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ECONIS (ZBW)
1,225
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1
The effects of an increase in equity tick size on stock and option transaction costs
Griffith, Todd
;
Roseman, Brian
;
Shang, Danjue
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489027
Saved in:
2
Can we
forecast
the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
Saved in:
3
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
Saved in:
4
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
Saved in:
5
The effect of experts' and laypeople's forecasts on others' stock market forecasts
Huber, Christoph
;
Huber, Jürgen
;
Hueber, Laura
- In:
Journal of banking & finance
109
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012224958
Saved in:
6
Country-level analyst recommendations and international stock market returns
Berkman, Henk
;
Yang, Wanyi
- In:
Journal of banking & finance
103
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012163765
Saved in:
7
Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
Saved in:
8
Does information drive trading in option strategies?
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2370-2385
Persistent link: https://www.econbiz.de/10008857746
Saved in:
9
Options resilience during extreme volatility : evidence from the market events of May 2010
Cakici, Nusret
;
Goswami, Gautam
;
Tan, Sinan
- In:
Journal of banking & finance
49
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010508034
Saved in:
10
Bank capital regulation in a barrier option framework
Episcopos, Athanasios
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1677-1686
Persistent link: https://www.econbiz.de/10003749410
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