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Disappointment aversion, term structure, and predictability puzzles in bond markets
Augustin, Patrick; Tédongap, Roméo - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6266-6293
Persistent link: https://www.econbiz.de/10012666104
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Informed options trading prior to takeover announcements : insider trading?
Augustin, Patrick; Brenner, Menachem; Subrahmanyam, Marti G. - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5697-5720
Persistent link: https://www.econbiz.de/10012146894
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The impact of derivatives on spot markets : evidence from the introduction of Bitcoin futures contracts
Augustin, Patrick; Rubtsov, Alexey; Shin, Donghwa - In: Management science : journal of the Institute for … 69 (2023) 11, pp. 6752-6776
Persistent link: https://www.econbiz.de/10014435417
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Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan; Chernov, Mikhail - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
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Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options
Bikbov, Ruslan; Chernov, Mikhail - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1292-1305
Persistent link: https://www.econbiz.de/10008286021