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Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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Option prices aas predictors of stock prices : intraday adjustments to information releases
Varson, Paula L. - In: The European journal of finance 3 (1997) 1, pp. 49-72
Persistent link: https://www.econbiz.de/10001219144
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The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos; Ap Gwilym, Owain; Chen, XiaoHua - In: The European journal of finance 22 (2016) 10/12, pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
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How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.; Rybczyński, Jarosław - In: The European journal of finance 23 (2017) 1/3, pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
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Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto - In: The European journal of finance 23 (2017) 4/6, pp. 353-374
Persistent link: https://www.econbiz.de/10011736265