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Why do option returns change sign from day to night?
Muravyev, Dmitriy; Ni, Xuechuan Charles - In: Journal of financial economics 136 (2020) 1, pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
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Price and volatility co-jumps
Bandi, F. M.; Renò, Roberto - In: Journal of financial economics 119 (2016) 1, pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.; Jacobs, Kris; Ornthanalai, … - In: Journal of financial economics 90 (2008) 3, pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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Capital expenditures, financial constraints, and the use of options
Adam, Tim - In: Journal of financial economics 92 (2009) 2, pp. 238-251
Persistent link: https://www.econbiz.de/10003850992
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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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Cross-section of option returns and volatility
Goyal, Amit; Saretto, Alessio - In: Journal of financial economics 94 (2009) 2, pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
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Does backdating explain the stock price pattern around executive stock option grants?
Heron, Randall A.; Lie, Erik - In: Journal of financial economics 83 (2007) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10003425428
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Differences in beliefs and currency risk premiums
Beber, Alessandro; Breedon, Francis J.; Buraschi, Andrea - In: Journal of financial economics 98 (2010) 3, pp. 415-438
Persistent link: https://www.econbiz.de/10008827023
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Simpler proofs in finance and shout options
Ramprasath, L. - In: Applied economics letters 18 (2011) 1/3, pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
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Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
Bakshi, Gurdip S.; Panayotov, George; Skoulakis, Georgios - In: Journal of financial economics 100 (2011) 3, pp. 475-495
Persistent link: https://www.econbiz.de/10009242197