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Figlewski, Stephen
139
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53
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26
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18
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17
Jegadeesh, Narasimhan
9
Gao, Bin
8
Markov, Stanimir
8
Balduzzi, Pierluigi
7
Busse, Jeffrey A.
7
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7
Subasi, Musa
6
Tang, Yue
6
Agarwal, Vikas
5
Birru, Justin
5
Cumby, Robert
5
Wang, Xiaozu
5
Ahn, Dong-Hyun
4
Canina, Linda
4
Chidambaran, N.K.
4
Engle, Robert F.
4
Frydman, Halina
4
Gruber, Martin J.
4
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4
Ren, Honglin
4
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4
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3
Cecchetti, Stephen G.
3
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3
Eaton, Gregory W.
3
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3
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3
Zhou, Dexin
3
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2
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2
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2
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Journal of financial economics
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11
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6
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4
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1
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ECONIS (ZBW)
146
RePEc
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OLC EcoSci
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USB Cologne (EcoSocSci)
4
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2
EconStor
1
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91
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
Saved in:
92
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
93
Estimation error in the assessment of financial risk exposure
Figlewski, Stephen
-
2003
Persistent link: https://www.econbiz.de/10001779249
Saved in:
94
Derivates risks, old and new
Figlewski, Stephen
- In:
Brookings-Wharton papers on financial services
1
(
1998
),
pp. 159-217
Persistent link: https://www.econbiz.de/10001744321
Saved in:
95
Forecasting volatility
Figlewski, Stephen
- In:
Financial markets, institutions & instruments
6
(
1997
)
1
Persistent link: https://www.econbiz.de/10001217426
Saved in:
96
Hedging with stock index futures : theory and application in a new market
Figlewski, Stephen
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 183-199
Persistent link: https://www.econbiz.de/10001128568
Saved in:
97
Options arbitrage in imperfect markets
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
Saved in:
98
Margins and market integrity : margin setting for stock index futures and options
Figlewski, Stephen
- In:
The journal of futures markets
4
(
1984
)
3
,
pp. 385-416
Persistent link: https://www.econbiz.de/10001082850
Saved in:
99
An American call is worth more than a European call : the value of American exercise when the market is not perfectly liquid
Figlewski, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1023-1057
Persistent link: https://www.econbiz.de/10013187327
Saved in:
100
What goes into risk-neutral volatility? : empirical estimates of risk and subjectve risk preferences
Figlewski, Stephen
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10011686157
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