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~type_genre:"Article in journal"
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Gupta, Rangan
67
Ma, Feng
36
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24
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23
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Pierdzioch, Christian
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Tauchen, George Eugene
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Maheswaran, S.
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Xuan Vinh Vo
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Choudhry, Taufiq
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Gurgul, Henryk
12
McMillan, David G.
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Smales, Lee A.
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Finance research letters
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International review of economics & finance : IREF
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Journal of banking & finance
118
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Research in international business and finance
103
Applied economics letters
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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79
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
6,631
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61
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61
Too good to be true? : an analysis of the options market's reactions to earnings releases
Lu, Yan
;
Ray, Sugata
- In:
Journal of business finance & accounting : JBFA
43
(
2016
)
7/8
,
pp. 830-848
Persistent link: https://www.econbiz.de/10011627641
Saved in:
62
Correlated implied
volatility
with jump and cross section of stock returns
Ze-To, Samuel Yau Man
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
4
,
pp. 1187-1214
Persistent link: https://www.econbiz.de/10011660377
Saved in:
63
Overreactions in the foreign currency options market
Han, Joong H.
;
Kang, Byung Jin
;
Chang, Ki Cheon
;
Byun, …
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 380-404
Persistent link: https://www.econbiz.de/10011550792
Saved in:
64
Stochastic
volatility
and leverage : application to a panel of S&P500 stocks
Ozturk, Serda Selin
;
Richard, Jean-François
- In:
Finance research letters
12
(
2015
),
pp. 67-76
Persistent link: https://www.econbiz.de/10011552253
Saved in:
65
Price and
volatility
co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
66
Accounting for earnings announcements in the pricing of equity options
Leung, Tim
;
Santoli, Marco
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-46
Persistent link: https://www.econbiz.de/10010508746
Saved in:
67
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
68
Option implied volatilities and the cost of issuing equity
Fodor, Andy
;
Gokkaya, Sinan
- In:
Journal of banking & finance
47
(
2014
),
pp. 88-101
Persistent link: https://www.econbiz.de/10010506502
Saved in:
69
Valuation of stock loans with jump risk
Cai, Ning
;
Sun, Lihua
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
Saved in:
70
Financial reporting opacity and expected crash risk: evidence from implied
volatility
smirks
Kim, Jeong-bon
;
Zhang, Liandong
- In:
Contemporary accounting research : a journal of the …
31
(
2014
)
3
,
pp. 851-875
Persistent link: https://www.econbiz.de/10010428014
Saved in:
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