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11
Return and risk of CBOE buy write monthly index
Whaley, Robert E.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001745231
Saved in:
12
Derivatives trading and the volume-volatility link in the Indian stock market
Bhaumik, Sumon Kumar
;
Karanasos, Menelaos
;
Kartsaklas, A.
-
2008
Persistent link: https://www.econbiz.de/10003792668
Saved in:
13
Do informed option investors predict stock returns? : evidence from the Taiwan stock exchange
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Lai, Hung-neng
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 757-764
Persistent link: https://www.econbiz.de/10003820953
Saved in:
14
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
Saved in:
15
Hedging efficiency in the Greek options market before and after the financial crisis of 2008
Shackleton, Mark B.
;
Voukelatos, Nikolaos
- In:
Journal of multinational financial management
23
(
2013
)
1/2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
Saved in:
16
Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data/ Sobesh Kumar Agarwalla; Joshy Jacob; Ajay Pandey
Agarwalla, Sobesh Kumar
;
Jacob, Joshy
;
Pandey, Ajay
-
2012
Persistent link: https://www.econbiz.de/10009659254
Saved in:
17
Implied volatility of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 464-479
Persistent link: https://www.econbiz.de/10012655531
Saved in:
18
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
19
Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar
;
Jacob, Joshy
;
Pandey, Ajay
- In:
International review of financial analysis
39
(
2015
),
pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
Saved in:
20
Implied volatility indices : a review and extension in the Turkish case
Sensoy, Ahmet
;
Omole, John
- In:
International review of financial analysis
60
(
2018
),
pp. 151-161
Persistent link: https://www.econbiz.de/10012007557
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