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Incentive stocks and options with trading restrictions : not as restricted as we thought
Cao, Melanie; Wei, Jason - In: Research in finance 24 (2008), pp. 213-248
Persistent link: https://www.econbiz.de/10003752965
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The futures hedging effectiveness with liquidity risk under alternative settlement specifications
Lien, Da-hsiang Donald; Zhang, Mei - In: Research in finance 24 (2008), pp. 301-320
Persistent link: https://www.econbiz.de/10003752972
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Timing the value-at-risk hedge
Lien, Da-hsiang Donald - In: Research in finance 25 (2009), pp. 333-341
Persistent link: https://www.econbiz.de/10009306650
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Hedging pressure and delivery risk explanations of futures risk premia
Roongsangmanoon, Charnwut; Chen, Andrew H.; Kang, Joseph C. - In: Research in finance 25 (2009), pp. 303-331
Persistent link: https://www.econbiz.de/10009306651
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On the estimation of risk premium in the gold futures market : using the Goldman Sachs Commodity Index (GSCI) approach
Xu, Helen; Lin, Eric C.; Kensinger, John W. - In: Research in finance 29 (2013), pp. 103-118
Persistent link: https://www.econbiz.de/10010405776
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The market timing skills of long/short equity hedge fund managers
Li, Xin; Shawky, Hany A. - In: Research in finance 30 (2014), pp. 23-51
Persistent link: https://www.econbiz.de/10010406339
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Equity hedge fund performance, cross-sectional return dispersion, and active share
Smith, David M. - In: Research in finance 30 (2014), pp. 1-22
Persistent link: https://www.econbiz.de/10010406342
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An empirical exploration of the CBOE volatility index (VIX) futures market as a hedge for equity market and hedge fund investors
Black, Keith - In: Research in finance 28 (2012), pp. 1-18
Persistent link: https://www.econbiz.de/10009582662
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Hedging currency risk using futures
Bhargava, Vivek; Brooks, Robert - In: Research in finance 18 (2000), pp. 221-243
Persistent link: https://www.econbiz.de/10001618516
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Long memory in currency futures volatility
Chung, Ching-fan; Hung, Mao-Wei; Liu, Yu-hong - In: Research in finance 20 (2003), pp. 139-158
Persistent link: https://www.econbiz.de/10001903435