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Impact of risk aversion and countervailing tax in oligopoly

Jin, Jim Y.; Kobayashi, Shinji - In: Annals of finance 12 (2016) 3/4, pp. 393-408

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Employees' risk attitude and corporate risk taking : evidence from pension asset allocations

Guan, Yanling; Tang, Dragon Yongjun - In: The journal of corporate finance : contracting, … 48 (2018), pp. 261-274

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The diversification benefits and policy risks of accessing China's stock market

Shan, Chenyu; Tang, Dragon Yongjun; Wang, Sarah Qian; … - In: Journal of empirical finance 66 (2022), pp. 155-175

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Withholding bad news in the face of credit default swap trading : evidence from stock price crash risk

Liu, Jinyu; Ng, Jeffrey; Tang, Dragon Yongjun; Zhong, Rui - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 2, pp. 557-595

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What's new in value-at risk? : A selective survey

Pearson, Neil D. - In: Global risk management : financial, operational, and …, (pp. 15-37). 2002

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Volatility Uncertainty and the Cross-Section of Option Returns

Cao, Jie - 2019

This paper studies the relation between the uncertainty of volatility, measured as the volatility of volatility, and future delta-hedged equity option returns. We find that delta-hedged option returns consistently decrease in uncertainty of volatility. Our results hold for different measures of...

Persistent link: https://www.econbiz.de/10012899316