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Price drift before U.S. macroeconomic news : private information about public announcements?
Kurov, Alexander; Sancetta, Alessio; Strasser, Georg; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 449-479
Persistent link: https://www.econbiz.de/10012128928
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Volatility forecasting : the role of internet search activity and implied volatility
Basistha, Arabinda; Kurov, Alexander; Halova Wolfe, Marketa - In: The journal of risk model validation 14 (2020) 1, pp. 35-63
Persistent link: https://www.econbiz.de/10014335915
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Index option trading activity and market returns
Chordia, Tarun; Kurov, Alexander; Muravyev, Dmitriy; … - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
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The information content of the volatility index options trading volume
Gu, Chen; Guo, Xu; Kurov, Alexander; Stan, Raluca - In: The journal of futures markets 42 (2022) 9, pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809