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EARLY EXERCISE OF AMERICAN INDEX OPTIONS.
- Published in:
- Journal of Financial Research, 1992, v. 15, n. 2, p. 127, doi. 10.1111/j.1475-6803.1992.tb00793.x
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- Article
The Informational Role of End-of-the-Day Returns in Stock Index Futures.
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- Journal of Futures Markets, 1992, v. 12, n. 5, p. 595, doi. 10.1002/fut.3990120510
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- Publication type:
- Article
An Alternative Methodology for Measuring Expiration Day Price Effects at Friday's lose: The....
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 6, p. 751, doi. 10.1002/fut.3990110609
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- Article
The January Effect, Arbitrage Opportunities, and Derivative Securities: Has Anything Changed?
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 253, doi. 10.1002/fut.3990110210
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- Article
Stock Index Futures, Expiration Day Volatility, and the 'Special' Friday Opening: A Note.
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- Journal of Futures Markets, 1990, v. 10, n. 3, p. 323, doi. 10.1002/fut.3990100309
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- Article
The Relationship between Stock Indices and Stock Index Futures from 3:00–3:15: A Note.
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- Journal of Futures Markets, 1989, v. 9, n. 3, p. 271, doi. 10.1002/fut.3990090309
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- Publication type:
- Article
The Daily Effect in the Gold Market: A Reply.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 2, p. 175, doi. 10.1002/fut.3990090210
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- Publication type:
- Article
The Other Friday 'Bull' Effect: A Chance Occurrence or the Harbinger of Yet Another Puzzling....
- Published in:
- Journal of Futures Markets, 1988, v. 8, n. 6, p. 723, doi. 10.1002/fut.3990080607
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- Publication type:
- Article
A Further Investigation of the Day-of-the-Week Effect in the Gold Market: A Comment.
- Published in:
- Journal of Futures Markets, 1988, v. 8, n. 3, p. 389, doi. 10.1002/fut.3990080311
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- Publication type:
- Article
An Analysis of Trading and Nontrading Period Returns for The Value Line Composite Index; Spot....
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- Journal of Futures Markets, 1987, v. 7, n. 5, p. 497, doi. 10.1002/fut.3990070504
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- Publication type:
- Article
The Daily Distribution of Changes in the Price of Stock Index Futures.
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- Journal of Futures Markets, 1986, v. 6, n. 4, p. 513, doi. 10.1002/fut.3990060402
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- Publication type:
- Article
The Informational Content of the Interday Price Change with Respect to Stock Index Futures.
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- Journal of Futures Markets, 1986, v. 6, n. 3, p. 385, doi. 10.1002/fut.3990060304
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- Publication type:
- Article
Testing Futures Market Efficiency—A Restatement.
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- Journal of Futures Markets, 1985, v. 5, n. 3, p. 425, doi. 10.1002/fut.3990050311
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- Publication type:
- Article
The Delivery Period and Daily Price Limits: A Comment.
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- Journal of Futures Markets, 1982, v. 2, n. 1, p. 105, doi. 10.1002/fut.3990020110
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- Publication type:
- Article
Informed Trading around Stock Split Announcements: Evidence from the Option Market.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 2, p. 705, doi. 10.1017/S0022109017000023
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- Article
Stock Market Efficiency Withstands another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle.
- Published in:
- 2004
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- Publication type:
- Opinion
AN ANALYSIS OF DAILY PATTERNS IN STOCK RETURNS ACROSS INDICES: SPOT VERSUS FUTURES.
- Published in:
- Quarterly Journal of Business & Economics, 1989, v. 28, n. 1, p. 55
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- Article
The Anomaly That Isn't There: A Comment on Friday the Thirteenth.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 5, p. 1285, doi. 10.1111/j.1540-6261.1988.tb03971.x
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- Article
The Weekly Pattern in Stock Index Futures: A Further Note.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 5, p. 1149, doi. 10.1111/j.1540-6261.1986.tb02537.x
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- Publication type:
- Article
Additional Evidence of year-End Tax-Motivated Trading by Individual Investors, 1962-1986.
- Published in:
- Journal of the American Taxation Association, 1994, v. 16, n. 1, p. 122
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- Publication type:
- Article
Threshold levels, strike price grid, and other market microstructure issues associated with exchange-traded equity options.
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- Journal of Futures Markets, 2010, v. 30, n. 2, p. 188, doi. 10.1002/fut.20404
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- Publication type:
- Article
Odd-Lot Transactions around the Turn of the Year and the January Effect.
- Published in:
- Journal of Financial & Quantitative Analysis, 1992, v. 27, n. 4, p. 591, doi. 10.2307/2331142
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- Article