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Trading in the options market around financial analysts' consensus revisions
Hayunga, Darren K.; Lung, Peter P. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 725-747
Persistent link: https://www.econbiz.de/10010487740
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Unknown unknowns : uncertainty about risk and stock returns
Baltussen, Guido; Bekkum, Sjoerd van; Grient, Bart van der - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1615-1651
Persistent link: https://www.econbiz.de/10011930515
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The predictive power of the dividend risk premium
Avino, Davide E.; Stancu, Andrei; Wese Simen, Chardin - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 8, pp. 2843-2869
Persistent link: https://www.econbiz.de/10012705194
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Optimal option portfolio strategies : deepening the puzzle of index option mispricing
Faias, José Afonso; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 277-303
Persistent link: https://www.econbiz.de/10011667735
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Risk premia and the VIX term structure
Johnson, Travis L. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2461-2490
Persistent link: https://www.econbiz.de/10011929346
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Getting paid to hedge : why don't investors pay a premium to hedge downturns?
Kapadia, Nishad; Ostdiek, Barbara Bennett; Weston, James P. - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1157-1192
Persistent link: https://www.econbiz.de/10012139390
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Informational content of options trading on acquirer announcement return
Chan, Konan; Ge, Li; Lin, Tse-Chun - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 1057-1082
Persistent link: https://www.econbiz.de/10011431148
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The creation and resolution of market uncertainty : the impact of information releases on implied volatility
Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 513-539
Persistent link: https://www.econbiz.de/10001219191
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The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin; Gallmeyer, Michael F.; Petkevich, Alex - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 5, pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
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Stealth trading in options markets
Anand, Amber; Chakravarty, Sugato - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 167-187
Persistent link: https://www.econbiz.de/10003434614