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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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Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing; Liu, Siyuan; Xu, Zailin; Yu, Mei - In: Pacific-Basin finance journal 85 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
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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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Price reaction to rights issues in the Indian capital market
Marisetty, Vijaya B.; Marsden, Alastair; Veeraraghavan, … - In: Pacific-Basin finance journal 16 (2008) 3, pp. 316-340
Persistent link: https://www.econbiz.de/10003757316
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Momentum profits and macroeconomic factors
Chelley-Steeley, Patricia L.; Siganos, Antonios - In: Applied economics letters 11 (2004) 7, pp. 433-436
Persistent link: https://www.econbiz.de/10002111189
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Ethical investing in Australia : is there a financial penalty?
Bauer, Rob; Otten, Rogér; Tourani Rad, Alireza - In: Pacific-Basin finance journal 14 (2006) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10003278007
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Index membership and predictability of stock returns : the case of the Nikkei 225
Liu, Shinhua - In: Pacific-Basin finance journal 17 (2009) 3, pp. 338-351
Persistent link: https://www.econbiz.de/10003835891
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Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 1/3, pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
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Detecting cumulative abnormal volume : a comparison of event study methods
Karafiath, Imre - In: Applied economics letters 16 (2009) 7/9, pp. 797-802
Persistent link: https://www.econbiz.de/10003855013