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Indexes of ordinary share prices : an evaluation

Balasubramaniam, C. S. - In: Artha vijñāna : journal of the Gokhale Institute of … 22 (1980) 4, pp. 552-564

Persistent link: https://www.econbiz.de/10001870744

Intertemporal relations between the market volatility index and stock index returns

Sarwar, Ghulam - In: Applied financial economics 22 (2012) 10/12, pp. 899-909

Persistent link: https://www.econbiz.de/10009624959

Volatility and stock price indexes

Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262

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Challenges of Indexation in S&P 500 Index Volatility Investment Strategies

Sundberg, Margaret - 2019

S&P 500 Index option-based volatility indexes have untenable risk-return profiles. These volatility indexes are not … differentiated asset-class with relevance to the long-term utility of investors. Implications of the S&P 500 Index return … cardinal characteristics of options on S&P 500 Index, central to designing viable volatility investment strategies, are …

Persistent link: https://www.econbiz.de/10012865881