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The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
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Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan; Shuai, Jiangyu; Liang, Zhilei; Sun, Xianchao - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
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The effect of market sentiment and information asymmetry on option pricing
Zghal, Imen; Ben Hamad, Salah; Eleuch, Hichem; Nobanee, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012664661
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo; McLachlan, Scott; Sammon, Marco - In: The North American journal of economics and finance : a … 31 (2015), pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
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Investor trading behavior, investor sentiment and asset prices
Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 34 (2015), pp. 42-62
Persistent link: https://www.econbiz.de/10011539669
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Individual stock crowded trades, individual stock investor sentiment and excess returns
Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 38 (2016), pp. 39-53
Persistent link: https://www.econbiz.de/10011673294
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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The non-uniform pricing effect of employee stock options using quantile regression
Kuo, Chii-shyan; Yu, Shihti - In: The North American journal of economics and finance : a … 26 (2013), pp. 400-415
Persistent link: https://www.econbiz.de/10010367576
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Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie; Labuschagne, Coenraad C. A.; Nair, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
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Static hedging of chained-type barrier options
Jun, Doobae; Ku, Hyejin - In: The North American journal of economics and finance : a … 33 (2015), pp. 317-327
Persistent link: https://www.econbiz.de/10011535249