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On bounding option prices in Paretian stable markets
Popova, Ivilina - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
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The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of banking & finance 61 (2015), pp. 237-250
Persistent link: https://www.econbiz.de/10011545291
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Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun; Lu, Xiaolong - In: Journal of banking & finance 52 (2015), pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
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Option implied volatilities and the cost of issuing equity
Fodor, Andy; Gokkaya, Sinan - In: Journal of banking & finance 47 (2014), pp. 88-101
Persistent link: https://www.econbiz.de/10010506502
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Sovereign rating actions and the implied volatility of stock index options
Tran, Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: International review of financial analysis 34 (2014), pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
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Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - In: Journal of banking & finance 111 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
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State pricing, effectively complete markets, and corporate finance
Grinblatt, Mark; Wan, Kam-Ming - In: The journal of corporate finance : contracting, … 60 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012163682
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The surface of implied firm's asset volatility
Lovreta, Lidija; Silaghi, Florina - In: Journal of banking & finance 112 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012225265
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Stein's overreaction puzzle : option anomaly or perfectly rational behavior?
Lehnert, Thorsten; Lin, Yuehao; Martelin, Nicolas - In: The journal of derivatives : the official publication … 23 (2016) 3, pp. 22-35
Persistent link: https://www.econbiz.de/10011687179