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Measuring implied volatility : is an average better? ; Which is average?
Ederington, Louis H.; Guan, Wei - In: The journal of futures markets 22 (2002) 9, pp. 811-837
Persistent link: https://www.econbiz.de/10001696684
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Option spread and combination trading
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 70-88
Persistent link: https://www.econbiz.de/10001781773
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Variance bound tests of bond market efficiency
Huang, Chao-hsi - In: The journal of financial research 16 (1993) 2, pp. 89-106
Persistent link: https://www.econbiz.de/10001155675
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Is a bond rating downgrade bad news, good news, or no news for stockholders?
Goh, Jeremy C. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 2001-2008
Persistent link: https://www.econbiz.de/10001155906
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Impact of call features on corporate bond yields
Ederington, Louis H.; Stock, Duane R. - In: The journal of fixed income 12 (2002) 2, pp. 58-68
Persistent link: https://www.econbiz.de/10001745244
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Intraday volatility in interest-rate and foreign-exchange markets : ARCH, announcement, and seasonality effects
Ederington, Louis H.; Lee, Jae-ha - In: The journal of futures markets 21 (2001) 6, pp. 517-552
Persistent link: https://www.econbiz.de/10001579721
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Cross-sectional variation in the stock market reaction to bond rating changes
Goh, Jeremy C.; Ederington, Louis H. - In: The quarterly review of economics and finance : journal … 39 (1999) 1, pp. 101-112
Persistent link: https://www.econbiz.de/10001433866
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Parameter uncertainty and the rational expectations model of the term structure
Ederington, Louis H. - In: Journal of banking & finance 19 (1995) 2, pp. 207-223
Persistent link: https://www.econbiz.de/10001180784
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The short-run dynamics of the price adjustment to new information
Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 117-134
Persistent link: https://www.econbiz.de/10001218108
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The creation and resolution of market uncertainty : the impact of information releases on implied volatility
Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 513-539
Persistent link: https://www.econbiz.de/10001219191