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Review of Accounting and Finance, Vol. 10, Iss. 4, 2011-11 ,pp. : 411-426

Emerald Group Publishing Ltd

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

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

Springer Publishing Company

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Information asymmetry around S&P 500 index changes

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

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

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

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

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