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Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa; Altay-Salih, Aslihan; Yasar, Burze - In: Finance research letters 11 (2014) 4, pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
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Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan; Pan, Zhiyuan; Liu, Li - In: Finance research letters 28 (2019), pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
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Who has volatility information in the index options market?
Ryu, Doojin; Yang, Heejin - In: Finance research letters 30 (2019), pp. 266-270
Persistent link: https://www.econbiz.de/10012420810
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Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra; Ap Gwilym, Owain; Williams, Gwion - In: Finance research letters 32 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
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Price discovery and its determinants for the Chinese soybean options and futures markets
Hao, Jing; He, Feng; Liu-Chen, Baiao; Li, Zihe - In: Finance research letters 40 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012819235
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An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian; Feng, Sixian - In: Finance research letters 49 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
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Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J; Maré, Eben - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
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On the information content of implied liquidity measure : Evidence from the S&P 500 index options
Yerli, Cigdem; Eksi-Altay, Zehra; Selcuk-Kestel, A. Sevtap - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014507814
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Exploring the persistent behavior of financial markets
Tsai, Yi-Cheng; Lei, Chin-Laung; Cheung, William; Wu, … - In: Finance research letters 24 (2018), pp. 199-220
Persistent link: https://www.econbiz.de/10011982577
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The opposite disposition effect : evidence from the Korean stock index futures market
Eom, Yunsung - In: Finance research letters 26 (2018), pp. 261-265
Persistent link: https://www.econbiz.de/10012005693