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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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Empirical evaluation of asset pricing models : arbitrage and pricing errors in contingent claims
Wang, Zhenyu; Zhang, Xiaoyan - In: Journal of empirical finance 19 (2012) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10009615830
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Isolating the disaster risk premium with equity options
Horvath, Jaroslav - In: Journal of empirical finance 51 (2019), pp. 138-148
Persistent link: https://www.econbiz.de/10012170406
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Consumption risks in option returns
Yang, Shuwen; Aretz, Kevin; Liu, Hening; Zhang, Yuzhao - In: Journal of empirical finance 69 (2022), pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
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Does mortality improvement increase equity risk premiums? : a risk perception perspective
Huang, Rachel J.; Miao, Jerry C. Y.; Tzeng, Larry Y. - In: Journal of empirical finance 22 (2013), pp. 67-77
Persistent link: https://www.econbiz.de/10009768427
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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