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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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Information, trading and stock returns : lessons from dually-listed securities
Chan, K. C. - 1994
Persistent link: https://www.econbiz.de/10000888701
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Price reactions to dividend initiations and omissions : overreaction or drift?
Michaely, Roni - 1994
Persistent link: https://www.econbiz.de/10000891706
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
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Stock prices and bond yields : can their comovements be explained in terms of present value models?
Shiller, Robert J.; Beltratti, Andrea - 1990
Persistent link: https://www.econbiz.de/10000800331
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Drawing inferences from statistics based on multi-year asset returns
Richardson, Matthew; Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000806961
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Equity issues and stock price dynamics
Lucas, Deborah J.; McDonald, Robert L. - 1989
Persistent link: https://www.econbiz.de/10000778714
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Understanding stock price behavior around the time of equity issues
Korajczyk, Robert A.; Lucas, Deborah J.; McDonald, Robert L. - 1989
Persistent link: https://www.econbiz.de/10000778717