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Do Criminal Sanctions Deter Insider Trading?

Frijns, Bart; Gilbert, Aaron; Tourani‐Rad, Alireza - In: The financial review : the official publication of the … 48 (2013) 2, pp. 205-232

Persistent link: https://www.econbiz.de/10010101233

Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices

Badshah, Ihsan Ullah; Frijns, Bart; Tourani‐Rad, Alireza - In: The journal of futures markets 33 (2013) 6, pp. 555-572

Persistent link: https://www.econbiz.de/10010094096

The information content of implied volatility: Evidence from Australia

Frijns, Bart; Tallau, Christian; Alireza Tourani‐Rad - In: Journal of Futures Markets 30 (2010) 2, pp. 134-155

This study develops an implied volatility index for the Australian stock market, termed as the AVX, and assesses its information content. The AVX is constructed using S&P/ASX 200 index options with a constant time‐to‐maturity of three months. It is observed that the AVX has a significant...

Persistent link: https://www.econbiz.de/10011197512