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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.; Herwartz, Helmut - In: Journal of empirical finance 8 (2001) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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Earnings announcements and option returns
Chung, Sung Gon; Louis, Henock - In: Journal of empirical finance 40 (2017), pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
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Option price implied information and REIT returns
Cao, Jie; Han, Bing; Song, Linjia; Zhan, Xintong - In: Journal of empirical finance 71 (2023), pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
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International capital asset pricing : evidence from options
Mo, Henry; Wu, Liuren - In: Journal of empirical finance 14 (2007) 4, pp. 465-498
Persistent link: https://www.econbiz.de/10003609911
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Simulation-based pricing of convertible bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
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The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
Rompolis, Leonidas S. - In: Journal of empirical finance 17 (2010) 5, pp. 918-937
Persistent link: https://www.econbiz.de/10009267235
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Market pricing of executive stock options and implied risk preferences
Pirjetä, Antti; Ikäheimo, Seppo; Puttonen, Vesa - In: Journal of empirical finance 17 (2010) 3, pp. 394-412
Persistent link: https://www.econbiz.de/10009267292
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Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien; Huang, Hsin-yi - In: Journal of empirical finance 18 (2011) 3, pp. 488-505
Persistent link: https://www.econbiz.de/10009302078