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Stock options as lotteries
Boyer, Brian H.; Vorkink, Keith - In: The journal of finance : the journal of the American … 69 (2014) 4, pp. 1485-1528
Persistent link: https://www.econbiz.de/10010412334
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How do crises spread? : Evidence from accessible and inaccessible stock indices
Boyer, Brian H.; Kumagai, Tomomi; Yuan, Kathy - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 957-1003
Persistent link: https://www.econbiz.de/10003307222
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Stock Options as Lotteries
Boyer, Brian H. - 2013
traditional view that only coskewness should be priced. We find, consistent with recent theory, that total skewness exhibits a …
Persistent link: https://www.econbiz.de/10013093689
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Pitfalls in tests for changes in correlations
Boyer, Brian H.; Gibson, Michael S.; Loretan, Mico - 1997
Persistent link: https://www.econbiz.de/10000645979
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Evaluating forecasts of correlation using option pricing
Gibson, Michael S.; Boyer, Brian H. - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
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A comparison of partially adaptive and reweighted least squares estimation
Boyer, Brian H.; McDonald, James B.; Newey, Whitney K. - In: Econometric reviews 22 (2003) 2, pp. 115-134
Persistent link: https://www.econbiz.de/10001761635
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Investor trading behavior and equity prices
Boyer, Brian H. - 2004
Persistent link: https://www.econbiz.de/10003551010