2

Time-varying expected momentum profits

Year:
2014
Language:
english
File:
PDF, 2.13 MB
english, 2014
3

Valuation of Arithmetic Average Reset Options

Year:
2003
Language:
english
File:
PDF, 172 KB
english, 2003
5

Intraday volatility forecasting from implied volatility

Year:
2011
Language:
english
File:
PDF, 220 KB
english, 2011
7

Gambling preference and individual equity option returns

Year:
2016
Language:
english
File:
PDF, 700 KB
english, 2016
8

The role of psychological barriers in lottery-related anomalies

Year:
2020
Language:
english
File:
PDF, 544 KB
english, 2020
13

Informed Trading in the Options Market and Stock Return Predictability

Year:
2017
Language:
english
File:
PDF, 554 KB
english, 2017
16

The Role of Psychological Barriers in Lottery-Related Anomalies

Year:
2017
Language:
english
File:
PDF, 653 KB
english, 2017
17

Is volatility risk priced in the KOSPI 200 index options market?

Year:
2009
Language:
english
File:
PDF, 177 KB
english, 2009
25

Foreign investors and corporate governance in Korea

Year:
2010
Language:
english
File:
PDF, 215 KB
english, 2010
28

The information content of risk-neutral skewness for volatility forecasting

Year:
2013
Language:
english
File:
PDF, 676 KB
english, 2013
29

Forecasting carbon futures volatility using GARCH models with energy volatilities

Year:
2013
Language:
english
File:
PDF, 675 KB
english, 2013
31

An Examination of Affine Term Structure Models

Year:
2009
Language:
english
File:
PDF, 1.40 MB
english, 2009
39

Implied risk aversion and volatility risk premiums

Year:
2012
Language:
english
File:
PDF, 237 KB
english, 2012
45

A comprehensive look at the return predictability of variance risk premia

Year:
2017
Language:
english
File:
PDF, 1.55 MB
english, 2017