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Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements
Arnold, Tom; Erwin, Gayle R.; Nail, Lance; Nixon, Terry - In: International review of financial analysis 15 (2006) 3, pp. 247-255
Persistent link: https://www.econbiz.de/10003348604
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Empirical risk aversion functions-estimates and assessment of their reliability
Kang, Byung Jin; Kim, Tong Suk - In: International review of financial analysis 17 (2008) 5, pp. 1123-1138
Persistent link: https://www.econbiz.de/10003792451
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Forecasting option smile dynamics
Le, Van; Zurbruegg, Ralf - In: International review of financial analysis 35 (2014), pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
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Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka - In: International review of financial analysis 26 (2013), pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
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Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A. - In: International review of financial analysis 28 (2013), pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
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Are broad market shocks anticipated by investors? : evidence from major equity and index options markets
Spyrou, Spyros I. - In: International review of financial analysis 20 (2011) 3, pp. 127-133
Persistent link: https://www.econbiz.de/10009295799
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The intraday behaviors and relationships with its underlying assets : evidence on option market in Taiwan
Lee, Mingchih; Chen, Chun-Da - In: International review of financial analysis 14 (2005) 5, pp. 587-603
Persistent link: https://www.econbiz.de/10003228991
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An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads
Pinder, Sean - In: International review of financial analysis 12 (2003) 5, pp. 563-577
Persistent link: https://www.econbiz.de/10001797477
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Pricing UK and US securities with in the CKLS model : further results
Nowman, Kalid Ben; Sorwar, Ghulam - In: International review of financial analysis 8 (1999) 3, pp. 235-245
Persistent link: https://www.econbiz.de/10001495523
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The determinants of the convertible bonds call policy of Western European companies
Adoukonou, Olivier; André-Le Pogamp, Florence; … - In: International review of financial analysis 73 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803596