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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
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The basis risk of catastrophic-loss index securities
Cummins, John David; Lalonde, David; Phillips, Richard D. - In: Journal of financial economics 71 (2004) 1, pp. 77-111
Persistent link: https://www.econbiz.de/10001881133
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Indexed executive stock options
Johnson, Shane A.; Tian, Yisong Sam - In: Journal of financial economics 57 (2000) 1, pp. 35-64
Persistent link: https://www.econbiz.de/10001486811
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An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik - In: Journal of financial economics 40 (1996) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10001192319
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Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel - In: Journal of financial economics 41 (1996) 1, pp. 129-149
Persistent link: https://www.econbiz.de/10001196552
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Market volatility prediction and the efficiency of the S&P 100 index option market
Harvey, Campbell R. - In: Journal of financial economics 31 (1992) 1, pp. 43-73
Persistent link: https://www.econbiz.de/10001133538
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The relation between implied and realized volatility
Christensen, Bent Jesper - In: Journal of financial economics 50 (1998) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10001250560
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Index option returns and generalized entropy bounds
Liu, Yan - In: Journal of financial economics 139 (2021) 3, pp. 1015-1036
Persistent link: https://www.econbiz.de/10012693881
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Pricing of index options in incomplete markets
Almeida, Caio; Freire, Gustavo - In: Journal of financial economics 144 (2022) 1, pp. 174-205
Persistent link: https://www.econbiz.de/10013407088
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How does the Internet affect trading? : Evidence from investor behavior in 401 (k) plans
Choi, James J.; Laibson, David I.; Metrick, Andrew - In: Journal of financial economics 64 (2002) 3, pp. 397-421
Persistent link: https://www.econbiz.de/10001687824