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Expectations hypothesis of the term structure of implied volatility : evidence from foreign currency and stock index options
Byoun, Soku; Kwok, Chuck C. Y.; Park, Hun Y. - In: Journal of financial econometrics : official journal of … 1 (2003) 1, pp. 126-151
Persistent link: https://www.econbiz.de/10002221002
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The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.; Byoun, Soku; Park, Hun Y. - In: Research in finance 19 (2002), pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
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An analysis of dividend enhanced convertible stocks
Chen, Andrew H.; Chen, K. C.; Howell, Scott - In: International review of economics & finance : IREF 8 (1999) 3, pp. 327-338
Persistent link: https://www.econbiz.de/10001427876
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Pricing financial times-stock exchange index put warrants : some empirical evidence
Chen, K. C. - In: American business review 15 (1997) 2, pp. 37-42
Persistent link: https://www.econbiz.de/10001220189
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On the nonstationarity of convertible bond betas : theory and evidence
Beatty, Randolph P. - In: The quarterly review of economics and business : … 28 (1988) 3, pp. 15-27
Persistent link: https://www.econbiz.de/10001087041
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Evaluating conditions and terms of the AT&T and DirecTV merger
Chen, K. C.; Funahashi, Hideharu; Warmerdam, Nicole - In: Research in finance 33 (2018), pp. 1-17
Persistent link: https://www.econbiz.de/10012227584