Ex ante stock market return volatility implied by the OEX option premium.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 585, doi. 10.1111/j.1540-6288.1996.tb00888.x
- By:
- Publication type:
- Article
Works matching IS 07328516 AND DT 1996 AND VI 31 AND IP 3
Results: 11
1
2
An examination of the short-term and long-term behavior of foreign exchange rates.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 603, doi. 10.1111/j.1540-6288.1996.tb00889.x
- By:
- Publication type:
- Article
3
Risk premia in foreign currency futures: A reexamination.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 521, doi. 10.1111/j.1540-6288.1996.tb00884.x
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- Publication type:
- Article
4
An examination of option-implied S&P 500 futures price distributions.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 667, doi. 10.1111/j.1540-6288.1996.tb00892.x
- By:
- Publication type:
- Article
5
Effect of underwriter prestige on the interest cost of municipal bond offerings.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 641, doi. 10.1111/j.1540-6288.1996.tb00891.x
- By:
- Publication type:
- Article
6
Convertible debt issuance and market completeness.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 623, doi. 10.1111/j.1540-6288.1996.tb00890.x
- By:
- Publication type:
- Article
7
The relationship between stock and option price changes.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 499, doi. 10.1111/j.1540-6288.1996.tb00883.x
- By:
- Publication type:
- Article
8
Further evidence on foreign exchange market efficiency: An application of cointegration tests.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 553, doi. 10.1111/j.1540-6288.1996.tb00886.x
- By:
- Publication type:
- Article
9
Option delisting of stocks that continue trading: An examination of welfare effects.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 565, doi. 10.1111/j.1540-6288.1996.tb00887.x
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- Publication type:
- Article
10
The factors behind put-call parity violations of S&P 100 Index options.
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 535, doi. 10.1111/j.1540-6288.1996.tb00885.x
- By:
- Publication type:
- Article
11
A test of the conditional CAPM with simultaneous estimation of the first and second conditional...
- Published in:
- Financial Review, 1996, v. 31, n. 3, p. 475, doi. 10.1111/j.1540-6288.1996.tb00882.x
- By:
- Publication type:
- Article