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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
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Options trading activity and firm valuation
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of financial economics 94 (2009) 3, pp. 345-360
Persistent link: https://www.econbiz.de/10003918726
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Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, Ding; Härkönen, Hannu J.; Newton, David P. - In: Journal of financial economics 114 (2014) 3, pp. 600-612
Persistent link: https://www.econbiz.de/10010532686
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Callable bonds, reinvestment risk, and credit rating improvements : role of the call premium
Tewari, Manish; Byrd, Anthony K.; Ramanlal, Pradipkumar - In: Journal of financial economics 115 (2015) 2, pp. 349-360
Persistent link: https://www.econbiz.de/10011347487
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Do option markets undo restrictions on short sales? : evidence from the 2008 short-sale ban
Grundy, Bruce D.; Lim, Bryan; Verwijmeren, Patrick - In: Journal of financial economics 106 (2012) 2, pp. 331-348
Persistent link: https://www.econbiz.de/10009666655
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The option to stock volume ratio and future returns
Johnson, Travis L.; So, Eric - In: Journal of financial economics 106 (2012) 2, pp. 262-286
Persistent link: https://www.econbiz.de/10009666658
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Pinning in the S&P 500 futures
Golez, Benjamin; Jackwerth, Jens Carsten - In: Journal of financial economics 106 (2012) 3, pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
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Diagnosing affine models of options pricing : evidence from VIX
Li, Gang; Zhang, Chu - In: Journal of financial economics 107 (2013) 1, pp. 199-219
Persistent link: https://www.econbiz.de/10009715829
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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
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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