3 results
A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 35 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 06 April 2009, pp. 553-576
- Print publication:
- December 2000
-
- Article
- Export citation
Put-Call Parity and Expected Returns
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
- Published online by Cambridge University Press:
- 06 April 2009, pp. 445-457
- Print publication:
- December 1991
-
- Article
- Export citation
Black-Scholes Approximations of Call Option Prices with Stochastic Volatilities: A Note
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 4 / December 1989
- Published online by Cambridge University Press:
- 06 April 2009, pp. 527-532
- Print publication:
- December 1989
-
- Article
- Export citation