Information asymmetry around S&P 500 index changes

By Hong Youna  

Review of Accounting and Finance, Vol. 14, Iss. 2, 2015-05 ,pp. : 106-127

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

An analysis of the importance of S&P 500 discretionary constituent changes

By Geppert John   Ivanov Stoyu   Karels Gordon  

Review of Quantitative Finance and Accounting, Vol. 37, Iss. 1, 2011-07 ,pp. : 21-34

Springer Publishing Company

Access to resources Recommend Favorite

The liquidity effects of revisions to the S&P 500 index: an empirical analysis

By Hegde S.P.   McDermott J.B.  

Journal of Financial Markets, Vol. 6, Iss. 3, 2003-05 ,pp. : 413-459

Elsevier

Access to resources Recommend Favorite

A Fuzzy Set Approach for Generalized CRR Model: An Empirical Analysis of S&P 500 Index Options

By Lee Cheng   Tzeng Gwo-Hshiung   Wang Shin-Yun  

Review of Quantitative Finance and Accounting, Vol. 25, Iss. 3, 2005-11 ,pp. : 255-275

Springer Publishing Company

Access to resources Recommend Favorite

Volatilities implied by price changes in the S&P 500 options and futures contracts

By Hilliard Jitka   Li Wei  

Review of Quantitative Finance and Accounting, Vol. 42, Iss. 4, 2014-05 ,pp. : 599-626

Springer Publishing Company

Access to resources Recommend Favorite