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~person:"Andersen, Torben"
~person:"Irwin, Scott H."
~person:"Levy, Ariel"
~person:"Martin, Ian"
~subject:"USA"
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Andersen, Torben
Irwin, Scott H.
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McAleer, Michael
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ECONIS (ZBW)
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1
What is the expected return on the market?
Martin, Ian
- In:
The quarterly journal of economics
132
(
2017
)
1
,
pp. 367-433
Persistent link: https://www.econbiz.de/10011752452
Saved in:
2
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
3
Active flows and passive returns
Levy, Ariel
;
Lieberman, Offer
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 373-401
Persistent link: https://www.econbiz.de/10011590600
Saved in:
4
What is the expected return on the market?
Martin, Ian
-
2015
Persistent link: https://www.econbiz.de/10011317982
Saved in:
5
Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
6
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
7
Overreaction of country ETFs to US market returns : intraday vs. daily horizons and the role of synchronized trading
Levy, Ariel
;
Lieberman, Offer
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1412-1421
Persistent link: https://www.econbiz.de/10009729094
Saved in:
8
The impact of index funds in commodity futures markets : a systems approach
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The journal of alternative investments
14
(
2011/12
)
1
,
pp. 40-49
Persistent link: https://www.econbiz.de/10009269780
Saved in:
9
New evidence on the impact of index funds in US grain futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
Canadian journal of agricultural economics : CJAE
59
(
2011
)
4
,
pp. 519-532
Persistent link: https://www.econbiz.de/10009389733
Saved in:
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