What do we know about individual equity options?
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 1, p. 67, doi. 10.1002/fut.22066
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 1
Results: 8
1
2
Return dynamics during periods of high speculation in a thinly traded commodity market.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 1, p. 145, doi. 10.1002/fut.22063
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- Publication type:
- Article
3
An analytical perturbative solution to the Merton–Garman model using symmetries.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 1, p. 3, doi. 10.1002/fut.22061
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- Publication type:
- Article
4
Programs trades and trade regulation: An evidence of the Korean securities market.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 1, p. 44, doi. 10.1002/fut.22056
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- Publication type:
- Article
5
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 1, p. 23, doi. 10.1002/fut.22050
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- Publication type:
- Article
6
The time‐to‐maturity pattern of futures price sensitivity to news.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 1, p. 126, doi. 10.1002/fut.22046
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- Publication type:
- Article
7
The externalities of credit default swaps on stock return synchronicity.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 1, p. 92, doi. 10.1002/fut.22045
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- Publication type:
- Article
8
Journal of Futures Markets: Volume 40, Number 1, January 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 1, p. 1, doi. 10.1002/fut.22023
- Publication type:
- Article