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Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158

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Financial volatility modeling with option-implied information and important macro-factors

Yfanti, Stavroula; Karanasos, Menelaos - In: Journal of the Operational Research Society 73 (2022) 9, pp. 2129-2149

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Investment disputes and their explicit role in option market uncertainty and overall risk instability

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The impact of market uncertainty on the systematic risk of clean energy stocks

Sadorsky, Perry A. - In: Applications in Energy Finance : The Energy Sector, …, (pp. 171-193). 2022

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US presidential elections and implied volatility : the role of political uncertainty

Goodwell, John W.; Vähämaa, Sami - In: Journal of banking & finance 37 (2013) 3, pp. 1108-1117

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The pricing of idiosyncratic risk : evidence from the implied volatility distribution

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Effect of volatility clustering on indifference pricing of options by convex risk measures

Kumar, Rohini - In: Applied mathematical finance 22 (2015) 1/2, pp. 63-82

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Option data, missing tails, and the intraday variation of implied moments

Ivanovas, Anselm - 2015

The risk-neutral distribution of returns, implied by S&P 500 option prices, has been a popular topic of research for … many years. Because of its forward-looking nature, it gives valuable insights into the expectation and risk attitude of …

Persistent link: https://www.econbiz.de/10010510195

A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis

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Accounting quality, information risk and implied volatility around earnings announcements

Anagnostopoulou, Seraina C.; Tsekrekos, Andrianos E. - In: Journal of international financial markets, … 34 (2015), pp. 188-207

Persistent link: https://www.econbiz.de/10011474512