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Unusual option market activity and the terrorist attacks of September 11, 2001
Poteshman, Allen M. - In: The journal of business : B 79 (2006) 4, pp. 1703-1726
Persistent link: https://www.econbiz.de/10003378406
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Informational content of option volume prior to takeovers
Cao, Charles Q.; Chen, Zhiwu; Griffin, John M. - In: The journal of business : B 78 (2005) 3, pp. 1073-1109
Persistent link: https://www.econbiz.de/10003051100
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The distribution of stock returns implied in their options at the turn-of-the-year : a test of seasonal volatility
Jones, Steven L. - In: The journal of business : B 70 (1997) 2, pp. 281-311
Persistent link: https://www.econbiz.de/10001220012
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Option bounds in discrete time : extensions and the pricing of the American put
Perrakis, Stylianos - In: The journal of business : B 59 (1986) 1, pp. 119-141
Persistent link: https://www.econbiz.de/10001008032
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Implied interest rates
Brenner, Menachem - In: The journal of business : B 59 (1986) 3, pp. 493-507
Persistent link: https://www.econbiz.de/10001012608
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Predictable dynamics in the S&P 500 index options implied volatility surface
Gonçalves, Sílvia; Guidolin, Massimo - In: The journal of business : B 79 (2006) 3, pp. 1591-1636
Persistent link: https://www.econbiz.de/10003337040
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Themarket pricing of implicit options in merger collars
Officer, Micah S. - In: The journal of business : B 79 (2006) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10003301938
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Index option prices and stock market momentum
Amin, Kaushik I.; Coval, Joshua; Seyhun, H. Nejat - In: The journal of business : B 77 (2004) 4, pp. 835-873
Persistent link: https://www.econbiz.de/10002618315
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Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Dutta, Kabir K.; Babbel, David F. - In: The journal of business : B 78 (2005) 3, pp. 841-870
Persistent link: https://www.econbiz.de/10003050622
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Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R. - In: The journal of business : B 71 (1998) 2, pp. 211-252
Persistent link: https://www.econbiz.de/10001239857