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Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R. (contributor) - American Finance Association - 1999
Persistent link: https://www.econbiz.de/10001395744
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A discrete time option model dependent on expected return : a note
O'Brien, Thomas J. - In: The journal of finance : the journal of the American … 41 (1986) 2, pp. 515-520
Persistent link: https://www.econbiz.de/10001015096
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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Expected option returns
Coval, Joshua; Shumway, Tyler - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr; Lyuu, Yuh-dauh - In: Applied economics letters 16 (2009) 16/18, pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
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Real options, volatility, and stock returns
Grullon, Gustavo; Lyandres, Evgeny; Zhdanov, Alexei - In: The journal of finance : the journal of the American … 67 (2012) 4, pp. 1499-1538
Persistent link: https://www.econbiz.de/10010219837
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Option momentum
Heston, Steven L.; Jones, Christopher S.; Khorram, Mehdi; … - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
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Improved methods for tests of long-run abnormal stock returns
Lyon, John D.; Barber, Brad M.; Tsai, Chih-Ling - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 165-201
Persistent link: https://www.econbiz.de/10001355206
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The effects of market segmentation and investor recognition on asset prices : evidence from foreign stocks listing in the United States
Foerster, Stephen Robert; Karolyi, G. Andrew - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 981-1013
Persistent link: https://www.econbiz.de/10001395680