Kahra, H. ja Kanto, AJ. (1991): The Behaviour of the Implicit Volatility in the Premiums of
FOX Options. Tampere Economic Working Papers 5/1991.
Latane, H. ja Rendleman, R. (1976): Standard Deviations of Stock Price Ratios Implied in
Option Prices. Journal OfFinance 31:2, s. 369-382.
Lilja, R. (1998): Mikroaineistojen ekonometria. Luentomoniste. Joensuun Yliopisto.
MacBeth, J.D. ja Merville, L.J. (1979): An Empirical Examination of the Black-Scholes Call
Option Pricing Model. Journal of Finance 14:5, s. 1173-1186.
MacKinlay, C.A ja Ramaswamy, K. (1988): Index-futures Arbitrage and the Behaviour of
Stock Index Futures Prices. Review OfFinancial Studies 1:2, s. 137-158.
MacKinnon, J. (1990) : Critical Values for Cointegration Tests in R.Engle and C.W.J Granger
(eds.), Modelling Long Run Economic Relationships. Oxford University Press.
Maddala, G. S. (1987): Limited Dependent Variable Models using Panel Data. The Journal of
Human Resources, 22, s. 307-338.
Malliaris, A.G. ja Brock, W.A. (1985): Stochastic Methods in Economics and Finance. North-
Holland. Amsterdam.
Merton, R.C. (1973): Theory of Rational Option Pricing. Bell Journal of Economics and
Management Science 4:1, s. 141-183.
Merton, R.C. (1990): Continious-Time Finance. Blackwell Publishers.
Mundlak, Y. (1978): On the Pooling of Time-Series and Cross-Section Data. Econometrica
46:1, s. 69-85.
Ncube, M. (1996): Modelling Implied Volatility with OLS and Panel Data Models. Journal Of
Banking and Finance, 20, s. 71-84.
Officer, D. ja Trennepohl, G. (1981): Price Behaviour of Corporate Equities Near Option
ExpirationDates. Financial Management 10, s. 75-80.
Poterba, J.M. ja Summers, L.H. (1986): The Persistence of Volatility and Stock Market
Fluctuations. American Economic Review 76:5, s. 1142-1151.
Poterba, J.M. ja Summers, L.H. (1988): Mean Reversion in Stock Prices. Evidence and
Implications. Journal of Financial Economics, 22, s. 27-59.
Puttonen, V. (1992): Stock index derivatives arbitrage in Finland. Proceedings of the
University of Vaasa, Research Papers No. 162.
Puttonen, V. (1992b): On the Behaviour of the Finnish Stock Index Options Markets.
Finnish Economic Papers 5:2, s. 117-128.