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~isPartOf:"Journal of empirical finance"
~subject:"Announcement effect"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
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Announcement effect
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Applied economics letters
Journal of empirical finance
Finance research letters
382
International review of financial analysis
281
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273
Journal of financial economics
222
Pacific-Basin finance journal
216
International review of economics & finance : IREF
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1
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
Saved in:
2
Option price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
3
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
Saved in:
4
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
5
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
Saved in:
6
A generalized partially linear model of asymmetric volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
7
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
8
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
9
Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Journal of empirical finance
78
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015101647
Saved in:
10
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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