Skip to main content

Browse by Journal

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creator's name | Item Type | Date | No Grouping
Jump to: B | G | S | V
Number of items: 4.

B

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos, Zhang, Mengyu (2020) What do we know about individual equity options? Journal of Futures Markets, 40 (1). pp. 67-91. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.22066) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
[img]

G

Geman, Helyette, Tunaru, Radu (2013) Commercial Real-Estate Inventory and Theory of Storage. Journal of Futures Markets, 33 (7). pp. 675-694. ISSN 0270-7314. (doi:10.1002/fut.21559) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

S

Sultan, Jahangir, Alexandridis, Antonios, Hasan, Mohammad S, Guo, Xuxi (2019) Hedging Performance of Multiscale Hedge Ratios. Journal of Futures Markets, . ISSN 0270-7314. (doi:10.1002/fut.22047) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
[img]

V

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2015) The Impact of a Premium Based Tick Size on Equity Option Liquidity. Journal of Futures Markets, 36 (4). pp. 397-417. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.21734)
[img]
Preview

This list was generated on Sun Dec 15 22:56:35 2019 GMT.