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Is volatility risk priced in the securities market? Evidence from S&P 500 index options
Arisoy, Yakup Eser; Salih, Aslihan; Akdeniz, Levent - In: The journal of futures markets 27 (2007) 7, pp. 617-642
Persistent link: https://www.econbiz.de/10007769486
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Volatility risk and the value premium: Evidence from the French stock market
Arisoy, Yakup Eser - In: Journal of banking & finance 34 (2010) 5, pp. 975-984
Persistent link: https://www.econbiz.de/10008390017
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Foreign Equity Trading and Average Stock‐return Volatility
Umutlu, Mehmet; Akdeniz, Levent; Altay‐Salih, Aslihan - In: The world economy : the leading journal on … 36 (2013) 9, pp. 1209-1228
Persistent link: https://www.econbiz.de/10010175535
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The degree of financial liberalization and aggregated stock-return volatility in emerging markets
Umutlu, Mehmet; Akdeniz, Levent; Altay-Salih, Aslihan - In: Journal of banking & finance 34 (2010) 3, pp. 509-522
Persistent link: https://www.econbiz.de/10008352549
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Does ADR listing affect the dynamics of volatility in emerging markets?
Umutlu, Mehmet; Altay-Salih, Aslihan; Akdeniz, Levent - In: Finance a úvěr 60 (2010) 2, pp. 122-137
Persistent link: https://www.econbiz.de/10009920088
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The Binomial Black -- Scholes Model and the Greeks
Chung, San-Lin; Shackleton, Mark - In: The journal of futures markets 22 (2002) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10006829191
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On the errors and comparison of Vega estimation methods
Chung, San-Lin; Shackleton, Mark - In: The journal of futures markets 25 (2005) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10006809999
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Durable vs. disposable equipment choice under interest rate uncertainty
Dias, Jose Carlos; Shackleton, Mark - In: The European journal of finance 15 (2009) 2, pp. 157-168
Persistent link: https://www.econbiz.de/10008172281
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CAPM, Higher Co-moment and Factor Models of UK Stock Returns
Hung, Daniel Chi-Hsiou; Shackleton, Mark; Xu, Xinzhong - In: Journal of business finance & accounting : JBFA 31 (2004) 1, pp. 87-112
Persistent link: https://www.econbiz.de/10006964886
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The Expected Return and Exercise Time of Merton-style Real Options
Shackleton, Mark; Wojakowski, Rafat - In: Journal of business finance & accounting : JBFA 29 (2002) 3-4, pp. 541-556
Persistent link: https://www.econbiz.de/10006973820