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1,452
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1
Y2K options and the liquidity premium in treasury markets
Sundaresan, Suresh M.
;
Wang, Zhenyu
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1021-1056
Persistent link: https://www.econbiz.de/10003827705
Saved in:
2
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031
Saved in:
3
Insider and liquidity trading in stock and options markets
Biais, Bruno
- In:
The review of financial studies
7
(
1994
)
4
,
pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
Saved in:
4
Investor sentiment and option prices
Han, Bing
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 387-414
Persistent link: https://www.econbiz.de/10003716174
Saved in:
5
Delta-hedged gains and the negative market
volatility
risk premium
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
Saved in:
6
Implied stochastic
volatility
models
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 394-450
Persistent link: https://www.econbiz.de/10012405816
Saved in:
7
Does option trading have a pervasive impact on underlying stock prices?
Ni, Sophie X.
;
Pearson, Neil D.
;
Poteshman, Allen M.
; …
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 1952-1986
Persistent link: https://www.econbiz.de/10012504731
Saved in:
8
The model-free implied
volatility
and its information content
Jiang, George J.
;
Tian, Yisong Sam
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1305-1342
Persistent link: https://www.econbiz.de/10003352823
Saved in:
9
Unspanned stochastic
volatility
and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
10
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic
volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
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