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~isPartOf:"Finance Research Letters"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Finance Research Letters
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Another look at calendar anomalies
Chatzitzisi, Evanthia
;
Fountas, Stilianos
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 823-840
Persistent link: https://www.econbiz.de/10012655712
Saved in:
2
Exploring economic anomalies in the
S&P
500
index
Parnes, Dror
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 292-309
Persistent link: https://www.econbiz.de/10012417698
Saved in:
3
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa
;
Salih, Aslihan
;
Yasar, Burze
- In:
Finance Research Letters
11
(
2014
)
4
,
pp. 454-462
volatility skew of
S&P
500
index
options and VIX. We document that macroeconomic announcements affect VIX significantly and slope …
Persistent link: https://www.econbiz.de/10011118178
Saved in:
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