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Stocking
1984
Persistent link: https://www.econbiz.de/10000322155
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Essays in financial economics
Savor, Pavel - 2006
Persistent link: https://www.econbiz.de/10003965701
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Stock returns after major price shocks : the impact of information
Savor, Pavel - In: Journal of financial economics 106 (2012) 3, pp. 635-659
Persistent link: https://www.econbiz.de/10009710154
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Volatility in world equity markets
Cochran, Steven J.; Heck, Jean L.; Shaffer, David Reed - In: Review of Pacific Basin financial markets and policies 6 (2003) 3, pp. 273-290
Persistent link: https://www.econbiz.de/10001838406
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Stock returns after major price shocks : the impact of information
Savor, Pavel - 2011 - This version: November 2011
Persistent link: https://www.econbiz.de/10009355203
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël; Dhaene, Jan; Schoutens, Wim - In: International journal of financial engineering 2 (2015) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël; Dhaene, Jan; Schoutens, Wim - 2015 - This version: December 20, 2014
In this paper, we introduce two classes of indices which can be used to measure the market perception concerning the degree of dependency that exists between a set of random variables, representing different stock prices at a fixed future date. The construction of these measures is based on the...
Persistent link: https://www.econbiz.de/10010464790
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Implizite Volatilitäten am Aktien- und Optionsmarkt
Dartsch, Andreas - 1999
Persistent link: https://www.econbiz.de/10001364354
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Impact of Single Stock Futures on the Volatility of Underlying Russian Stocks
Jithendranathan, Thadavillil - 2014
This paper looks into the effect of Single Stock Futures (SSF) introduction on the trading volume and volatility of … shift from the spot market to the futures markets. Using a GARCH (1,1) model the underlying stock volatility for 5 different … stocks are estimated and these results indicate that there is a reduction in volatility after the introduction of SSF in the …
Persistent link: https://www.econbiz.de/10013048332
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Does introduction of stock options impact stock volatility? : empirical evidence from underlying stocks in Indian market
Joshi, Himanshu - In: Theoretical economics letters 8 (2018) 10, pp. 1803-1815
Persistent link: https://www.econbiz.de/10011889154