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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
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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
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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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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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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
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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
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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
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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
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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
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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