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Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing; Liu, Siyuan; Xu, Zailin; Yu, Mei - In: Pacific-Basin finance journal 85 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
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Can margin traders predict future stock returns in Japan?
Hirose, Takehide; Katō, Hideaki; Bremer, Marc - In: Pacific-Basin finance journal 17 (2009) 1, pp. 41-57
Persistent link: https://www.econbiz.de/10003800545
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An empirical test of the variance gamma option pricing model
Lam, Kin; Chang, Eric Chieh; Lee, M. C. - In: Pacific-Basin finance journal 10 (2002) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10001705578
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Warrants pricing : stochastic volatility vs. Black-Scholes
Huang, Yu Chuan; Chen, Shing Chun - In: Pacific-Basin finance journal 10 (2002) 4, pp. 393-409
Persistent link: https://www.econbiz.de/10001716091
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Investment restrictions and the pricing of Korean convertible Eurobonds
Bailey, Warren - In: Pacific-Basin finance journal 4 (1996) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10001204430
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Empirical comparison of alternative stochastic volatility option pricing models : evidence from Korean KOSPI 200 index options market
Kim, In-joon; Kim, Sol - In: Pacific-Basin finance journal 12 (2004) 2, pp. 117-142
Persistent link: https://www.econbiz.de/10001970138
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A test of the Asay model for pricing options on the SPI futures contract
Brown, C. A. - In: Pacific-Basin finance journal 5 (1997) 5, pp. 579-594
Persistent link: https://www.econbiz.de/10001234775
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An empirical test of the BS and CSR valuation models for warrants listed in Thailand
Shastri, Kuldeep - In: Pacific-Basin finance journal 3 (1995) 4, pp. 465-483
Persistent link: https://www.econbiz.de/10001201439
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Valuation and analysis on complex equity indexed annuities
Chiu, Yu-Fen; Hsieh, Ming-Hua; Tsai, Chenghsien - In: Pacific-Basin finance journal 57 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012170340
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Downside jump risk and the levels of futures-cash basis
Chen, Chin-Ho - In: Pacific-Basin finance journal 57 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012170475