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Option valuation with liquidity risk and jumps
Zhang, Hai; Ku, Hyejin - In: Applied economics letters 25 (2018) 6, pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics letters 29 (2022) 20, pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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Early wealth effects of Asia Pacific and European NASDAQ-listed ADRs : a comparison of 1990s and 2000s issues
Schaub, Mark - In: Applied economics letters 23 (2016) 4/6, pp. 382-387
Persistent link: https://www.econbiz.de/10011430679
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Is market index autocorrelation attributable to price latency? : evidence from CSI500
Li, Meng; Qiao, Lixin; Sun, Fangfang - In: Applied economics letters 29 (2022) 5, pp. 427-430
Persistent link: https://www.econbiz.de/10012873302
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Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund
Cao, Kang Hua; Woo, Chi-keung; Li, Ya; Liu, Yun - In: Applied economics letters 29 (2022) 2, pp. 123-128
Persistent link: https://www.econbiz.de/10012803395
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Is there a pattern in how COVID-19 has affected Australia’s stock returns?
Narayan, Paresh Kumar; Gong, Qiang; Ali Ahmed, Huson Joher - In: Applied economics letters 29 (2022) 3, pp. 179-182
Persistent link: https://www.econbiz.de/10012803472
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Failed terror attack and stock market returns : the case of Pakistan stock exchange
Bash, Ahmad; Alsaifi, Khaled; Al-Awadhi, Abdullah M. - In: Applied economics letters 28 (2021) 19, pp. 1698-1702
Persistent link: https://www.econbiz.de/10012652576
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Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu; Wang, Xiaona; Wang, Haiyun - In: Applied economics letters 28 (2021) 11, pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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Following behaviour and predatory trading
Yang, Shichao; Liu, Shancun; Zeng, Qingduo; Zhang, Zhigang - In: Applied economics letters 28 (2021) 13, pp. 1125-1129
Persistent link: https://www.econbiz.de/10012589975
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Lottery preference and stock market return : Chinese evidence using daily and provincial data
Zhang, Tingting; Song, Mengyao; Li, Kaixin; Liu, Zhifeng - In: Applied economics letters 28 (2021) 18, pp. 1582-1588
Persistent link: https://www.econbiz.de/10012626640