Trading volatility spreads: a test of index option market efficiency.
- Published in:
- European Financial Management, 2000, v. 6, n. 2, p. 235, doi. 10.1111/1468-036x.00122
- By:
- Publication type:
- Article
Works matching IS 13547798 AND DT 2000 AND VI 6 AND IP 2
Results: 7
1
2
Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96.
- Published in:
- European Financial Management, 2000, v. 6, n. 2, p. 213, doi. 10.1111/1468-036x.00121
- By:
- Publication type:
- Article
3
An empirical analysis of corporate debt maturity structure.
- Published in:
- European Financial Management, 2000, v. 6, n. 2, p. 197, doi. 10.1111/1468-036x.00120
- By:
- Publication type:
- Article
4
Long-run stock performance of German initial public offerings and seasoned equity issues.
- Published in:
- European Financial Management, 2000, v. 6, n. 2, p. 173, doi. 10.1111/1468-036x.00119
- By:
- Publication type:
- Article
5
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity.
- Published in:
- European Financial Management, 2000, v. 6, n. 2, p. 149
- By:
- Publication type:
- Article
6
An explanation of the forward premium 'puzzle'
- Published in:
- European Financial Management, 2000, v. 6, n. 2, p. 121, doi. 10.1111/1468-036x.00117
- By:
- Publication type:
- Article
7
Executive Summaries.
- Published in:
- European Financial Management, 2000, v. 6, n. 2, p. 113, doi. 10.1111/1468-036x.00116
- Publication type:
- Article