Narrow search
Showing 1 - 10 of 461
Cover Image
Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
Cover Image
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu; Chen, Ren-Raw; Palmon, Oded - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Cover Image
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan; Lien, Da-hsiang Donald; Sheu, Her-jiun - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Cover Image
The informational role of option trading volume in equity index options markets
Sarwar, Ghulam - In: Review of quantitative finance and accounting 24 (2005) 2, pp. 159-176
Persistent link: https://www.econbiz.de/10002851822
Cover Image
The day the index rose 11 % : a clinical study on price discovery reversal
Schmidhammer, Christoph; Lobe, Sebastian; Röder, Klaus - In: Review of quantitative finance and accounting 46 (2016) 1, pp. 79-106
Persistent link: https://www.econbiz.de/10011588465
Cover Image
Stock price distributions and news : evidence from index options
Steeley, James M. - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 229-250
Persistent link: https://www.econbiz.de/10002418334
Cover Image
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw; Palmon, Oded - In: Review of quantitative finance and accounting 24 (2005) 2, pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
Cover Image
Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index
Biktimirov, Ernest N.; Li, Boya - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 95-122
Persistent link: https://www.econbiz.de/10010345143
Cover Image
What's in the news? : the ambiguity of the information content of index reconstitutions in Germany
Basse Mama, Houdou; Mueller, Stefan; Pape, Ulrich - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1087-1119
Persistent link: https://www.econbiz.de/10011797595
Cover Image
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris; Dotsis, George; Markellos, Raphaēl N. - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 245-269
Persistent link: https://www.econbiz.de/10009260276