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Options trading and the CAPM
Vanden, Joel M.
- In:
The review of financial studies
17
(
2004
)
1
,
pp. 207-238
Persistent link: https://www.econbiz.de/10001907142
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2
Equilibrium analysis of volatility clustering
Vanden, Joel M.
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 374-417
Persistent link: https://www.econbiz.de/10002900506
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3
Option coskewness and capital asset pricing
Vanden, Joel M.
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1279-1320
Persistent link: https://www.econbiz.de/10003391759
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4
The information content of the embedded deflation option in TIPS
Grishchenko, Olesya V.
;
Vanden, Joel M.
;
Zhang, Jianing
-
2011
Persistent link: https://www.econbiz.de/10009501966
Saved in:
5
Journalists and the stock market
Dougal, Casey
;
Engelberg, Joseph
;
García, Diego
; …
- In:
The review of financial studies
25
(
2012
)
3
,
pp. 639-679
Persistent link: https://www.econbiz.de/10009515796
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