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ECONIS (ZBW)
723
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1
Is there price discovery in equity options?
Muravyev, Dmitriy
;
Pearson, Neil D.
;
Broussard, John Paul
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
Saved in:
2
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
3
Analyzing
volatility
risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
4
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
5
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
Saved in:
6
Realizing smiles : options pricing with relized
volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
7
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
8
Volatility
and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
9
Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
Saved in:
10
Price and
volatility
co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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