Narrow search
Showing 1 - 10 of 79
Cover Image
Option markets and implied volatility : past versus present
Mixon, Scott - In: Journal of financial economics 94 (2009) 2, pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Cover Image
Cross-section of option returns and volatility
Goyal, Amit; Saretto, Alessio - In: Journal of financial economics 94 (2009) 2, pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Cover Image
Does backdating explain the stock price pattern around executive stock option grants?
Heron, Randall A.; Lie, Erik - In: Journal of financial economics 83 (2007) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10003425428
Cover Image
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: Journal of financial economics 101 (2011) 3, pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Cover Image
U.S. stock market crash risk, 1926–2010
Bates, David S. - In: Journal of financial economics 105 (2012) 2, pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Cover Image
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail; Ghysels, Eric - In: Journal of financial economics 56 (2000) 3, pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
Cover Image
From cradle to grave : how to loot a 401(k) plan
Stanton, Richard - In: Journal of financial economics 56 (2000) 3, pp. 485-516
Persistent link: https://www.econbiz.de/10001483326
Cover Image
An examination of executive stock option repricing
Carter, Mary Ellen; Lynch, Luann J. - In: Journal of financial economics 61 (2001) 2, pp. 207-225
Persistent link: https://www.econbiz.de/10001592638
Cover Image
Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - In: Journal of financial economics 64 (2002) 3, pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Cover Image
The jump-risk premia implicit in options : evidence from an integrated time-series study
Pan, Jun - In: Journal of financial economics 63 (2002) 1, pp. 3-50
Persistent link: https://www.econbiz.de/10001634368