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subject:"Volatility"
~person:"Li, Xiaoming"
~person:"White, Scott I."
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Search: subject_exact:"Information effectiveness"
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Volatility
Informational efficiency
4
Informationseffizienz
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Volatilität
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Aktienindex
2
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China
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Li, Xiaoming
White, Scott I.
Fratzscher, Marcel
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Veredas, David
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Becker, Ralf
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Clements, Adam
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Journal of Chinese economic and business studies
1
Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
Saved in:
2
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Saved in:
3
Time-varying informational efficiency in China's a-share and b-share markets
Li, Xiaoming
- In:
Journal of Chinese economic and business studies
1
(
2003
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10001755965
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