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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 1969-2012
Persistent link: https://www.econbiz.de/10009514112
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Do stock prices and volatility jump? : Reconciling evidence from spot and option prices
Eraker, Bjørn - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1367-1403
Persistent link: https://www.econbiz.de/10002100152
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Underreaction, overreaction, and increasing misreaction to information in the options market
Poteshman, Allen M. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 851-876
Persistent link: https://www.econbiz.de/10001593005
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Market risk and model risk for a financial institution writing options
Green, Tracy Clifton; Figlewski, Stephen - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
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Early experience of put options on stocks
Barraclough, Kathryn; Whaley, Robert E. - In: The journal of finance : the journal of the American … 67 (2012) 4, pp. 1423-1456
Persistent link: https://www.econbiz.de/10010219834
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Are options on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos; Czerwonko, Michal; … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
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Volatility information trading in the option market
Ni, Sophie X.; Pan, Jun; Poteshman, Allen M. - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1059-1091
Persistent link: https://www.econbiz.de/10003822210
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Does option compensation increase managerial risk appetite?
Carpenter, Jennifer N. - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2311-2331
Persistent link: https://www.econbiz.de/10001524440
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Expected option returns
Coval, Joshua; Shumway, Tyler - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
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Backwardation in oil futures markets : theory and empirical evidence
Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1517-1545
Persistent link: https://www.econbiz.de/10001191710