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1
Implied
volatility
spread and stock mispricing
Cao, Zhen
;
Chelikani, Surya
;
Kilic, Osman
;
Wang, Xuewu
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 79-91
Persistent link: https://www.econbiz.de/10014513781
Saved in:
2
Volatility
risk and stock return predictability on global financial crises
Kongsilp, Worawuth
;
Mateus, Cesario
- In:
China finance review international
7
(
2017
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10011797740
Saved in:
3
Implied idiosyncratic
volatility
and stock return predictability
Mateus, Cesario
;
Konsilp, Worawuth
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
Saved in:
4
Traders' heterogeneous beliefs about stock
volatility
and the implied
volatility
skew in financial
options
markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
5
The distribution of stock returns implied in their
options
at the turn-of-the-year : a test of seasonal
volatility
Jones, Steven L.
- In:
The journal of business : B
70
(
1997
)
2
,
pp. 281-311
Persistent link: https://www.econbiz.de/10001220012
Saved in:
6
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
7
Why do
options
prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
8
Does the
volatility
of
volatility
risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
9
The seasonal anomalies in the investors' fear gauge index
Shaikh, Imlak
- In:
Research bulletin / The Institute of Cost Accountants …
42
(
2016
)
1
,
pp. 247-254
Persistent link: https://www.econbiz.de/10011622307
Saved in:
10
Implied
volatility
index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
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