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The creation and resolution of market uncertainty : the impact of information releases on implied volatility
Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 513-539
Persistent link: https://www.econbiz.de/10001219191
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Volatility trade design
Chaput, J. Scott; Ederington, Louis H. - In: The journal of futures markets 25 (2005) 3, pp. 243-279
Persistent link: https://www.econbiz.de/10002647703
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Vertical spread design
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 12 (2004) 3, pp. 28-46
Persistent link: https://www.econbiz.de/10002672461
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Ratio spreads
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 15 (2008) 3, pp. 41-57
Persistent link: https://www.econbiz.de/10003673354
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Higher order Greeks
Ederington, Louis H.; Guan, Wei - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 7-34
Persistent link: https://www.econbiz.de/10003447122
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Determinants of trader profits in commodity futures markets
Dewaly, Michaël; Ederington, Louis H.; Fernando, Chitru S. - In: The review of financial studies 26 (2013) 10, pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243