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~language:"eng"
~language:"mul"
~language:"spa"
~person:"Daigler, Robert T."
~subject:"Share price"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Daigler, Robert T.
Gupta, Rangan
206
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98
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94
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89
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The journal of futures markets
8
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1
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1
International journal of banking, accounting and finance
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ECONIS (ZBW)
15
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1
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10
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15
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date (oldest first)
1
Dynamics of information leadership in the volatility complex with trading time changes : evidence from VIX futures and VIX ETPs
Hurwitz, Catalina I.
;
Mishra, Suchismita
;
Daigler, Robert T.
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 63-79
Persistent link: https://www.econbiz.de/10013459963
Saved in:
2
Exchange traded funds : leverage and liquidity
March-Dallas, Samique
;
Daigler, Robert T.
;
Mishra, Suchi
; …
- In:
Applied economics
50
(
2018
)
37
,
pp. 4054-4073
Persistent link: https://www.econbiz.de/10012060690
Saved in:
3
Volume weighted volatility : empirical evidence for a new realised volatility measure
Padungsaksawasdi, Chaiyuth
;
Daigler, Robert T.
- In:
International journal of banking, accounting and finance
9
(
2018
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10011955195
Saved in:
4
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
5
The effect of high-frequency market making on option market liquidity
Mishra, Suchi
;
Daigler, Robert T.
;
Holowczak, Richard
- In:
The journal of trading
11
(
2016
)
4
,
pp. 56-76
Persistent link: https://www.econbiz.de/10011697653
Saved in:
6
The implied convexity of VIX futures
Daigler, Robert T.
;
Dupoyet, Brice
;
Patterson, Fernando M.
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 73-90
Persistent link: https://www.econbiz.de/10011687233
Saved in:
7
Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.
;
Hibbert, Ann Marie
;
Pavlova, Ivelina
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
Saved in:
8
The return-implied volatility relation for commodity ETFs
Padungsaksawasdi, Chaiyuth
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 261-281
Persistent link: https://www.econbiz.de/10010355434
Saved in:
9
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
10
A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie
;
Daigler, Robert T.
;
Dupoyet, Brice
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2254-2266
Persistent link: https://www.econbiz.de/10003778723
Saved in:
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