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- 308.48 KB
- 2023-11-19
- 886.71 KB
- 2019-7-14
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stock_index_options.pdf
Stock index options - 1.43 MB
- 2017-8-14
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Canonical valuation and hedging of index options (pages 771-790).pdf
- 489.17 KB
- 2016-5-24
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Empirical pricing kernels obtained from the UK index options market.pdf
- 230.45 KB
- 2016-3-4
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Hedge performance of SPX index options and S&P 500 futures.pdf
- 6.97 MB
- 2015-3-17
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CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE.rar
本附件包括：- CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE.pdf
- 151.57 KB
- 2014-10-29
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On the arbitrage-free pricing relationship between index futures and index options.rar
本附件包括：- On the arbitrage-free pricing relationship between index futures and index options.pdf
- 214.78 KB
- 2014-10-29
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document.pdfEarly Unwinding Strategy in Index Options-Futures Arbitrage.pdf
- 856.26 KB
- 2014-10-29
- 123.52 KB
- 2014-4-7
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The Shape and Term Structure of the Index Option Smirk- Why Multifactor Stochast.pdf
- 439.25 KB
- 2014-3-12
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Put-call parity and the informational efficiency of the German DAX-index options.pdf
- 1.35 MB
- 2014-3-10
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本附件包括：
- Do S&P 500 Index Options Violate Martingale Restriction.pdf
- Does Bank Ownership Increase Firm Value Evidence from China.pdf
- Bank fund reallocation and economic growth Evidence from China.pdf
- Bank Ownership and Executive Perquisites New Evidence from an Emerging Market.pdf
- Bank Ownership Reform and Bank Performance in China.pdf
- CAPM, Higher Co-moment and Factor Models of UK Stock Returns.pdf
- 1.01 MB
- 2013-3-13
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Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf
- 406.18 KB
- 2010-6-27
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Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf
- 406.18 KB
- 2010-5-28
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本附件包括：
- 1998 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
- 1998 Nonparametric Efficiency Testing Of Asian Stock Markets Using Weekly Data.pdf
- 1990 Habit Formation-A Resolution Of The Equity Premium Puzzle.pdf
- 1990 Lcapital Asset Prices With And Without Negative Holdings.pdf
- 1990 Predicting Stock Returns In An Efficient Market.pdf
- 1990 Price Reversals, Bid-Ask Spreads, And Market Efficiency.pdf
- 1991 Efficient Capital Markets-II.pdf
- 1992 Financial Market Efficiency Tests.pdf
- 1992 The Cross-Section Of Expected Stock Returns.pdf
- 1993 A Test Of Efficiency For The S&P Index Option Market Using Variance Forecasts.pdf
- 1993 Common Risk Factors In The Returns On Stocks And Bonds.pdf
- 1993 Privileged Traders And Asset Market Efficiency-A Laboratory Study.pdf
- 1993 Returns To Buying Winners And Selling Losers-Implications For Stock Market Efficiency.pdf
- 1993 Stock Markets Volatility Efficiency And Tests-A Survey.pdf
- 1994 Behavioral Capital Asset Pricing Theory.pdf
- 1994 Internal Versus External Capital Markets.pdf
- 1995 Measurement Of Market Integration And Arbitrage.pdf
- 1996 Evaluating Fund Performance In A Dynamic Market.pdf
- 1996 Multifactor Explanations Of Asset Pricing Anomalies.pdf
- 1996 The Spirit Of Capitalism And Stock-Market Prices.pdf
- 1997 Anomalies-The Equity Premium Puzzle.pdf
- 1997 Empirical Performance Of Alternative Option Pricing Models.pdf
- 1997 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
- 1997 Measuring The Efficiency Of Capital Allocation In Commercial Banking.pdf
- 1997 Stock Market Efficiency And Economic Efficiency-Is There A Connection.pdf
- 1997 The Limits Of Arbitrage.pdf
- 26.02 MB
- 2010-5-5
- 1004.75 KB
- 2010-5-2
- 504.91 KB
- 2010-4-4
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本附件包括：
- 1998 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
- 1998 Nonparametric Efficiency Testing Of Asian Stock Markets Using Weekly Data.pdf
- 1990 Habit Formation-A Resolution Of The Equity Premium Puzzle.pdf
- 1990 Lcapital Asset Prices With And Without Negative Holdings.pdf
- 1990 Predicting Stock Returns In An Efficient Market.pdf
- 1990 Price Reversals, Bid-Ask Spreads, And Market Efficiency.pdf
- 1991 Efficient Capital Markets-II.pdf
- 1992 Financial Market Efficiency Tests.pdf
- 1992 The Cross-Section Of Expected Stock Returns.pdf
- 1993 A Test Of Efficiency For The S&P Index Option Market Using Variance Forecasts.pdf
- 1993 Common Risk Factors In The Returns On Stocks And Bonds.pdf
- 1993 Privileged Traders And Asset Market Efficiency-A Laboratory Study.pdf
- 1993 Returns To Buying Winners And Selling Losers-Implications For Stock Market Efficiency.pdf
- 1993 Stock Markets Volatility Efficiency And Tests-A Survey.pdf
- 1994 Behavioral Capital Asset Pricing Theory.pdf
- 1994 Internal Versus External Capital Markets.pdf
- 1995 Measurement Of Market Integration And Arbitrage.pdf
- 1996 Evaluating Fund Performance In A Dynamic Market.pdf
- 1996 Multifactor Explanations Of Asset Pricing Anomalies.pdf
- 1996 The Spirit Of Capitalism And Stock-Market Prices.pdf
- 1997 Anomalies-The Equity Premium Puzzle.pdf
- 1997 Empirical Performance Of Alternative Option Pricing Models.pdf
- 1997 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
- 1997 Measuring The Efficiency Of Capital Allocation In Commercial Banking.pdf
- 1997 Stock Market Efficiency And Economic Efficiency-Is There A Connection.pdf
- 1997 The Limits Of Arbitrage.pdf
- 26.02 MB
- 2010-3-24
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GS_Local Volatility Surface - Unlocking Info in Index Options Pricing_Dec95.pdf
- 507.12 KB
- 2009-10-8
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334625.rar
FTSE 100 Index Option data 2004-2009 (European Style Exercise).rar - 8.11 MB
- 2009-6-8
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