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What does the individual option volatility smirk tell us about future equity returns?
Xing, Yuhang; Zhang, Xiaoyan; Zhao, Rui - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 641-662
Persistent link: https://www.econbiz.de/10008657211
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Aggregate idiosyncratic volatility
Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1155-1185
Persistent link: https://www.econbiz.de/10009728911
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Hedge fund performance evaluation under the stochastic discount factor framework
Li, Haitao; Xu, Yuewu; Zhang, Xiaoyan - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 231-257
Persistent link: https://www.econbiz.de/10011577558
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Anticipating uncertainty : straddles around earnings announcements
Gao, Chao; Xing, Yuhang; Zhang, Xiaoyan - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2587-2617
Persistent link: https://www.econbiz.de/10012128058
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Aggregate Idiosyncratic Volatility
Bekaert, Geert; Hodrick, Robert J; Zhang, Xiaoyan - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1155-1186
Persistent link: https://www.econbiz.de/10010100806
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Investing in Talents: Manager Characteristics and Hedge Fund Performances
Li, Haitao; Zhang, Xiaoyan; Zhao, Rui - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 59-83
Persistent link: https://www.econbiz.de/10008997150
Cover Image
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
Xing, Yuhang; Zhang, Xiaoyan; Zhao, Rui - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 641-663
Persistent link: https://www.econbiz.de/10008640646
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Investing in talents : manager characteristics and hedge fund performances
Li, Haitao; Zhang, Xiaoyan; Zhao, Rui - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10008991272