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Contributors
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- By Aakash Agarwala, Linda S. Aglio, Rae M. Allain, Paul D. Allen, Houman Amirfarzan, Yasodananda Kumar Areti, Amit Asopa, Edwin G. Avery, Patricia R. Bachiller, Angela M. Bader, Rana Badr, Sibinka Bajic, David J. Baker, Sheila R. Barnett, Rena Beckerly, Lorenzo Berra, Walter Bethune, Sascha S. Beutler, Tarun Bhalla, Edward A. Bittner, Jonathan D. Bloom, Alina V. Bodas, Lina M. Bolanos-Diaz, Ruma R. Bose, Jan Boublik, John P. Broadnax, Jason C. Brookman, Meredith R. Brooks, Roland Brusseau, Ethan O. Bryson, Linda A. Bulich, Kenji Butterfield, William R. Camann, Denise M. Chan, Theresa S. Chang, Jonathan E. Charnin, Mark Chrostowski, Fred Cobey, Adam B. Collins, Mercedes A. Concepcion, Christopher W. Connor, Bronwyn Cooper, Jeffrey B. Cooper, Martha Cordoba-Amorocho, Stephen B. Corn, Darin J. Correll, Gregory J. Crosby, Lisa J. Crossley, Deborah J. Culley, Tomas Cvrk, Michael N. D'Ambra, Michael Decker, Daniel F. Dedrick, Mark Dershwitz, Francis X. Dillon, Pradeep Dinakar, Alimorad G. Djalali, D. John Doyle, Lambertus Drop, Ian F. Dunn, Theodore E. Dushane, Sunil Eappen, Thomas Edrich, Jesse M. Ehrenfeld, Jason M. Erlich, Lucinda L. Everett, Elliott S. Farber, Khaldoun Faris, Eddy M. Feliz, Massimo Ferrigno, Richard S. Field, Michael G. Fitzsimons, Hugh L. Flanagan Jr., Vladimir Formanek, Amanda A. Fox, John A. Fox, Gyorgy Frendl, Tanja S. Frey, Samuel M. Galvagno Jr., Edward R. Garcia, Jonathan D. Gates, Cosmin Gauran, Brian J. Gelfand, Simon Gelman, Alexander C. Gerhart, Peter Gerner, Omid Ghalambor, Christopher J. Gilligan, Christian D. Gonzalez, Noah E. Gordon, William B. Gormley, Thomas J. Graetz, Wendy L. Gross, Amit Gupta, James P. Hardy, Seetharaman Hariharan, Miriam Harnett, Philip M. Hartigan, Joaquim M. Havens, Bishr Haydar, Stephen O. Heard, James L. Helstrom, David L. Hepner, McCallum R. Hoyt, Robert N. Jamison, Karinne Jervis, Stephanie B. Jones, Swaminathan Karthik, Richard M. Kaufman, Shubjeet Kaur, Lee A. Kearse Jr., John C. Keel, Scott D. Kelley, Albert H. Kim, Amy L. Kim, Grace Y. Kim, Robert J. Klickovich, Robert M. Knapp, Bhavani S. Kodali, Rahul Koka, Alina Lazar, Laura H. Leduc, Stanley Leeson, Lisa R. Leffert, Scott A. LeGrand, Patricio Leyton, J. Lance Lichtor, John Lin, Alvaro A. Macias, Karan Madan, Sohail K. Mahboobi, Devi Mahendran, Christine Mai, Sayeed Malek, S. Rao Mallampati, Thomas J. Mancuso, Ramon Martin, Matthew C. Martinez, J. A. Jeevendra Martyn, Kai Matthes, Tommaso Mauri, Mary Ellen McCann, Shannon S. McKenna, Dennis J. McNicholl, Abdel-Kader Mehio, Thor C. Milland, Tonya L. K. Miller, John D. Mitchell, K. Annette Mizuguchi, Naila Moghul, David R. Moss, Ross J. Musumeci, Naveen Nathan, Ju-Mei Ng, Liem C. Nguyen, Ervant Nishanian, Martina Nowak, Ala Nozari, Michael Nurok, Arti Ori, Rafael A. Ortega, Amy J. Ortman, David Oxman, Arvind Palanisamy, Carlo Pancaro, Lisbeth Lopez Pappas, Benjamin Parish, Samuel Park, Deborah S. Pederson, Beverly K. Philip, James H. Philip, Silvia Pivi, Stephen D. Pratt, Douglas E. Raines, Stephen L. Ratcliff, James P. Rathmell, J. Taylor Reed, Elizabeth M. Rickerson, Selwyn O. Rogers Jr., Thomas M. Romanelli, William H. Rosenblatt, Carl E. Rosow, Edgar L. Ross, J. Victor Ryckman, Mônica M. Sá Rêgo, Nicholas Sadovnikoff, Warren S. Sandberg, Annette Y. Schure, B. Scott Segal, Navil F. Sethna, Swapneel K. Shah, Shaheen F. Shaikh, Fred E. Shapiro, Torin D. Shear, Prem S. Shekar, Stanton K. Shernan, Naomi Shimizu, Douglas C. Shook, Kamal K. Sikka, Pankaj K. Sikka, David A. Silver, Jeffrey H. Silverstein, Emily A. Singer, Ken Solt, Spiro G. Spanakis, Wolfgang Steudel, Matthias Stopfkuchen-Evans, Michael P. Storey, Gary R. Strichartz, Balachundhar Subramaniam, Wariya Sukhupragarn, John Summers, Shine Sun, Eswar Sundar, Sugantha Sundar, Neelakantan Sunder, Faraz Syed, Usha B. Tedrow, Nelson L. Thaemert, George P. Topulos, Lawrence C. Tsen, Richard D. Urman, Charles A. Vacanti, Francis X. Vacanti, Joshua C. Vacanti, Assia Valovska, Ivan T. Valovski, Mary Ann Vann, Susan Vassallo, Anasuya Vasudevan, Kamen V. Vlassakov, Gian Paolo Volpato, Essi M. Vulli, J. Matthias Walz, Jingping Wang, James F. Watkins, Maxwell Weinmann, Sharon L. Wetherall, Mallory Williams, Sarah H. Wiser, Zhiling Xiong, Warren M. Zapol, Jie Zhou
- Edited by Charles Vacanti, Scott Segal, Pankaj Sikka, Richard Urman
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- Book:
- Essential Clinical Anesthesia
- Published online:
- 05 January 2012
- Print publication:
- 11 July 2011, pp xv-xxviii
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- Chapter
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Looking Backward, Looking Forward: MLA Members Speak
- April Alliston, Elizabeth Ammons, Jean Arnold, Nina Baym, Sandra L. Beckett, Peter G. Beidler, Roger A. Berger, Sandra Bermann, J.J. Wilson, Troy Boone, Alison Booth, Wayne C. Booth, James Phelan, Marie Borroff, Ihab Hassan, Ulrich Weisstein, Zack Bowen, Jill Campbell, Dan Campion, Jay Caplan, Maurice Charney, Beverly Lyon Clark, Robert A. Colby, Thomas C. Coleman III, Nicole Cooley, Richard Dellamora, Morris Dickstein, Terrell Dixon, Emory Elliott, Caryl Emerson, Ann W. Engar, Lars Engle, Kai Hammermeister, N. N. Feltes, Mary Anne Ferguson, Annie Finch, Shelley Fisher Fishkin, Jerry Aline Flieger, Norman Friedman, Rosemarie Garland-Thomson, Sandra M. Gilbert, Laurie Grobman, George Guida, Liselotte Gumpel, R. K. Gupta, Florence Howe, Cathy L. Jrade, Richard A. Kaye, Calhoun Winton, Murray Krieger, Robert Langbaum, Richard A. Lanham, Marilee Lindemann, Paul Michael Lützeler, Thomas J. Lynn, Juliet Flower MacCannell, Michelle A. Massé, Irving Massey, Georges May, Christian W. Hallstein, Gita May, Lucy McDiarmid, Ellen Messer-Davidow, Koritha Mitchell, Robin Smiles, Kenyatta Albeny, George Monteiro, Joel Myerson, Alan Nadel, Ashton Nichols, Jeffrey Nishimura, Neal Oxenhandler, David Palumbo-Liu, Vincent P. Pecora, David Porter, Nancy Potter, Ronald C. Rosbottom, Elias L. Rivers, Gerhard F. Strasser, J. L. Styan, Marianna De Marco Torgovnick, Gary Totten, David van Leer, Asha Varadharajan, Orrin N. C. Wang, Sharon Willis, Louise E. Wright, Donald A. Yates, Takayuki Yokota-Murakami, Richard E. Zeikowitz, Angelika Bammer, Dale Bauer, Karl Beckson, Betsy A. Bowen, Stacey Donohue, Sheila Emerson, Gwendolyn Audrey Foster, Jay L. Halio, Karl Kroeber, Terence Hawkes, William B. Hunter, Mary Jambus, Willard F. King, Nancy K. Miller, Jody Norton, Ann Pellegrini, S. P. Rosenbaum, Lorie Roth, Robert Scholes, Joanne Shattock, Rosemary T. VanArsdel, Alfred Bendixen, Alarma Kathleen Brown, Michael J. Kiskis, Debra A. Castillo, Rey Chow, John F. Crossen, Robert F. Fleissner, Regenia Gagnier, Nicholas Howe, M. Thomas Inge, Frank Mehring, Hyungji Park, Jahan Ramazani, Kenneth M. Roemer, Deborah D. Rogers, A. LaVonne Brown Ruoff, Regina M. Schwartz, John T. Shawcross, Brenda R. Silver, Andrew von Hendy, Virginia Wright Wexman, Britta Zangen, A. Owen Aldridge, Paula R. Backscheider, Roland Bartel, E. M. Forster, Milton Birnbaum, Jonathan Bishop, Crystal Downing, Frank H. Ellis, Roberto Forns-Broggi, James R. Giles, Mary E. Giles, Susan Blair Green, Madelyn Gutwirth, Constance B. Hieatt, Titi Adepitan, Edgar C. Knowlton, Jr., Emanuel Mussman, Sally Todd Nelson, Robert O. Preyer, David Diego Rodriguez, Guy Stern, James Thorpe, Robert J. Wilson, Rebecca S. Beal, Joyce Simutis, Betsy Bowden, Sara Cooper, Wheeler Winston Dixon, Tarek el Ariss, Richard Jewell, John W. Kronik, Wendy Martin, Stuart Y. McDougal, Hugo Méndez-Ramírez, Ivy Schweitzer, Armand E. Singer, G. Thomas Tanselle, Tom Bishop, Mary Ann Caws, Marcel Gutwirth, Christophe Ippolito, Lawrence D. Kritzman, James Longenbach, Tim McCracken, Wolfe S. Molitor, Diane Quantic, Gregory Rabassa, Ellen M. Tsagaris, Anthony C. Yu, Betty Jean Craige, Wendell V. Harris, J. Hillis Miller, Jesse G. Swan, Helene Zimmer-Loew, Peter Berek, James Chandler, Hanna K. Charney, Philip Cohen, Judith Fetterley, Herbert Lindenberger, Julia Reinhard Lupton, Maximillian E. Novak, Richard Ohmann, Marjorie Perloff, Mark Reynolds, James Sledd, Harriet Turner, Marie Umeh, Flavia Aloya, Regina Barreca, Konrad Bieber, Ellis Hanson, William J. Hyde, Holly A. Laird, David Leverenz, Allen Michie, J. Wesley Miller, Marvin Rosenberg, Daniel R. Schwarz, Elizabeth Welt Trahan, Jean Fagan Yellin
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- Journal:
- PMLA / Publications of the Modern Language Association of America / Volume 115 / Issue 7 / December 2000
- Published online by Cambridge University Press:
- 23 October 2020, pp. 1986-2078
- Print publication:
- December 2000
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- Article
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Box Spread Arbitrage Profits following the 1987 Market Crash: Real or Illusory?
- Michael L. Hemler, Thomas W. Miller, Jr
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 32 / Issue 1 / March 1997
- Published online by Cambridge University Press:
- 06 April 2009, pp. 71-90
- Print publication:
- March 1997
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- Article
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We examine market efficiency before and after the 1987 Market Crash using the box spread strategy implemented with European-style S&P 500 Index (SPX) options. Before the Crash, apparent arbitrage opportunities were rare and simulated trades were unprofitable assuming a one-minute execution delay. After the Crash, apparent arbitrage opportunities were frequent and simulated trades were profitable even assuming a five-minute execution delay. Our analysis makes the routine assumption that quotes are good until updated to construct a time series of prevailing quotes sampled at 30-second intervals. If this assumption is valid, then arbitrage profits were actually available. If this assumption is invalid, then such profits could have been illusory. Either scenario, however, implies that SPX market efficiency decreased following the Crash—prevailing price quotes repeatedly failed to satisfy the fundamental parity relation underlying the box spread.
Daily and Intradaily Tests of European Put-Call Parity
- Avraham Kamara, Thomas W. Miller, Jr
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 30 / Issue 4 / December 1995
- Published online by Cambridge University Press:
- 06 April 2009, pp. 519-539
- Print publication:
- December 1995
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- Article
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Existing empirical studies of the put-call parity condition report frequent, substantial violations. An important problem in interpreting these results is that these studies all investigate American options. While some of these studies attempt to reduce the effects of possible early exercise on their tests, they cannot fully account for the effect of early exercise. Therefore, it is not possible to conclude from these studies whether, or to what extent, observed put-call parity violations are due to market inefficiency or due to the value of early exercise. We avoid the early exercise problem by testing put-call parity using European options. We find violations that are much less frequent and smaller than the studies using American options. Moreover, these violations reflect premia for liquidity (immediacy) risk.