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The cross-sectional return predictability of employment growth : a liquidity risk explanation
Liu, Weimin
;
Luo, Di
;
Park, Seyoung
;
Zhao, Huainan
- In:
The financial review : the official publication of the …
57
(
2022
)
1
,
pp. 155-178
Persistent link: https://www.econbiz.de/10012819509
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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The term structure of volatility implied by foreign exchange options
Xu, Xinzhong
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
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pp. 57-74
Persistent link: https://www.econbiz.de/10001166027
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