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~person:"Fulkerson, Jon A."
~person:"Fusari, Nicola"
~person:"Yoshida, Jiro"
~subject:"Announcement effect"
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Announcement effect
Index derivative
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Fulkerson, Jon A.
Fusari, Nicola
Yoshida, Jiro
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Bhojraj, Sanjeev
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Chordia, Tarun
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ECONIS (ZBW)
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The impact of Bank of Japan's exchange-traded fund purchases
Hattori, Takahiro
;
Yoshida, Jiro
- In:
Journal of financial stability
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014289855
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2
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
3
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
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