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ECONIS (ZBW)
22,212
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1
Do dividend
initiations
signal a reduction in
risk
? : evidence from the option market
Jones, Jeffrey S.
;
Gu, Jenny
;
Liu, Pu
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
Saved in:
2
Does the information content of payout
initiations
and omissions influence firm risks?
Eije, Johan H. von
;
Goyal, Abhinav
;
Muckley, Cal
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 222-229
Persistent link: https://www.econbiz.de/10010506054
Saved in:
3
The pricing of idiosyncratic
risk
: evidence from the implied volatility distribution
Süss, Stephan
- In:
Financial markets and portfolio management
26
(
2012
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10009553644
Saved in:
4
Political uncertainty and financial market uncertainty in an Australian context
Smales, Lee A.
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 415-435
Persistent link: https://www.econbiz.de/10011299782
Saved in:
5
Intrinsic prices of
risk
Le, Truc
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 318-327
Persistent link: https://www.econbiz.de/10011312410
Saved in:
6
Better the devil you know : the influence of political incumbency on Australian financial market uncertainty
Smales, Lee A.
- In:
Research in international business and finance
33
(
2015
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011325891
Saved in:
7
The relationship between conditional value at
risk
and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
8
A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol
;
Park, Sang Beom
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
Saved in:
9
Effect of volatility clustering on indifference pricing of options by convex
risk
measures
Kumar, Rohini
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 63-82
Persistent link: https://www.econbiz.de/10010505169
Saved in:
10
Accounting quality, information
risk
and implied volatility around earnings announcements
Anagnostopoulou, Seraina C.
;
Tsekrekos, Andrianos E.
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 188-207
Persistent link: https://www.econbiz.de/10011474512
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