Similar Search Results

The crash of '87 : was it expected? ; the evidence from options markets

Bates, David S. - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1009-1044

Persistent link: https://www.econbiz.de/10001110299

Option prices and the underlying asset's return distribution

Grundy, Bruce D. - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1045-1069

Persistent link: https://www.econbiz.de/10001110297

The behavior of volatility expectations and their effects on expected returns

Sheikh, Aamir M. - In: The journal of business : B 66 (1993) 1, pp. 93-116

Persistent link: https://www.econbiz.de/10001139302

Expected returns and dividend growth rates implied by derivative markets

Golez, Benjamin - In: The review of financial studies 27 (2014) 3, pp. 790-822

Persistent link: https://www.econbiz.de/10010357854

Speculation sentiment

Davies, Shaun William - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 7, pp. 2485-2515

Persistent link: https://www.econbiz.de/10013428928

Derivatives on real estate indices

Piazolo, Daniel - In: Understanding German real estate markets, (pp. 349-361). 2012

Persistent link: https://www.econbiz.de/10009670848

Derivatives on Real Estate Indices

Piazolo, Daniel - 2015

Derivatives on real estate indices have the potential to increase effectively the liquidity of real estate as an asset class. A well-functioning market for real estate derivatives will help diversify investment markets since real estate derivates allow investors to change synthetically and...

Persistent link: https://www.econbiz.de/10013010738

Expected Correlation and Future Market Returns

Buss, Adrian - 2019

Implied correlation, jointly extracted from index and stock options, is a robust predictor of long-term market returns …

Persistent link: https://www.econbiz.de/10012900103

Optimal beliefs, asset prices, and the preference for skewed returns

Brunnermeier, Markus Konrad (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003471059

Optimal beliefs, asset prices, and the preference for skewed returns

Brunnermeier, Markus Konrad; Gollier, Christian; … - 2007

Persistent link: https://www.econbiz.de/10003428677