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Efficiency in index options markets and trading in stock baskets
Ackert, Lucy F.; Tian, Yisong S. - In: Journal of banking & finance 25 (2001) 9, pp. 1607-1634
Persistent link: https://www.econbiz.de/10005892367
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Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts
Ackert, Lucy F.; Tian, Yisong S. - In: Financial management 29 (2000) 3, pp. 71-88
Persistent link: https://www.econbiz.de/10005953501
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Too much of a good incentive? The case of executive stock options
Tian, Yisong S. - In: Journal of banking & finance 28 (2004) 6, pp. 1225-1246
Persistent link: https://www.econbiz.de/10005884063
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The Model-Free Implied Volatility and Its Information Content
Jiang, George J.; Tian, Yisong S. - In: The review of financial studies 18 (2013) 4, pp. 1305-1304
Persistent link: https://www.econbiz.de/10010114571
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Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index
Jiang, George J.; Tian, Yisong S. - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 35-60
Persistent link: https://www.econbiz.de/10007723407
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THE INTRODUCTION OF TORONTO INDEX PARTICIPATION UNITS AND ARBITRAGE OPPORTUNITIES IN THE TORONTO 35 INDEX OPTION MARKET
Ackert, Lucy F.; Tian, Yisong S. - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 44-53
Persistent link: https://www.econbiz.de/10007355701
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The Model-Free Implied Volatility and Its Information Content
Jiang, George J.; Tian, Yisong S. - In: The review of financial studies 18 (2005) 4, pp. 1305-1342
Persistent link: https://www.econbiz.de/10007021819
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A random walk down the options market
Jiang, George J.; Tian, Yisong S. - In: The journal of futures markets 32 (2012) 6, pp. 505-536
Persistent link: https://www.econbiz.de/10009964822
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Ironing out the kinks in executive compensation: Linking incentive pay to average stock prices
Tian, Yisong S. - In: Journal of banking & finance 37 (2013) 2, pp. 415-432
Persistent link: https://www.econbiz.de/10010053722
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A Reexamination of the Motives and Gains in Joint Ventures
Johnson, Shane A.; Houston, Mark B. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 1, pp. 67-86
Persistent link: https://www.econbiz.de/10006698425