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Asian options, the sum of lognormals, and the reciprocal gamma distribution
Milevsky, Moshe Arye - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 409-422
Persistent link: https://www.econbiz.de/10001251497
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The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options
Chan, Kalok - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10001217162
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Daily and intradaily tests of European put-call parity
Kamara, Avraham - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 519-539
Persistent link: https://www.econbiz.de/10001217189
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Stochastic volatility option pricing
Ball, Clifford A. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 589-607
Persistent link: https://www.econbiz.de/10001175115
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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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Sophistication, sentiment, and misreaction
Chang, Chuang-chang; Hsieh, Pei-Fang; Wang, Yaw-Huei - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
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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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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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Informed trading around stock split announcements : evidence from the option market
Gharghori, Philip; Maberly, Edwin D.; Nguyen, Annette - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 705-735
Persistent link: https://www.econbiz.de/10011742059
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Right on schedule : CEO option grants and opportunism
Daines, Robert M.; McQueen, Grant R.; Schonlau, Robert J. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1025-1058
Persistent link: https://www.econbiz.de/10011929960