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Exploring return dynamics via corridor implied volatility
Andersen, Torben; Bondarenko, Oleg; Gonzalez-Perez, Maria T. - In: The review of financial studies 28 (2015) 10, pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
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Expected returns and dividend growth rates implied by derivative markets
Golez, Benjamin - In: The review of financial studies 27 (2014) 3, pp. 790-822
Persistent link: https://www.econbiz.de/10010357854
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Index option returns : still puzzling
Chambers, Donald Robert; Foy, Matthew; Liebner, Jeffrey; … - In: The review of financial studies 27 (2014) 6, pp. 1915-1928
Persistent link: https://www.econbiz.de/10010371332
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Investors' and central bank's uncertainty embedded in index options
David, Alexander; Veronesi, Pietro - In: The review of financial studies 27 (2014) 6, pp. 1661-1716
Persistent link: https://www.econbiz.de/10010371395
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The unintended consequences of corporate bond ETFs : evidence from the Taper Tantrum
Dannhauser, Caitlin D.; Hoseinzade, Saeid - In: The review of financial studies 35 (2022) 1, pp. 51-90
Persistent link: https://www.econbiz.de/10012799348
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Do index funds monitor?
Heath, Davidson; Macciocchi, Daniele; Michaely, Roni; … - In: The review of financial studies 35 (2022) 1, pp. 91-131
Persistent link: https://www.econbiz.de/10012799355
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What do mutual fund investors really care about?
Ben-David, Itzhak; Li, Jiacui; Rossi, Andrea; Song, Yang - In: The review of financial studies 35 (2022) 4, pp. 1723-1774
Persistent link: https://www.econbiz.de/10013188918
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Rent seeking by low-latency traders : evidence from trading on macroeconomic announcements
Chordia, Tarun; Green, Tracy Clifton; Kottimukkalur, … - In: The review of financial studies 31 (2018) 12, pp. 4650-4687
Persistent link: https://www.econbiz.de/10012005214
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Demand for crash insurance, intermediary constraints, and risk premia in financial markets
Chen, Hui; Joslin, Scott; Ni, Sophie Xiaoyan - In: The review of financial studies 32 (2019) 1, pp. 228-265
Persistent link: https://www.econbiz.de/10012033392
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The factor structure in equity options
Christoffersen, Peter F.; Fournier, Mathieu; Jacobs, Kris - In: The review of financial studies 31 (2018) 2, pp. 595-637
Persistent link: https://www.econbiz.de/10011925246