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Carr, Peter; Wu, Liuren - In: Journal of Financial Economics 86 (2007) 1, pp. 213-247

Persistent link: https://www.econbiz.de/10005376639

Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies

Bakshi, Gurdip; Carr, Peter; Wu, Liuren - In: Journal of Financial Economics 87 (2008) 1, pp. 132-156

Persistent link: https://www.econbiz.de/10005376779

Time-changed Levy processes and option pricing

Carr, Peter; Wu, Liuren - In: Journal of Financial Economics 71 (2004) 1, pp. 113-141

Persistent link: https://www.econbiz.de/10005376916

Predictable changes in yields and forward rates

Backus, David; Foresi, Silverio; Mozumdar, Abon; Wu, Liuren - In: Journal of Financial Economics 59 (2001) 3, pp. 281-311

Persistent link: https://www.econbiz.de/10005478250

Does option trading convey stock price information?

Hu, Jianfeng - In: Journal of Financial Economics 111 (2014) 3, pp. 625-645

After executing option orders, options market makers turn to the stock market to hedge away the underlying stock exposure. As a result, the stock exposure imbalance in option transactions translates into an imbalance in stock transactions. This paper decomposes the total stock order imbalance...

Persistent link: https://www.econbiz.de/10010743556