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Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions
Yuan, Zhushun; Chen, Gemai - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1438
Persistent link: https://www.econbiz.de/10008286011
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 31 (2007) 5, pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
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Corporate finance and governance in emerging markets : a selective review and an agenda for future research
Fan, Joseph P. H.; Wei, K. C. John; Xu, Xinzhong - In: The journal of corporate finance : contracting, … 17 (2011) 2, pp. 207-214
Persistent link: https://www.econbiz.de/10008901842
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Political connections, financing friction, and corporate investment : evidence from Chinese listed family firms
Xu, Nianhang; Xu, Xinzhong; Yuan, Qingbo - In: European financial management : the journal of the … 19 (2013) 4, pp. 675-702
Persistent link: https://www.econbiz.de/10010237362
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Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
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The dynamics of international equity market expectations
Brennan, Michael J.; Cao, H. Henry; Strong, Norman; Xu, … - In: Journal of financial economics 77 (2005) 2, pp. 257-288
Persistent link: https://www.econbiz.de/10003052522
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Understanding the equity home bias : evidence from survey data
Strong, Norman; Xu, Xinzhong - In: The review of economics and statistics 85 (2003) 2, pp. 307-312
Persistent link: https://www.econbiz.de/10001762628
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Pricing FTSE 100 index options under stochastic volatility
Lin, Yueh-neng; Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 21 (2001) 3, pp. 197-211
Persistent link: https://www.econbiz.de/10001556705
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The incremental volatility information in one million foreign exchange quotations
Taylor, Stephen - In: Journal of empirical finance 4 (1997) 4, pp. 317-340
Persistent link: https://www.econbiz.de/10001236462