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~person:"Bernales, Alejandro"
~person:"Pedersen, Lasse Heje"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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16
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Bernales, Alejandro
Pedersen, Lasse Heje
Ryu, Doojin
26
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22
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16
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ECONIS (ZBW)
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1
Embedded leverage
Frazzini, Andrea
;
Pedersen, Lasse Heje
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012878804
Saved in:
2
Learning and index option returns
Bernales, Alejandro
;
Cortazar, Gonzalo
;
Salamunic, Luka
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 327-339
Persistent link: https://www.econbiz.de/10012262478
Saved in:
3
Do investors follow the herd in option markets?
Bernales, Alejandro
;
Verousis, Thanos
;
Voukelatos, Nikolaos
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521178
Saved in:
4
The effects of information asymmetries on the ex-post success of stock option listings
Bernales, Alejandro
-
2014
Persistent link: https://www.econbiz.de/10010438918
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5
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
6
Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
-
2012
-
This version: October, 2012
Persistent link: https://www.econbiz.de/10011814410
Saved in:
7
Learning and forecasts about option returns through the volatility risk premium
Bernales, Alejandro
;
Chen, Louisa
;
Valenzuela, Marcela
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011915574
Saved in:
8
The success of option listings
Bernales, Alejandro
- In:
Journal of empirical finance
40
(
2017
),
pp. 139-161
Persistent link: https://www.econbiz.de/10011744471
Saved in:
9
Early option exercise : never say never
Jensen, Mads Vestergaard
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 278-299
Persistent link: https://www.econbiz.de/10011590728
Saved in:
10
Early option exercise : never say never
Pedersen, Lasse Heje
;
Jensen, Mads Vestergaard
-
2015
Persistent link: https://www.econbiz.de/10011441359
Saved in:
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