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2. THE BEHAVIOR OF THE IMPLIED VOLATILITY SURFACE: EVIDENCE FROM CRUDE OIL FUTURES OPTIONS. (2008). Bouden, Amine.
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1. Market impact of the bitcoin ETF introduction on bitcoin futures. (2025). Xu, KE ; Chen, Yu-Lun ; Yang, Jimmy J.
   In: International Review of Financial Analysis.
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2. Does market efficiency matter for Shanghai 50 ETF index options?. (2024). Le, Thi ; Hasan, Morshadul ; Abedin, Mohammad Zoynul ; Hoque, Ariful.
   In: Research in International Business and Finance.
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3. Arbitrage opportunities and efficiency tests in crypto derivatives. (2024). Chen, XI ; Alexander, Carol ; Wang, Tianyi ; Deng, Jun.
   In: Journal of Financial Markets.
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4. An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages. (2024). Ma, Zhen ; Qian, Siji ; Zhang, Huiming.
   In: International Review of Financial Analysis.
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5. Pairs trading in the index options market. (2023). Brunetti, Marianna ; de Luca, Roberta.
   In: Eurasian Economic Review.
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6. Pairs Trading In The Index Options Market. (2021). Brunetti, Marianna ; de Luca, Roberta.
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   RePEc:rtv:ceisrp:512.

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7. What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Voukelatos, Nikolaos ; Zhang, Mengyu.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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8. Options pricing and short‐selling in the underlying: Evidence from India. (2019). , Vipul ; Singh, Shivam ; Dixit, Alok.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:39:y:2019:i:10:p:1250-1268.

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9. Relative option liquidity and price efficiency. (2019). Du, Brian.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0738-1.

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10. An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market. (2019). Watada, Junzo ; Zhang, Huiming.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:474-489.

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11. Option market (in)efficiency and implied volatility dynamics after return jumps. (2018). Magris, Martin ; Kanniainen, Juho.
    In: Papers.
    RePEc:arx:papers:1810.12200.

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12. Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets. (2017). Zhang, Xiaofei ; Baulkaran, Vishaal ; Yalamova, Rossitsa ; Asem, Ebenezer.
    In: Asia-Pacific Financial Markets.
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13. Choices in Equity Finance A Global Perspective. (2017). Vermaelen, Theo ; Groen-Xu, Moqi ; Mataigne, Virginie ; Massa, Massimo.
    In: CEPR Discussion Papers.
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14. Are SPDR Options Good for the Underlying Stocks?. (2016). Liu, Shinhua.
    In: Quarterly Journal of Finance (QJF).
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15. A Box Spread Test of the SET50 Index Options Market Efficiency: Evidence from the Thailand Futures Exchange. (2016). Jongadsayakul, Woradee.
    In: International Journal of Economics and Financial Issues.
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16. Limits to arbitrage: The case of single stock futures and spot prices. (2015). Aggarwal, Nidhi.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2015-010.

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17. Short-term options: Clienteles, market segmentation, and event trading. (2015). Miao, Hong ; Ramchander, Sanjay ; Christie-David, Rohan A ; Chatrath, Arjun.
    In: Journal of Banking & Finance.
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18. Quote inefficiency in options markets. (2015). Mayoral, Silvia ; Longarela, Iaki R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:55:y:2015:i:c:p:23-36.

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19. An Empirical Test of Market Efficiency of Indian Index Options Market Using the Black€“Scholes Model and Dynamic Hedging Strategy. (2014). Priyan, P K ; Mohanti, Debaditya.
    In: Paradigm.
    RePEc:sae:padigm:v:18:y:2014:i:2:p:221-237.

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20. Rights offerings, trading, and regulation: a global perspective. (2013). Vermaelen, Theo ; Xu, Moqi ; Massa, Massimo.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:55403.

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21. Misreaction or misspecification? A re-examination of volatility anomalies. (2010). Tian, Yisong S. ; Jiang, George J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:10:p:2358-2369.

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22. Impact of Liquidity on the Futures–Cash Basis: Evidence from the Indian Market. (2009). Kumar, Umesh ; Kadapakkam, Palani-Rajan.
    In: Working Papers.
    RePEc:tsa:wpaper:00122fin.

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23. The link between intraday signals and call warrant mispricing. (2008). Lin, Yueh-Neng ; Jordan, Steven J. ; Yeh, Shih-Kuo ; Chuan, Shih-Ching .
    In: The Service Industries Journal.
    RePEc:taf:servic:v:30:y:2008:i:13:p:2273-2288.

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24. Empirical investigation of stock index futures market efficiency: the case of the Athens Derivatives Exchange. (2008). Pierides, Yiannos ; Andreou, Panayiotis .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:14:y:2008:i:3:p:211-223.

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25. Exchange Traded Funds: History, Trading and Research. (2008). DEVILLE, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00162223.

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26. Hedging index exchange traded funds. (2008). Alexander, Carol ; Barbosa, A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:2:p:326-337.

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27. Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach. (2007). riva, fabrice ; DEVILLE, Laurent.
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    RePEc:hal:journl:halshs-00162221.

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28. Tests d’arbitrage sur options: une analyse empirique des cotations de market-makers. (2007). Ardia, David.
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    RePEc:fri:dqewps:wp0008.

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29. The True and Fair View of Executive Stock Option Valuation. (2006). Puttonen, Vesa ; Ikaheimo, Seppo ; Kuosa, Nuutti.
    In: European Accounting Review.
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30. Minimum Variance Hedging and Stock Index Market Efficiency. (2006). Alexander, Carol ; Barbosa, Andreza .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-04.

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31. Robust Artificial Neural Networks for Pricing of European Options. (2006). .
    In: Computational Economics.
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32. Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options. (2006). Guidolin, Massimo ; Cassese, Gianluca.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:15:y:2006:i:2:p:145-178.

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33. PRICING OF S&P 100 INDEX OPTIONS BASED ON GARCH VOLATILITY ESTIMATES. (2005). Ogus Binatli, Ayla.
    In: Finance.
    RePEc:wpa:wuwpfi:0504005.

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34. Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds. (2005). Alexander, Carol ; Barbosa, Andreza .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2005-16.

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35. The Spider in the Hedge. (2005). Alexander, Carol ; Barbosa, Andreza .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2005-05.

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36. Modelling the MIB30 implied volatility surface. Does market efficiency matter?. (2005). Guidolin, Massimo ; Cassesse, Gianluca.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-008.

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37. Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market. (2005). Torricelli, Costanza ; Brunetti, Marianna.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:14:y:2005:i:5:p:508-532.

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38. The market liquidity of DIAMONDS, Qs, and their underlying stocks. (2004). McDermott, John ; Hegde, Shantaram P..
    In: Journal of Banking & Finance.
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39. Pricing of S&P 100 Index Options Based On Garch Volatility Estimates. (2002). Ogus Binatli, Ayla.
    In: Working Papers.
    RePEc:izm:wpaper:0201.

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