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A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew; Luo, Dan - In: Journal of financial markets 64 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
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Predicting the equity premium with the implied volatility spread
Cao, Charles Q.; Simin, Timothy T.; Xiao, Han - 2024
Persistent link: https://www.econbiz.de/10015045592
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Stock options and chief executive officer compensation
Yermack, David L. - 1994
Persistent link: https://www.econbiz.de/10000957610
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Option-implied stock market expectations across the week : new evidence from the FTSE-100 index options
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612621
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Stock returns on option expiration dates : price impact of liquidity trading
Chiang, Chin-Han - In: Journal of empirical finance 28 (2014), pp. 273-290
Persistent link: https://www.econbiz.de/10011285630
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The puzzle of index option returns
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - In: Review of asset pricing studies 3 (2013) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10010249052
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Performance evaluation of two earnings based valuation models in detecting equity mispricing and growth option of firms
Karim, Mohammad A.; Zhang, Shaorong - In: International journal of behavioural accounting and … 5 (2015) 3/4, pp. 346-373
Persistent link: https://www.econbiz.de/10011550169
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Learning, rare disasters, and asset prices
Lu, Yang K.; Siemer, Michael - 2013
Persistent link: https://www.econbiz.de/10010432467
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Essays on individual risk-taking behavior and social security reform
Ranguelova, Elena - 2001
Persistent link: https://www.econbiz.de/10001717973
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Good timing : CEO stock option awards and company news announcements
Yermack, David L. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 449-476
Persistent link: https://www.econbiz.de/10001222447