Narrow search
Showing 1 - 10 of 4,400
Cover Image
Option price implied information and REIT returns
Cao, Jie Jay; Han, Bing; Song, Linjia; Zhan, Xintong - 2021
Option-based measures can predict underlying stock returns, due to differences in price discovery and price pressure effects between options and underlying stocks. We investigate stock return predictability by various option price-based measures using REITs. REITs are more transparent and...
Persistent link: https://www.econbiz.de/10012593737
Cover Image
Option price implied information and REIT returns
Cao, Jie Jay; Han, Bing; Song, Linjia; Zhan, Xintong … - In: Journal of empirical finance 71 (2023), pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Cover Image
Default risk and option returns
Vasquez, Aurelio; Xiao, Xiao - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Cover Image
Using option pricing information to time diversify portfolio returns
Scholes, Myron S. - In: Options - 45 years since the publication of the …, (pp. 1-15). 2023
Persistent link: https://www.econbiz.de/10014366579
Cover Image
Approaches to current stock market valuations
Hannah, Bob - In: Bank of Canada review (2000) summer, pp. 27-36, 31-41
Persistent link: https://www.econbiz.de/10001499085
Cover Image
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G. - In: Current topics in quantitative finance : with 23 tables, (pp. 80-92). 1999
Persistent link: https://www.econbiz.de/10001442926
Cover Image
Option prices with uncertain fundamentals : theory and evidence on the dynamics of implied volatilities
David, Alexander; Veronesi, Pietro - 1999
Persistent link: https://www.econbiz.de/10001426915
Cover Image
Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio; Mele, Antonio - 2000
Persistent link: https://www.econbiz.de/10001464294
Cover Image
Three essays in international finance and financial economics
Hu, Xiaoqiang - 1994
Persistent link: https://www.econbiz.de/10000916084