Pricing futures options with basis risk: evidence from S&P 500 futures options

By Wang Chou-Wen   Wu Ting-Yi  

Applied Financial Economics, Vol. 18, Iss. 19, 2008-10 ,pp. : 1561-1567

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Risk preference and trading motivation measurement due to moneyness: evidence from the S&P 500 Index option market

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Applied Financial Economics, Vol. 21, Iss. 14, 2011-07 ,pp. : 1049-1057

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The relationship between the S&P 500 spot and futures indices: brothers or cousins?

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Applied Financial Economics, Vol. 16, Iss. 5, 2006-03 ,pp. : 405-412

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Stability of the S&P 500 futures market efficiency conditions

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Applied Financial Economics, Vol. 15, Iss. 12, 2005-08 ,pp. : 855-866

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The interactions between trading volume and volatility: evidence from the equity options markets

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