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Estimating expected excess returns using historical and option-implied volatility
Corrado, Charles Joseph; Miller, Thomas W. - 2005
Persistent link: https://www.econbiz.de/10003332149
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The relationship between index option moneyness and relative liquidity
Etling, Cheri; Miller, Thomas W. - In: The journal of futures markets 20 (2000) 10, pp. 971-987
Persistent link: https://www.econbiz.de/10001530843
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Daily and intradaily tests of European put-call parity
Kamara, Avraham - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 519-539
Persistent link: https://www.econbiz.de/10001217189
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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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Risk aversion, uncertain information, and market efficiency : reexamining the evidence
Corrado, Charles Joseph; Jordan, Bradford D. - In: Review of quantitative finance and accounting 8 (1997) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10001590877
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Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001219143