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Stock valuation in dynamic economies
Bakshi, Gurdip S.; Chen, Zhiwu - In: Journal of financial markets 8 (2005) 2, pp. 111-151
Persistent link: https://www.econbiz.de/10002852768
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The information content of option-implied volatility for credit default swap valuation
Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Journal of financial markets 13 (2010) 3, pp. 321-343
Persistent link: https://www.econbiz.de/10009261316
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Do mutual fund managers time market liquidity?
Cao, Charles Q.; Simin, Timothy T.; Wang, Ying - In: Journal of financial markets 16 (2013) 2, pp. 279-307
Persistent link: https://www.econbiz.de/10009750786
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Decimalization and competition among stock markets : evidence from the Toronto Stock Exchange cross-listed securities
Ahn, Hee-joon - In: Journal of financial markets 1 (1998) 1, pp. 51-87
Persistent link: https://www.econbiz.de/10001249273
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Predicting the equity premium with the implied volatility spread
Cao, Charles Q.; Simin, Timothy T.; Xiao, Han - In: Journal of financial markets 51 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10013536200