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Stock price default boundary : a Black-Cox model approach
Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
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Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
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Stochastic behavior of spot and futures commodity prices : theory and evidence
Casassus, Jaime - 2004
Persistent link: https://www.econbiz.de/10003383662
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Gold, oil, and stocks
Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014
assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …
Persistent link: https://www.econbiz.de/10010407524
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COVID-19, Russia-Ukraine war and interconnectedness between stock and crypto markets : a wavelet-based analysis
Frikha, Wajdi; Brahim, Mariem; Jeribi, Ahmed; Lahiani, Amine - In: Journal of business analytics 6 (2023) 4, pp. 255-275
Persistent link: https://www.econbiz.de/10014369314
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How does uncertainty affect volatility correlation between financial assets? : evidence from bitcoin, stock and gold
Li, Zheng-Zheng; Su, Chi-Wei; Zhu, Meng Nan - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 9, pp. 2682-2694
Persistent link: https://www.econbiz.de/10013354990
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Executive options with inflated equity prices
Wilson, Linus; Wu, Yan Wendy - In: International journal of managerial finance : IJMF 10 (2014) 3, pp. 266-292
Persistent link: https://www.econbiz.de/10010382207
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Measuring gambling activity in options market
Bei Chen; Quan Gan - In: Review of behavioral finance : RBF 14 (2022) 3, pp. 345-378
Persistent link: https://www.econbiz.de/10013286632
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Price discovery for options
Malamud, Semyon; Tseng, Michael; Zhang, Yuan - 2020
return, such as volatility or skewness, and exploits her private information by trading a complete menu of options. The …
Persistent link: https://www.econbiz.de/10012271186
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The impact of short sale restrictions on informed trading in the stock and options markets
Le, Van; Zurbruegg, Ralf - In: International review of economics & finance : IREF 41 (2016), pp. 262-273
Persistent link: https://www.econbiz.de/10011624726