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Pricing vulnerable options with jump clustering
Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
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Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo; Wang, Tianyi; Hansen, Peter Reinhard - In: The journal of futures markets 37 (2017) 4, pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
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A Skellam market model for loan prime rate options
Chen, Zhanyu; Zhang, Kai; Zhao, Hongbiao - In: The journal of futures markets 42 (2022) 3, pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
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An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market
Wang, George H. K. (contributor) - In: The journal of futures markets 14 (1994) 7, pp. 837-859
Persistent link: https://www.econbiz.de/10001171172
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Trading activity in options and stock around price-sensitive news announcements
Mazouz, Khelifa; Wu, Yuliang; Yin, Shuxing - In: The journal of futures markets 35 (2015) 12, pp. 1173-1194
Persistent link: https://www.econbiz.de/10011546246
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The impacts of investor sentiment and price uncertainty on the effects of open-market share repurchase announcements
Chen, Chia-Pin; Liu, Ying Sing - In: Applied economics letters 25 (2018) 11, pp. 730-733
Persistent link: https://www.econbiz.de/10012129812
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On the dynamic effects of global commodities on stock market blocks in Africa
Omane-Adjepong, Maurice; Dramani, John Bosco - In: Applied economics letters 25 (2018) 11, pp. 800-805
Persistent link: https://www.econbiz.de/10012129866
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Stock market reactions to environmental disclosures : new evidence from China
Zhou, Hui; Yin, Haitao - In: Applied economics letters 25 (2018) 13, pp. 910-913
Persistent link: https://www.econbiz.de/10012131124
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Monetary policy surprises and firm-level stock return predictability : evidence from a new panel-based approach
Floro, Danvee - In: Applied economics letters 25 (2018) 17, pp. 1255-1260
Persistent link: https://www.econbiz.de/10012135374
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The impact of 11/13 Paris terrorist attacks on stock prices : evidence from the international defence industry
Apergis, Emmanuel; Apergēs, Nikolaos - In: Applied economics letters 24 (2017) 1/3, pp. 45-48
Persistent link: https://www.econbiz.de/10011703810