| Does option-implied cross-sectional return dispersion forecast realized cross-sectional return dispersion? : evidence from the G10 currencies
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2017 |
Grobys, Klaus |
| Price discovery on the international soybean futures markets : a threshold co-integration approach
|
2017 |
Li, Chao |
| Derivatives valuation based on arbitrage : the trade is crucial
|
2017 |
Figlewski, Stephen |
| Option pricing with the realized GARCH model : an analytical approximation approach
|
2017 |
Huang, Zhuo |
| Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
|
2017 |
Frino, Alex |
| Pricing the CBOE VIX futures with the Heston-Nandi GARCH model
|
2017 |
Wang, Tianyi |
| Option introductions and the skewness of stock returns
|
2017 |
Blau, Benjamin |
| Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
|
2017 |
Lee, Hsiu-Chuan |
| Order aggressiveness, trading patience, and trader types in a limit order market
|
2017 |
Chiu, Junmao |
| Oil and stock markets before and after financial crises : a local Gaussian correlation approach
|
2017 |
Bampinas, Georgios |
| Equity option implied probability of default and equity recovery rate
|
2017 |
Chang, Bo Young |
| The binomial CEV model and the Greeks
|
2017 |
Cruz, Aricson |
| Differences in the prices of vulnerable options with different counterparties
|
2017 |
Wang, Xingchun |
| VIX exchange traded products : price discovery, hedging, and trading strategy
|
2017 |
Bordonado, Christoffer |
| Tail wags dog : intraday price discovery in VIX markets
|
2017 |
Bollen, Nicolas P. B. |
| The valuation of power exchange options with counterparty risk and jump risk
|
2017 |
Wang, Xingchun |
| Expanding the explanations for the return-volatility relation
|
2017 |
Talukdar, Bakhtear |
| Could the extended trading of CSI 300 Index futures facilitate its role of price discovery?
|
2017 |
Sohn, Sungbin |
| Sugar with your coffee? : fundamentals, financials, and softs price uncertainty
|
2017 |
Covindassamy, Genèvre |
| A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
|
2017 |
Lai, Yu-Sheng |
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