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Estimation and test of a simple model of robust capital asset pricing : an info-metrics approach
García-Feijóo, Luis; Viale, Ariel M. - In: International review of finance : the official journal … 24 (2024) 2, pp. 213-235
Persistent link: https://www.econbiz.de/10014575523
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Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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The intra-industry effects of the acquisition of Dow Jones
Howe, John S.; Maslar, David A. - In: Applied economics letters 18 (2011) 4/6, pp. 551-554
Persistent link: https://www.econbiz.de/10009233529
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The empirical relationship between risk and return : evidence from the UK stock market
Xing, Xuejing; Howe, John S. - In: International review of financial analysis 12 (2003) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10001782453