Editor's note.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 12, p. 1115, doi. 10.1002/fut.20550
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2011 AND VI 31 AND IP 12
Results: 5
1
2
The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 12, p. 1170, doi. 10.1002/fut.20532
- By:
- Publication type:
- Article
3
The impact of liquidity on option prices.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 12, p. 1116, doi. 10.1002/fut.20531
- By:
- Publication type:
- Article
4
The performance of alternative futures buy-write strategies.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 12, p. 1202, doi. 10.1002/fut.20535
- By:
- Publication type:
- Article
5
Intraday price formation and bid-ask spread components: A new approach using a cross-market model.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 12, p. 1142, doi. 10.1002/fut.20533
- By:
- Publication type:
- Article