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Option listing, returns and volatility : evidence from Greece

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Disaggregating marketplace attitudes toward risk : a contingent-claim-based model

Neave, Edwin H.; Yang, Jun - In: Applied financial economics 19 (2009) 7/9, pp. 719-733

-oriented claims is related to both S&P index growth and volatility, but the pricing of insurance-oriented claims is related only to … index volatility. Moreover, the relative importance of insurance earnings to total earnings appears principally to be … related to volatility. Thus our analyses show that investment and insurance claims are priced differently in the marketplace …

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Risk preference and trading motivation measurement due to moneyness : evidence from the S&P 500 Index option market

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Bank efficiency and share performance : evidence from Greece

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