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The impacts of index options on the underlying stocks : the case of the S&P 100
Liu, Shinhua - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1034-1046
Persistent link: https://www.econbiz.de/10003873836
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A portfolio insurance strategy for volatility index (VIX) futures
Jung, Young Cheol - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 189-200
Persistent link: https://www.econbiz.de/10011627439
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Asymmetric convergence in US financial credit default swap sector index markets
Chen, Li-Hsueh; Hammoudeh, Shawkat; Yuan, Yuan - In: The quarterly review of economics and finance : journal … 51 (2011) 4, pp. 408-418
Persistent link: https://www.econbiz.de/10009373138
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Time-varying higher-order conditional moments and forecasting intraday VaR and expected shortfall
Ergün, A. Tolga; Jun, Jongbyung - In: The quarterly review of economics and finance : journal … 50 (2010) 3, pp. 264-272
Persistent link: https://www.econbiz.de/10009247717
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Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 431-450
Persistent link: https://www.econbiz.de/10001214235
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US share prices and real supply and demand shocks
Fraser, Patricia; Groenewold, Nicolaas - In: The quarterly review of economics and finance : journal … 46 (2006) 1, pp. 149-167
Persistent link: https://www.econbiz.de/10003305689
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Can baby-boomers' retirement increase stock prices?
Kedar-Levy, Haim - In: The quarterly review of economics and finance : journal … 46 (2006) 2, pp. 284-299
Persistent link: https://www.econbiz.de/10003334673
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The short-run impact of the stock market appreciation of the 1980s and 1990s on US income inequality
Zietz, Joachim; Zhao, Xiaolin - In: The quarterly review of economics and finance : journal … 49 (2009) 1, pp. 42-53
Persistent link: https://www.econbiz.de/10003810522
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Premium, merger fees and the choice of investment banks : a simultaneous analysis
Chahine, Salim; Ismail, Ahmad - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10003852236
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Do fixed income mutual fund managers have managerial skills?
Du, Ding; Huang, Zhaodan; Blanchfield, Peter J. - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 378-397
Persistent link: https://www.econbiz.de/10003852380