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Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu; Jiang, Xiaoquan - In: Applied economics 56 (2024) 46, pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol; Park, Sang Beom - In: International journal of economics and finance 6 (2014) 12, pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
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Option implied beta and option return
Ze-To, Samuel Yau Man - In: Applied economics 50 (2018) 2, pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
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Firm-specific stock return variation and capital structure decisions
Chan, Chia-chung; Zhang, Yonghe - In: Applied economics letters 15 (2008) 4/6, pp. 293-299
Persistent link: https://www.econbiz.de/10003727256
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Momentum profits and macroeconomic factors
Chelley-Steeley, Patricia L.; Siganos, Antonios - In: Applied economics letters 11 (2004) 7, pp. 433-436
Persistent link: https://www.econbiz.de/10002111189
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Monetary policy and dividend growth in Germany : long-run structural modelling versus bounds testing approach
Belke, Ansgar; Polleit, Thorsten - In: Applied economics 38 (2006) 12, pp. 1409-1423
Persistent link: https://www.econbiz.de/10003351436
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Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 1/3, pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
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Detecting cumulative abnormal volume : a comparison of event study methods
Karafiath, Imre - In: Applied economics letters 16 (2009) 7/9, pp. 797-802
Persistent link: https://www.econbiz.de/10003855013