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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Cao, Jie"
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Cao, Jie
Bali, Turan G.
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Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
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Implied volatility changes and corporate bond returns
Cao, Jie
;
Goyal, Amit
;
Xiao, Xiao
;
Zhan, Xintong
- In:
Management science : journal of the Institute for …
69
(
2023
)
3
,
pp. 1375-1397
Persistent link: https://www.econbiz.de/10014303771
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2
The calendar effects of the idiosyncratic volatility puzzle : a tale of two days?
Cao, Jie
;
Chordia, Tarun
;
Zhan, Xintong
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7866-7887
Persistent link: https://www.econbiz.de/10012815780
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