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Do call prices and the underlying stock always move in the same direction?
Bakshi, G; Cao, C; Chen, Z - In: The review of financial studies 13 (2013) 3, pp. 549-548
Persistent link: https://www.econbiz.de/10010114335
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Inflation, asset prices, and the term structure of interest rates in monetary economics
Bakshi, GS; Chen, Z - In: The review of financial studies 9 (2013) 1, pp. 241-240
Persistent link: https://www.econbiz.de/10010113373
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Measurement of market integration and arbitrage
Chen, Z; Knez, PJ - In: The review of financial studies 8 (2013) 2, pp. 287-286
Persistent link: https://www.econbiz.de/10010113384
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Portfolio performance measurement: theory and applications
Chen, Z; Knez, PJ - In: The review of financial studies 9 (2013) 2, pp. 511-510
Persistent link: https://www.econbiz.de/10010113422