SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Michael Lemmon, Sophie Xiaoyan Ni, Differences in Trading and Pricing Between Stock and Index Options, Management Science, 2014, 60, 8, 1985

    CrossRef

  2. 2
    Nicolas P.B. Bollen, Robert E. Whaley, Futures Market Volatility: What Has Changed?, Journal of Futures Markets, 2014, 34, 10
  3. 3
    Yu-Jane Liu, Zheng Zhang, Longkai Zhao, Speculation Spillovers, Management Science, 2014, 140715094809005

    CrossRef

  4. 4
    Khelifa Mazouz, Yuliang Wu, Shuxing Yin, Trading Activity in Options and Stock Around Price-Sensitive News Announcements, Journal of Futures Markets, 2014, 34, 10
  5. 5
    Jie Cao, Bing Han, Cross section of option returns and idiosyncratic stock volatility, Journal of Financial Economics, 2013, 108, 1, 231

    CrossRef

  6. 6
    Edward J. Podolski, Cameron Truong, Madhu Veeraraghavan, Informed options trading prior to takeovers – Does the regulatory environment matter?, Journal of International Financial Markets, Institutions and Money, 2013, 27, 286

    CrossRef

  7. 7
    Wen-I Chuang, Teng-Ching Huang, Bing-Huei Lin, Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options, The North American Journal of Economics and Finance, 2013, 25, 168

    CrossRef

  8. 8
    Wen Li, Song Wang, Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme, Journal of Industrial and Management Optimization, 2013, 9, 2, 365

    CrossRef

  9. 9
    P. Carr, L. Wu, Static Hedging of Standard Options, Journal of Financial Econometrics, 2013, 12, 1, 3

    CrossRef

  10. 10
    Pedro José Catuogno, Sebastián Esteban Ferrando, Alfredo Lázaro González, Efficient Hedging of Options with Probabilistic Haar Wavelets, ISRN Probability and Statistics, 2012, 2012, 1

    CrossRef

  11. 11
    Janchung Wang, Hsinan Hsu, Price Expectation and the Pricing of Stock Index Futures: Evidence from Developed and Emerging Markets, Review of Pacific Basin Financial Markets and Policies, 2006, 09, 04, 639

    CrossRef

  12. 12
    Kenneth Oliven, Thomas A. Rietz, Suckers Are Born but Markets Are Made: Individual Rationality, Arbitrage, and Market Efficiency on an Electronic Futures Market, Management Science, 2004, 50, 3, 336

    CrossRef

  13. 13
    Robert E. Whaley, Financial Markets and Asset Pricing, 2003,

    CrossRef

  14. 14
    Antonio S. Mello, Henrik J. Neuhaus, A Portfolio Approach to Risk Reduction in Discretely Rebalanced Option Hedges, Management Science, 1998, 44, 7, 921

    CrossRef

  15. You have free access to this content15
    Gurdip Bakshi, Charles Cao, Zhiwu Chen, Empirical Performance of Alternative Option Pricing Models, The Journal of Finance, 1997, 52, 5
  16. 16
    MEL JAMESON, WILLIAM WILHELM, Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing, The Journal of Finance, 1992, 47, 2
  17. 17
    BERNARD DUMAS, ELISA LUCIANO, An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs, The Journal of Finance, 1991, 46, 2