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Monetary policy regimes : implications for the yield curve and bond pricing
Filipova, Kameliya; Audrino, Francesco; De Giorgi, Enrico - In: Journal of financial economics 113 (2014) 3, pp. 427-454
Persistent link: https://www.econbiz.de/10010495817
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The term structure of equity risk premia
Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - In: Journal of financial economics 142 (2021) 3, pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
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Jump risk, stock returns, and slope of implied volatility smile
Yan, Shu - In: Journal of financial economics 99 (2011) 1, pp. 216-233
Persistent link: https://www.econbiz.de/10009242390
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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
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Probability weighting functions implied in options prices
Polkovnichenko, Valery; Zhao, Feng - In: Journal of financial economics 107 (2013) 3, pp. 580-609
Persistent link: https://www.econbiz.de/10009730600
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Growth to value : option exercise and the cross section of equity returns
Ai, Hengjie; Kiku, Dana - In: Journal of financial economics 107 (2013) 2, pp. 325-349
Persistent link: https://www.econbiz.de/10009719731
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General equilibrium pricing of currency and currency options
Du, Du - In: Journal of financial economics 110 (2013) 3, pp. 730-751
Persistent link: https://www.econbiz.de/10010255704
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The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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Mispricing, short-sale constraints, and the cross-section of option returns
Ramachandran, Lakshmi Shankar; Tayal, Jitendra - In: Journal of financial economics 141 (2021) 1, pp. 297-321
Persistent link: https://www.econbiz.de/10012872635
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Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten; Menner, Marco - In: Journal of financial economics 137 (2020) 3, pp. 723-739
Persistent link: https://www.econbiz.de/10012588349