Narrow search
Showing 1 - 10 of 106
Cover Image
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies
Tsai, Pei-ling; Hsu, Yuan-Lin; Chih, Hsiang-Hsuan; Lin, … - In: International review of economics & finance : IREF 81 (2022), pp. 205-226
Persistent link: https://www.econbiz.de/10013343505
Cover Image
Stochastic volatility vs. jump diffusions : evidence from the Chinese convertible bond market
Fan, Chenxi; Luo, Xingguo; Wu, Qingbiao - In: International review of economics & finance : IREF 49 (2017), pp. 1-16
Persistent link: https://www.econbiz.de/10011748345
Cover Image
An analysis of dividend enhanced convertible stocks
Chen, Andrew H.; Chen, K. C.; Howell, Scott - In: International review of economics & finance : IREF 8 (1999) 3, pp. 327-338
Persistent link: https://www.econbiz.de/10001427876
Cover Image
Anticipation of takeovers in stock and options markets
Liu, Dehong; Lung, Peter P.; Lallemand, Justin - In: International review of economics & finance : IREF 39 (2015), pp. 19-35
Persistent link: https://www.econbiz.de/10011572399
Cover Image
The relative mispricing of the constant variance American put model
Hadjiyannakis, Steve - In: International review of economics & finance : IREF 7 (1998) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001247535
Cover Image
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui; Sung, Hao-Chang; Yang, Jingjing - In: International review of economics & finance : IREF 55 (2018), pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
Cover Image
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan; Hsu, Pao-Peng - In: International review of economics & finance : IREF 56 (2018), pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Cover Image
Retrieving aggregate information from option volume
Lin, William; Tsai, Shih-Chuan; Zheng, Zhenlong; Qiao, Shuai - In: International review of economics & finance : IREF 55 (2018), pp. 220-232
Persistent link: https://www.econbiz.de/10012033475
Cover Image
The impact of short sale restrictions on informed trading in the stock and options markets
Le, Van; Zurbruegg, Ralf - In: International review of economics & finance : IREF 41 (2016), pp. 262-273
Persistent link: https://www.econbiz.de/10011624726
Cover Image
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng; Lin, Anchor Y. - In: International review of economics & finance : IREF 43 (2016), pp. 88-106
Persistent link: https://www.econbiz.de/10011625539