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Hull, Blair; Li, Anlong; Qiao, Xiao - In: Financial analysts journal : FAJ 79 (2023) 1, pp. 99-119

Persistent link: https://www.econbiz.de/10013540890

Does options improve the information absorption? : evidence from the introduction of weekly index options

Jain, Prachi; Kotha, Kiran Kumar - In: International review of finance : the official journal … 22 (2022) 4, pp. 770-776

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The information content of the volatility index options trading volume

Gu, Chen; Guo, Xu; Kurov, Alexander; Stan, Raluca - In: The journal of futures markets 42 (2022) 9, pp. 1721-1737

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Default risk and option returns

Vasquez, Aurelio; Xiao, Xiao - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2144-2167

Persistent link: https://www.econbiz.de/10014519915

An empirical testing of Black-Scholes option pricing model : a study of option moneyness (at-the-money)

Rinky; Singh, Shakti - In: International Journal of Financial Markets and … 9 (2023) 3, pp. 208-229

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A new approach to build a successful straddle strategy : the analytical option navigator

Rustamov, Orkhan; Aliyev, Fuzuli; Ajayi, Richard; … - In: Risks : open access journal 12 (2024) 7, pp. 1-19

based on the superior volatility forecast for analyzing historical data. We extend the current litearure by measuring the … volatility of an underlying asset in the last predefined period and comparing the actual volatility in currency with historical … volatility in currency to make predictions of implied volatility. We calculated stock price volatility through an optimal holding …

Persistent link: https://www.econbiz.de/10014637162