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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000591799
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Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000908124
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Implied equity premium and market beta
Wang, Zhan; Chow, K. Victor; Gu, Jiahao - In: Finance research letters 78 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015416198
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Are price limits cooling off agricultural futures markets?
He, Xinyue; Serra, Teresa - 2022
Persistent link: https://www.econbiz.de/10013466145
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New evidence on price and volatility effects of stock option introductions
Kabir, Rezaul - 1997
Persistent link: https://www.econbiz.de/10000959703
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A regression analysis of the effects of option introduction on stock variances
Freund, Steven - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
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Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?
Nandi, Saikat - In: Review of derivatives research 3 (1999) 3, pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
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Derivative Instrumente auf Volatilitäten an Aktien- und Optionsmärkten : eine theoretische und empirische Untersuchung
Henn, Eric Tobias - 2001
Persistent link: https://www.econbiz.de/10001768552
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Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.; Park, Hun Y. - 1994
Persistent link: https://www.econbiz.de/10000952926
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Stock price jumps and their impact on option valuation
Trautmann, Siegfried; Beinert, Michaela - 1994
Persistent link: https://www.econbiz.de/10000910708