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On Monetary Analysis of Derivatives
16 references·0 citing·38 second hop
On Monetary Analysis of Derivatives (2000)On Monetary Analysis of DerivativesA Monetary History of the United States, 1867-1960 (2017)A Monetary History of the Uni…The Monetary Transmission Mechanism: Evidence from the G-7 Countries (2005)The Monetary Transmission Mec…Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes (1998)Why do stock prices drop by l…The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news (1998)The effects of stock index fu…Hedge Funds and Financial Market Dynamics (1998)Hedge Funds and Financial Mar…Derivatives in International Capital Flows (1998)Derivatives in International …The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures (1996)The Behavior of Interest Rate…The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options (1995)The Intraday Behavior of Bid-…International Capital Markets: Developments, Prospects, and Policy Issues (1995)International Capital Markets…The effects of option listing on the underlying stocks' return processes (1991)The effects of option listing…The Price Effect of Option Introduction (1989)The Price Effect of Option In…Options markets and stock return volatility (1989)Options markets and stock ret…International Capital Markets. (1976)International Capital Markets.A Treatise on Money (1971)A Treatise on MoneyA Monetary History of the United States, 1867-1960 (1964)A Monetary History of the Uni…A Monetary History of the United States 1867-1960 (1964)A Monetary History of the Uni…Marginal Stockholder Tax Rates and the Clientele Effect (1970)Dividends and taxes (1978)Dividends and Taxes: Some Empirical Evidence (1982)Ex dividend day stock price behavior: discreteness or tax-induced clienteles? (1998)Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex‐Dividend Pricing before and after Decimalization (2003)Tax Changes and Asset Pricing (2009)The Pricing of Options and Corporate Liabilities (1973)Estimating betas from nonsynchronous data (1977)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)S&P 500 Cash Stock Price Volatilities (1989)The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis (1998)O/S: The relative trading activity in options and stock (2009)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Asset pricing and the bid-ask spread (1986)Expected stock returns and volatility (1987)An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964-1989 (1990)Option Trading, Price Discovery, and Earnings News Dissemination* (1997)Asymmetries in housing and financial market institutions and EMU (1998)Monetary Policy in the Euro Area (2001)Forecasting and turning point predictions in a Bayesian panel VAR model (2003)International Portfolio Flows and Security Markets (1999)How Foreign Participation and Market Concentration Impact Bank Spreads: Evidence from Latin America (2004)Globalisation: the great unbundling(s) (2006)An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns (1984)Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange (1986)Capital Flow Controls, International Asset Pricing, and Investors' Welfare: A Multi-Country Framework (1989)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)The use of technical analysis in the foreign exchange market (1992)Facts and Fantasies about Commodity Futures (2006)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Financial Contagion (2000)Why Does Stock Market Volatility Change Over Time? (1989)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Economic Freedom of the World: 2022 Annual Report (2022)Bank Runs, Deposit Insurance, and Liquidity (1983)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)
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References

  • 2017A Monetary History of the United States, 1867-19602,467 cited
  • 1964A Monetary History of the United States 1867-19602,110 cited
  • 1964A Monetary History of the United States, 1867-19601,752 cited
  • 1971A Treatise on Money1,728 cited
  • 1995International Capital Markets: Developments, Prospects, and Policy Issues356 cited
  • 1989The Price Effect of Option Introduction352 cited
  • 1989Options markets and stock return volatility282 cited
  • 1998Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes269 cited
  • 1976International Capital Markets.202 cited
  • 2005The Monetary Transmission Mechanism: Evidence from the G-7 Countries186 cited
  • 1991The effects of option listing on the underlying stocks' return processes184 cited
  • 1998The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news175 cited
  • 1995The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options159 cited
  • 1998Hedge Funds and Financial Market Dynamics158 cited
  • 1996The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures153 cited

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  • 1998Derivatives in International Capital Flows112 cited
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