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Whose sentiment explains implied volatility change and smile?
Ryu, Doojin; Ryu, Doowon; Yang, Heejin - In: Finance research letters 55 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
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An idea of risk-neutral momentum and market fear
Schadner, Wolfgang - In: Finance research letters 37 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012484870
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News sentiment and the investor fear gauge
Smales, Lee A. - In: Finance research letters 11 (2014) 2, pp. 122-130
Persistent link: https://www.econbiz.de/10010441203
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Monetary policy and uncertainty resolution in commodity markets
Gu, Chen; Kurov, Alexander; Stan, Raluca - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014473287
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Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng; Liu, Yuzheng; Yan, Shu - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
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Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl - In: Finance research letters 23 (2017), pp. 202-209
Persistent link: https://www.econbiz.de/10011808396