Options
- Optimal Execution Size in Pro-Rata
MarketsIrene AldridgeThe Journal of Trading March 2014, 9 (2) 43-50; DOI: https://doi.org/10.3905/jot.2014.9.2.043 - Behavioral Pattern of Emerging Asia Currency
Option Risk Reversals: An Indicator
for Foreign Exchange HedgingSuresh Ramanathan and Kian TengThe Journal of Trading March 2014, 9 (2) 27-38; DOI: https://doi.org/10.3905/jot.2014.9.2.027 - Aggregating Information in Option TransactionsRichard Holowczak, Jianfeng Hu and Liuren WuThe Journal of Derivatives February 2014, 21 (3) 9-23; DOI: https://doi.org/10.3905/jod.2014.21.3.009
- The Valuation of Market-Leveraged Stock UnitsJohn Hull and Alan WhiteThe Journal of Derivatives February 2014, 21 (3) 85-90; DOI: https://doi.org/10.3905/jod.2014.21.3.085
- Intraday Trading and Bid–Ask Spread Characteristics for SPX and SPY OptionsSuchismita Mishra and Robert T. DaiglerThe Journal of Derivatives February 2014, 21 (3) 70-84; DOI: https://doi.org/10.3905/jod.2014.21.3.070
- Constant Proportion Portfolio Insurance: Discrete-Time Trading and Gap Risk CoverageCathrine JessenThe Journal of Derivatives February 2014, 21 (3) 36-53; DOI: https://doi.org/10.3905/jod.2014.21.3.036
- Active QQQ Covered Call StrategiesDavid P. SimonThe Journal of Alternative Investments December 2013, 16 (3) 25-36; DOI: https://doi.org/10.3905/jai.2013.16.3.025
- Mortgage Option DeltasMichael Landrigan and Danny SunThe Journal of Fixed Income December 2013, 23 (3) 5-14; DOI: https://doi.org/10.3905/jfi.2013.23.3.005
- An Empirical Analysis of Option Directional Trading and Stock Depth AsymmetryQin WangThe Journal of Trading December 2013, 9 (1) 41-47; DOI: https://doi.org/10.3905/jot.2013.9.1.041
- Relative Option Prices and Risk-Neutral Skew as Predictors of Index ReturnsRyan RatcliffThe Journal of Derivatives November 2013, 21 (2) 89-105; DOI: https://doi.org/10.3905/jod.2013.21.2.089
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