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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
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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
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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
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A non-structural investigation of VIX risk neutral density
Barletta, Andrea; Santucci de Magistris, Paolo; … - In: Journal of banking & finance 99 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
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Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul; Zhao, Yanhui - In: Journal of banking & finance 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012224402
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Implied volatility surface predictability : the case of commodity markets
Kearney, Fearghal; Shang, Han Lin; Sheenan, Lisa - In: Journal of banking & finance 108 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
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Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger; Rahe, Florentin - In: Journal of banking & finance 76 (2017), pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
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A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter; Gourier, Elise; Huitema, Robert; … - In: Journal of banking & finance 77 (2017), pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
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Optimal delta hedging for options
Hull, John; White, Alan - In: Journal of banking & finance 82 (2017), pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
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Differences in options investors' expectations and the cross-section of stock returns
Andreou, Panayiotis C.; Kagkadis, Anastasios; Philip, Dennis - In: Journal of banking & finance 94 (2018), pp. 315-336
Persistent link: https://www.econbiz.de/10011966661