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Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.; Guttormsen, Haakon J.; Molnár, Peter - In: International review of financial analysis 47 (2016), pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
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Macroeconomic information and the implied volatility : evidence from India VIX
Srinivasan, Palamalai - In: Theoretical economics letters 7 (2017) 3, pp. 490-501
Persistent link: https://www.econbiz.de/10011674298
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The seasonal anomalies in the investors' fear gauge index
Shaikh, Imlak - In: Research bulletin / The Institute of Cost Accountants … 42 (2016) 1, pp. 247-254
Persistent link: https://www.econbiz.de/10011622307
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Is implied volatility index (VIX) a forward-looking indicator of stock market movements in India?
Acharya, Amarendra; Seet, Subrat Kumar; Salvi, Prakash A. - 2022
Persistent link: https://www.econbiz.de/10013402152
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The relationship between the 52-week high of an individual stock and stock market index level : evidence from Taiwan
Chang, Chiao-yi - In: Journal of international financial markets, … 21 (2011) 1, pp. 14-27
Persistent link: https://www.econbiz.de/10009259725
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Risiko-Renditeprofil des neuen Covered-Call-Index der Deutschen Börse
Behr, Patrick; Graf, Hartmut; Güttler, André - In: Kredit und Kapital 41 (2008) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10003715873
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Call-put implied volatility spreads and option returns
Doran, James S.; Fodor, Andy; Jiang, Danling - In: Review of asset pricing studies 3 (2013) 2, pp. 258-290
Persistent link: https://www.econbiz.de/10010249050
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The puzzle of index option returns
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - In: Review of asset pricing studies 3 (2013) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10010249052
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Asymmetries of the intraday return-volatility relation
Badshah, Ihsan Ullah; Frijns, Bart; Knif, Johan; … - In: International review of financial analysis 48 (2016), pp. 182-192
Persistent link: https://www.econbiz.de/10011624483
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Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes
Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16
Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs linked to the stock indexes of Germany, Spain,...
Persistent link: https://www.econbiz.de/10013277308