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Underreaction, overreaction, and increasing misreaction to information in the options market
Poteshman, Allen M. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 851-876
Persistent link: https://www.econbiz.de/10001593005
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Interpreting the volatility smile : an examination of the information content of option prices
Weinberg, Steven A. - 2001
Persistent link: https://www.econbiz.de/10001599795
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Does implied volatility imply volatility - in bonds?
Bertonazzi, Eric P.; Maloney, Michael T. - In: The journal of fixed income 11 (2001) 3, pp. 54-60
Persistent link: https://www.econbiz.de/10001706066
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The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.; Byoun, Soku; Park, Hun Y. - In: Research in finance 19 (2002), pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
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Option volume and volatility response to scheduled economic news releases
Nofsinger, John R.; Prucyk, Brian - In: The journal of futures markets 23 (2002) 4, pp. 315-345
Persistent link: https://www.econbiz.de/10001765133
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The risks and rewards of selling volatility
Nandi, Saikat; Waggoner, Daniel - In: Economic review 86 (2001) 1, pp. 31-39
Persistent link: https://www.econbiz.de/10001581207
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The impact of the early withdrawal option on time deposit pricing
Gilkeson, James H.; Porter, Gary E.; Smith, Stanley D. - In: The quarterly review of economics and finance : journal … 40 (2000) 1, pp. 107-120
Persistent link: https://www.econbiz.de/10001494516
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The interactions between trading volume and volatility : evidence from the equity options markets
Park, Tae H.; Switzer, Lorne N.; Bedrossian, Robert - In: Applied financial economics 9 (1999) 6, pp. 627-637
Persistent link: https://www.econbiz.de/10001525295
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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
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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