Narrow search
Showing 1 - 10 of 320
Cover Image
Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
Cover Image
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
Cover Image
US presidential elections and implied volatility : the role of political uncertainty
Goodwell, John W.; Vähämaa, Sami - In: Journal of banking & finance 37 (2013) 3, pp. 1108-1117
Persistent link: https://www.econbiz.de/10009708701
Cover Image
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
Cover Image
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
Cover Image
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos; Kostakis, Alexandros; … - In: Journal of banking & finance 128 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Cover Image
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
Cover Image
Jump and variance risk premia in the S&P 500
Neumann, Maximilian; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 69 (2016), pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Cover Image
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
Cover Image
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Energy economics 46 (2014), pp. 328-333
Persistent link: https://www.econbiz.de/10011298580