF THE OPTIMAL FUTURES HEDGE.

    Published in:
    Review of Economics & Statistics, 1988, v. 70, n. 4, p. 623, doi. 10.2307/1935825
    By:
    • Cecchetti, Stephen G.;
    • Cumby, Robert E.;
    • Figlewski, Stephen
    Publication type:
    Article

  • RATIONAL EXPECTATIONS, INFORMATIONAL EFFICIENCY, AND TESTS USING SURVEY DATA: A REPLY.

    Published in:
    Review of Economics & Statistics, 1983, v. 65, n. 3, p. 529, doi. 10.2307/1924204
    By:
    • Figlewski, Stephen;
    • Wachtel, Paul
    Publication type:
    Article

  • OPTIMAL PRICE FORECASTING USING SURVEY DATA.

    Published in:
    Review of Economics & Statistics, 1983, v. 65, n. 1, p. 13, doi. 10.2307/1924404
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • THE FORMATION OF INFLATIONARY EXPECTATIONS.

    Published in:
    Review of Economics & Statistics, 1981, v. 63, n. 1, p. 1, doi. 10.2307/1924211
    By:
    • Figlewski, Stephen;
    • Wachtel, Paul
    Publication type:
    Article

  • What Goes into Risk-Neutral Volatility? Empirical Estimates of Risk and Subjective Risk Preferences.

    Published in:
    Journal of Portfolio Management, 2016, v. 43, n. 1, p. 29, doi. 10.3905/jpm.2016.43.1.029
    By:
    • FIGLEWSKI, STEPHEN
    Publication type:
    Article

  • THE INFORMATIONAL EFFECTS OF RESTRICTIONS ON SHORT SALES: SOME EMPIRICAL EVIDENCE.

    Published in:
    Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 4, p. 463, doi. 10.2307/2330366
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Market Risk and Model Risk for a Financial Institution Writing Options.

    Published in:
    Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 4, p. 1465, doi. 10.1111/0022-1082.00152
    By:
    • Green, T. Clifton;
    • Figlewski, Stephen
    Publication type:
    Article

  • Options, Short Sales, and Market Completeness.

    Published in:
    Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 2, p. 761, doi. 10.1111/j.1540-6261.1993.tb04738.x
    By:
    • Figlewski, Stephen;
    • Webb, Gwendolyn P.
    Publication type:
    Article

  • Options Arbitrage in Imperfect Markets.

    Published in:
    Journal of Finance (Wiley-Blackwell), 1989, v. 44, n. 5, p. 1289, doi. 10.1111/j.1540-6261.1989.tb02654.x
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Hedging Performance and Basis Risk in Stock Index Futures.

    Published in:
    Journal of Finance (Wiley-Blackwell), 1984, v. 39, n. 3, p. 657, doi. 10.1111/j.1540-6261.1984.tb03654.x
    By:
    • FIGLEWSKI, STEPHEN
    Publication type:
    Article

  • Information Diversity and Market Behavior: A Reply.

    Published in:
    Journal of Finance (Wiley-Blackwell), 1984, v. 39, n. 1, p. 299, doi. 10.1111/j.1540-6261.1984.tb03881.x
    By:
    • FIGLEWSKI, STEPHEN
    Publication type:
    Article

  • Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency.

    Published in:
    Journal of Finance (Wiley-Blackwell), 1983, v. 38, n. 3, p. 695, doi. 10.1111/j.1540-6261.1983.tb02497.x
    By:
    • FIGLEWSKI, STEPHEN;
    • URICH, THOMAS
    Publication type:
    Article

  • Information Diversity and Market Behavior.

    Published in:
    Journal of Finance (Wiley-Blackwell), 1982, v. 37, n. 1, p. 87, doi. 10.1111/j.1540-6261.1982.tb01097.x
    By:
    • FIGLEWSKI, STEPHEN
    Publication type:
    Article

  • Futures Trading and Volatility in the GNMA Market.

    Published in:
    Journal of Finance (Wiley-Blackwell), 1981, v. 36, n. 2, p. 445, doi. 10.1111/j.1540-6261.1981.tb00461.x
    By:
    • FIGLEWSKI, STEPHEN
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2016, v. 24, n. 2, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2017, v. 24, n. 3, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2016, v. 23, n. 3, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2015, v. 23, n. 2, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2016, v. 24, n. 1, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2015, v. 23, n. 1, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2015, v. 22, n. 4, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Vol Is Back! (But Where Did the January Effect Go?).

    Published in:
    Journal of Derivatives, 2015, v. 22, n. 3, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2014, v. 21, n. 4, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2014, v. 22, n. 2, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2014, v. 22, n. 1, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • untitled.

    Published in:
    Journal of Derivatives, 2013, v. 21, n. 2, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Tailing the Hedge: Why and How.

    Published in:
    Journal of Futures Markets, 1991, v. 11, n. 2, p. 201, doi. 10.1002/fut.3990110207
    By:
    • Figlewski, Stephen;
    • Landskroner, Yoram;
    • Silber, William L.
    Publication type:
    Article

  • Hedging with Stock Index Futures: Theory and Application in a New Market.

    Published in:
    Journal of Futures Markets, 1985, v. 5, n. 2, p. 183, doi. 10.1002/fut.3990050204
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Margins and Market Integrity: Margin Setting for Stock Index Futures and Options.

    Published in:
    Journal of Futures Markets, 1984, v. 4, n. 3, p. 385, doi. 10.1002/fut.3990040307
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Modeling the Dynamics of Correlations among Implied Volatilities.

    Published in:
    Review of Finance, 2015, v. 19, n. 3, p. 991, doi. 10.1093/rof/rfu024
    By:
    • ENGLE, ROBERT;
    • FIGLEWSKI, STEPHEN
    Publication type:
    Article

  • An American Call Is Worth More Than a European Call: The Value of American Exercise When the Market Is Not Perfectly Liquid.

    Published in:
    Journal of Financial & Quantitative Analysis, 2022, v. 57, n. 3, p. 1023, doi. 10.1017/S0022109021000272
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2013, v. 21, n. 1, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2013, v. 20, n. 4, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2012, v. 20, n. 2, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2012, v. 20, n. 1, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2012, v. 19, n. 4, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2012, v. 19, n. 3, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • THE JOURNAL OF DERIVATIVES.

    Published in:
    Journal of Derivatives, 2011, v. 19, n. 2, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2011, v. 19, n. 1, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2011, v. 18, n. 3, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2010, v. 18, n. 2, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • THE JOURNAL OF DERIVATIVES.

    Published in:
    Journal of Derivatives, 2010, v. 17, n. 3, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Derivatives: Principles and Practice.

    Published in:
    2010
    By:
    • Figlewski, Stephen
    Publication type:
    Book Review

  • Untitled.

    Published in:
    Journal of Derivatives, 2009, v. 17, n. 1, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2009, v. 16, n. 4, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Viewing the Financial Crisis from 20,000 Feet Up.

    Published in:
    Journal of Derivatives, 2009, v. 16, n. 3, p. 53, doi. 10.3905/JOD.2009.16.3.053
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2009, v. 16, n. 3, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2008, v. 16, n. 2, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2008, v. 15, n. 4, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article

  • Untitled.

    Published in:
    Journal of Derivatives, 2007, v. 15, n. 1, p. 1
    By:
    • Figlewski, Stephen
    Publication type:
    Article