Narrow search
Showing 1 - 10 of 133
Cover Image
Overreaction of country ETFs to US market returns : intraday vs. daily horizons and the role of synchronized trading
Levy, Ariel; Lieberman, Offer - In: Journal of banking & finance 37 (2013) 5, pp. 1412-1421
Persistent link: https://www.econbiz.de/10009729094
Cover Image
The performance of individual investors in structured financial products
Entrop, Oliver; McKenzie, Michael D.; Wilkens, Marco; … - In: Review of quantitative finance and accounting 46 (2016) 3, pp. 569-604
Persistent link: https://www.econbiz.de/10011595479
Cover Image
How does the underlying affect the risk-return profiles of structured products?
Cao, Ji - In: Financial markets and portfolio management 31 (2017) 1, pp. 27-47
Persistent link: https://www.econbiz.de/10011944586
Cover Image
How dynamic hedging affects stock price movements : evidence from German option and certificate markets
Fischer, Georg - 2019
We examine the impact of dynamic hedging demand of German option and discount certificate markets on the autocorrelation of German stock price changes. We theoretically model the demand of liquidity providers in the discount certificate market, a structured financial product with a concave...
Persistent link: https://www.econbiz.de/10011960804
Cover Image
Do the underlying portfolios matter? : a comparative study of equity-linked pay-at-maturity principal protected notes in Canada and the UK
Li, Yuanshun; Anderson, Scott; McGraw, Patricia A. - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20
This study examines the relationship between the return and the holding cost of equity-linked pay-at-maturity principal protected notes (EL-PAM-PPNs) and the mean return and volatility of the underlying portfolio using 1568 EL-PAM-PPNs issued in the UK and Canada between 2003 and 2015. We find...
Persistent link: https://www.econbiz.de/10013471220
Cover Image
The pricing of idiosyncratic risk : evidence from the implied volatility distribution
Süss, Stephan - In: Financial markets and portfolio management 26 (2012) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10009553644
Cover Image
The calm after the storm : implied volatility and future stock index returns
Lubnau, Thorben Manfred; Todorova, Neda - In: The European journal of finance 21 (2015) 13/15, pp. 1282-1296
Persistent link: https://www.econbiz.de/10011419879
Cover Image
On the relationship between implied volatility index and realized return volatility
Shaikh, Imlak - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 1, pp. 225-235
Persistent link: https://www.econbiz.de/10011420602
Cover Image
Does the implied volatility index have signaling power? : evidence from Mexico
Yang, Jin Yong; Heo, Junyoung; Yeo, In-Sung; Lee, Sang-heon - In: Modern economy 5 (2014) 8, pp. 869-877
Persistent link: https://www.econbiz.de/10011285047
Cover Image
Can derivative information predict stock price jumps?
Kwark, Noe-Keol; Kang, Hyoung Goo; Jun, Sang-Gyung - In: The journal of applied business research 31 (2015) 3, pp. 845-860
Persistent link: https://www.econbiz.de/10011304812