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Volatility
Capital income
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Cao, Charles Q.
10
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Simin, Timothy T.
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Bakshi, Gurdip S.
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Cao, Charles
3
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3
Yu, Fan
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Zykaj, Blerina Bela
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Journal of financial markets
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
15
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1
Can growth options explain the trend in idiosyncratic risk?
Cao, Charles Q.
;
Simin, Timothy T.
;
Zhao, Jing
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2599-2633
Persistent link: https://www.econbiz.de/10003805096
Saved in:
2
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
3
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
-
2024
Persistent link: https://www.econbiz.de/10015045592
Saved in:
4
An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility
Cao, Charles Q.
;
Chang, Eric Chieh
;
Wang, Ying
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2111-2123
Persistent link: https://www.econbiz.de/10003778645
Saved in:
5
The information content of option-implied volatility for credit default swap valuation
Cao, Charles Q.
;
Yu, Fan
;
Zhong, Zhaodong
- In:
Journal of financial markets
13
(
2010
)
3
,
pp. 321-343
Persistent link: https://www.econbiz.de/10009261316
Saved in:
6
Pricing credit default swaps with option-implied volatility
Cao, Charles Q.
;
Yu, Fan
;
Zhong, Zhaodong
- In:
Financial analysts' journal : FAJ
67
(
2011
)
4
,
pp. 67-76
Persistent link: https://www.econbiz.de/10009272131
Saved in:
7
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
8
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
9
Evolution of transitory volatility over the week
Cao, Charles Q.
;
Cho̕e, Hyuk
- In:
Annals of economics and finance
1
(
2000
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001731826
Saved in:
10
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
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