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Interday variations in volume, variance and participation of large speculators
Chang, Eric Chieh - In: Journal of banking & finance 21 (1997) 6, pp. 797-810
Persistent link: https://www.econbiz.de/10001224579
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An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility
Cao, Charles Q.; Chang, Eric Chieh; Wang, Ying - In: Journal of banking & finance 32 (2008) 10, pp. 2111-2123
Persistent link: https://www.econbiz.de/10003778645
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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf; Clements, Adam; White, Scott I. - In: Journal of banking & finance 31 (2007) 8, pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
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Effects of the volatility smile on exchange settlement practices : the Hong Kong case
Chang, Eric Chieh; Ren, Jinjuan; Qi, Shi - In: Journal of banking & finance 33 (2009) 1, pp. 98-112
Persistent link: https://www.econbiz.de/10003802994
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The jump component of S&P 500 volatility and the VIX index
Becker, Ralf; Clements, Adam; McClelland, Andrew - In: Journal of banking & finance 33 (2009) 6, pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
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US day-of-the-week effects and asymmetric responses to macroeconomic news
Chang, Eric Chieh - In: Journal of banking & finance 22 (1998) 5, pp. 513-534
Persistent link: https://www.econbiz.de/10001243311