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~subject:"Capital income"
~subject:"United States"
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Capital income
United States
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455
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ECONIS (ZBW)
78
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1
Implied volatility spread and stock mispricing
Cao, Zhen
;
Chelikani, Surya
;
Kilic, Osman
;
Wang, Xuewu
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 79-91
Persistent link: https://www.econbiz.de/10014513781
Saved in:
2
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
3
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
4
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
5
Illiquidity and higher cumulants
Glebkin, Sergei
;
Malamud, Semyon
;
Teguia, Alberto
- In:
The review of financial studies
36
(
2023
)
5
,
pp. 2131-2173
Persistent link: https://www.econbiz.de/10014320614
Saved in:
6
Human Capitalists
Eisfeldt, Andrea L.
;
Falato, Antonio
;
Xiaolan, Mindy Zhang
- In:
NBER macroeconomics annual
37
(
2023
),
pp. 1-61
Persistent link: https://www.econbiz.de/10014306134
Saved in:
7
Biased implied volatilities and dividend-paying stocks
Neururer, Thaddeus
- In:
The journal of derivatives : JOD
30
(
2023
)
4
,
pp. 91-103
Persistent link: https://www.econbiz.de/10014306880
Saved in:
8
Pension discount rate, executive stock-based compensation and investor sentiment
Sun, Fang
;
Wei, Xiangjing
- In:
Managerial finance
49
(
2023
)
6
,
pp. 933-947
Persistent link: https://www.econbiz.de/10014311521
Saved in:
9
Stock illiquidity and option returns
Kanne, Stefan
;
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
Journal of financial markets
63
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014278623
Saved in:
10
Option return predictability
Zhan, Xintong
;
Han, Bing
;
Cao, Jie
;
Tong, Qing
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1394-1442
Persistent link: https://www.econbiz.de/10012878994
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