An Empirical Investigation of the Market for Comex Gold Futures Options
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1987.tb04360.x/fullpdf
Reference28 articles.
1. Futures Options and the Volatility of Futures Prices;Ball;Journal of Finance,1986
2. An Empirical Investigation of the EOE Gold Options Market;Ball;Journal of Banking and Finance,1985
3. On the Efficiency of the Gold Options Market;Beckers;Journal of Banking and Finance,1984
4. Transactions Data Tests of Efficiency of the Chicago Board Options Exchange;Bhattacharya;Journal of Financial Economics,1983
5. The Pricing of Commodity Contracts;Black;Journal of Financial Economics,1976
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