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A source of unbiased implied volatility forecasts

Feinstein, Steven Phillip - 1988

Persistent link: https://www.econbiz.de/10000987043

Stock market volatility

Feinstein, Steven Phillip - In: Economic review 72 (1987) 6, pp. 42-47

Persistent link: https://www.econbiz.de/10001069883

Forecasting stock-market volatility using options on index futures

Feinstein, Steven Phillip - In: Economic review 74 (1989) 3, pp. 12-30

Persistent link: https://www.econbiz.de/10001089649

A theoretical and empirical investigation of the black-scholes implied volatility

Feinstein, Steven Phillip - 1989

Persistent link: https://www.econbiz.de/10000832668

The effect of the "triple witching hour" on stock market volatility

Feinstein, Steven Phillip - In: Economic review 73 (1988) 5, pp. 2-18

Persistent link: https://www.econbiz.de/10001083766

Covered call options : a proposal to ease LDC debt

Feinstein, Steven Phillip - In: Economic review 75 (1990) 2, pp. 2-13

Persistent link: https://www.econbiz.de/10001085279

Valuation of credit guarantees : an application of economic theory in litigation

Feinstein, Steven Phillip; Michel, Allen J.; Shaked, Israel - In: Journal of forensic economics 17 (2004) 1, pp. 17-37

Persistent link: https://www.econbiz.de/10002883783

Underestimation of securities fraud aggregate damages due to inter-fund trades

Feinstein, Steven Phillip; Gu, Gang; Marcus, Mark; Ali, Zann - In: Journal of forensic economics 24 (2013) 2, pp. 161-173

Persistent link: https://www.econbiz.de/10010207134

Distortion in cporporate valuation : implications of capital structure changes

Oded, Jacob; Michel, Allen; Feinstein, Steven Phillip - In: Managerial finance 37 (2011) 8, pp. 681-696

Persistent link: https://www.econbiz.de/10009273443

Securities Litigation Event Studies in the COVID Volatility Regime

Feinstein, Steven Phillip; Villanueva, Miguel - 2022

Event studies play a central role in class action securities fraud litigation. Event studies are used to assess market efficiency, price impact, loss causation, and damages, all of which are essential elements of a securities fraud claim. However, a substantial increase in market-wide...

Persistent link: https://www.econbiz.de/10013296845