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Abad Díaz, David; Nieto Domenech, Belen - In: The European journal of finance 17 (2011) 1/2, pp. 49-65

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Scholz, Sebastian - 2010

is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose. Options are less … welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy, options are the preferred …

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Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions

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The impact of weekly options on stock returns and volatility

Cai, Francis; Xu, LianZan; Chen, Haiyang; Zhang, Ge - In: The international journal of finance 26 (2014) 1, pp. 52-64

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Do Aussie markets smile? : implied volatility functions and determinants

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Psychology, stock/FX trading and option prices

Beilis, Alan; Dash, Jan W.; Volkman Wise, Jacqueline - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 251-268

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Implied idiosyncratic volatility and stock return predictability

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The relationship between conditional value at risk and option prices with a closed-form solution

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The intraday behavior of information misreaction across various categories of investors in the Taiwan options market

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Hedging efficiency in the Greek options market before and after the financial crisis of 2008

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