𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The relationship between index option moneyness and relative liquidity

✍ Scribed by Cheri Etling; Thomas W. Miller; Jr.

Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
107 KB
Volume
20
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Insights into the relationship between t
Insights into the relationship between the h-index and self-citations
✍ Ernesto Gianoli; Marco A. Molina-Montenegro πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 52 KB πŸ‘ 2 views

## Abstract We analyze the publication output of 119 Chilean ecologists and find strong evidence that self‐citations significantly affect the __h__‐index increase. Furthermore, we show that the relationship between the increase in the __h__‐index and the proportion of self‐citations differs between

The lead-lag relationship between equiti
The lead-lag relationship between equities and stock index futures markets around information releases
✍ Frino, Alex; Walter, Terry; West, Andrew πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 221 KB πŸ‘ 2 views

to trade in underlying stocks. A small weakening in the contemporaneous relationship between stock index futures returns and stock index returns around both types of releases is also documented. This is consistent with disintegration in the relationship between the two markets associated with noise