Purpose: This paper aims to identify the disproportionate impacts of the COVID-19 pandemic on labor markets. Design/methodology/approach: The authors conduct a large-scale survey on 16,000 firms from 82 industries in Ho Chi...

Purpose The purpose of this paper is to examine the effect of short-sale restrictions (SSR) with particular emphasis on their impact on the liquidity and informed trading in the stock and option markets. Design/methodology/approach Using a panel regression with controls for volatility, VIX and...

Practitioners have long tried to exploit the predictability of the option implied volatility smile. Motivated by the recent developments in the literature focusing on market-based option pricing arguments, this paper proposes the introduction of trading volume into a vector autoregressive (VAR)...