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Volatility
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ECONIS (ZBW)
17
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Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Chen, Yangyang
;
Koutsantony, Constantine
;
Truong, Cameron
; …
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 379-401
Persistent link: https://www.econbiz.de/10009707491
Saved in:
2
Return reversals, idiosyncratic risk, and expected returns
Huang, Wei
;
Liu, Qianqiu
;
Rhee, S. Ghon
;
Zhang, Liang
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 147-168
Persistent link: https://www.econbiz.de/10003941602
Saved in:
3
Another look at idiosyncratic volatility and expected returns
Huang, Wei
;
Liu, Qianqiu
;
Rhee, S. Ghon
;
Zhang, Liang
- In:
Journal of investment management : JOIM
9
(
2011
)
4
,
pp. 26-51
Persistent link: https://www.econbiz.de/10009532394
Saved in:
4
Price limit performance : evidence from the Tokyo Stock Exchange
Kim, Kenneth A.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 885-901
Persistent link: https://www.econbiz.de/10001222411
Saved in:
5
Price volatility of the Nikkei index component stocks
Rhee, S. Ghon
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 125-150
Persistent link: https://www.econbiz.de/10001243746
Saved in:
6
Extended trading hours and market microstructure : evidence from the Thai stock market
Chang, Rosita P.
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 73-89
Persistent link: https://www.econbiz.de/10001243751
Saved in:
7
The impact of futures trading on cash market volatility : evidence from the Tokyo Stock Exchange
Chen, Shaw-kuan
;
Jarrett, Jeffrey E.
;
Rhee, S. Ghon
- In:
Research in international business and finance
12
(
1995
),
pp. 241-250
Persistent link: https://www.econbiz.de/10001195615
Saved in:
8
Funding status of defined benefit pension plans and idiosyncratic return volatility
Chen, Yangyang
- In:
The journal of financial research
38
(
2015
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011346834
Saved in:
9
The options market response to accounting earnings announcements
Truong, Cameron
;
Corrado, Charles Joseph
;
Chen, Yangyang
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 423-450
Persistent link: https://www.econbiz.de/10009623553
Saved in:
10
Is idiosyncratic volatility priced? : Evidence from the Shanghai stock exchange
Drew, Michael E.
;
Naughton, Tony
;
Veeraraghavan, Madhu
- In:
International review of financial analysis
13
(
2004
)
3
,
pp. 349-366
Persistent link: https://www.econbiz.de/10002115148
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