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Investor sentiment, variance risk premium and delta-hedged gains
Chen, Yankun; Shu, Jinghong; Zhang, Jin E. - In: Applied economics 48 (2016) 31/33, pp. 2952-2964
Persistent link: https://www.econbiz.de/10011615237
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The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.; Zhang, Jin E. - In: Applied economics 52 (2020) 8, pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
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The implied volatility smirk in SPY options
Guo, Wei; Gehricke, Sebastian A.; Ruan, Xinfeng; Zhang, … - In: Applied economics 53 (2021) 23, pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
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Doing well while doing good : ESG ratings and corporate bond returns
Gehricke, Sebastian A.; Ruan, Xinfeng; Zhang, Jin E. - In: Applied economics 56 (2024) 16, pp. 1916-1934
Persistent link: https://www.econbiz.de/10014475234