A new information share measure.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 4, p. 377, doi. 10.1002/fut.20356
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2009 AND VI 29 AND IP 4
Results: 4
1
2
Is reversal of large stock-price declines caused by overreaction or information asymmetry: Evidence from stock and option markets.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 4, p. 348, doi. 10.1002/fut.20360
- By:
- Publication type:
- Article
3
Implied deterministic volatility functions: An empirical test for Euribor options.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 4, p. 319, doi. 10.1002/fut.20363
- By:
- Publication type:
- Article
4
Risk management with options and futures under liquidity risk.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 4, p. 297, doi. 10.1002/fut.20362
- By:
- Publication type:
- Article