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Intraday option price changes and net buying pressure

Ryu, Doojin; Yang, Heejin - In: Applied economics letters 29 (2022) 4, pp. 292-297

Persistent link: https://www.econbiz.de/10012803523

Pricing European basket warrants with default risk under stochastic volatility models

Wang, Xingchun - In: Applied economics letters 29 (2022) 3, pp. 253-260

Persistent link: https://www.econbiz.de/10012803500

Valuing vulnerable options with bond collateral

Wang, Guanying; Wang, Xingchun - In: Applied economics letters 28 (2021) 2, pp. 115-118

Persistent link: https://www.econbiz.de/10012415094

Option moneyness and price disagreements

Yang, Heejin; Kutan, Ali Mustafa; Ryu, Doojin - In: Applied economics letters 25 (2018) 3, pp. 192-196

Persistent link: https://www.econbiz.de/10011853836

Vega-informed trading and options market reform

Ryu, Doojin; Ryu, Doowon; Yang, Heejin - In: Applied economics letters 27 (2020) 1, pp. 19-24

Persistent link: https://www.econbiz.de/10012205363

Valuing vulnerable options with two underlying assets

Wang, Xingchun - In: Applied economics letters 27 (2020) 21, pp. 1699-1706

Persistent link: https://www.econbiz.de/10012315771

Pricing options on the maximum of two average prices under stochastic volatility models

Wang, Xingchun - In: Applied economics letters 29 (2022) 10, pp. 887-894

Persistent link: https://www.econbiz.de/10013411818

Exchange options and spread options with stochastically correlated underlyings

Wang, Xingchun - In: Applied economics letters 29 (2022) 12, pp. 1060-1068

Persistent link: https://www.econbiz.de/10013412038

Tiananmen Square 1989 : the view from financial markets

Burdekin, Richard C. K.; Li, Xinzhu - In: Applied economics letters 22 (2015) 1/3, pp. 141-147

Persistent link: https://www.econbiz.de/10010482030

Enter the Dragon : Interactions between Chinese, US and Asia‐Pacific Equity Markets, 1995‐2010

Burdekin, Richard C. K. - 2012

This paper applies a variety of short‐run and long‐run time series techniques to data on a broad group of Asia‐Pacific stock markets and the United States extending to 2010. Our empirical work confirms the importance of crises in affecting the persistence of equity returns in the...

Persistent link: https://www.econbiz.de/10013114360