141 |
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Is Investor Misreaction Economically Significant? Evidence from Short- and Long-Term S&P 500 Index Options
|
Cao, C.; Li, H.; Yu, F.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
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142 |
|
Is It Time to Reduce the Minimum Tick Sizes of the E-Mini Futures?
|
Kurov, A.; Zabotina, T.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
143 |
|
Information Content of the Fed Funds Rates
|
Sultan, J.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
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144 |
|
Canonical Valuation of Options in the Presence of Stochastic Volatility
|
Gray, P.; Newman, S.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
145 |
|
Volatility Trade Design
|
Chaput, J. S.; Ederington, L. H.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
146 |
|
Intradaily Periodicity and Volatility Spillovers Between International Stock Index Futures Markets
|
Wu, C.; Li, J.; Zhang, W.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
147 |
|
Minimum-Variance Futures Hedging Under Alternative Return Specifications
|
Terry, E.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
148 |
|
Option Pricing under Extended Normal Distribution
|
Ki, H.; Choi, B.; Chang, K.-H.; Lee, M.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
149 |
|
Drift Matters: An Analysis of Commodity Derivatives
|
Korn, O.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
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|
150 |
|
Price Risk in the NYMEX Energy Complex: An Extreme Value Approach
|
Krehbiel, T.; Adkins, L. C.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
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