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There are 17098 results for: content related to: The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets

  1. Intraday price-reversal patterns in the currency futures market: The impact of the introduction of GLOBEX and the euro

    Journal of Futures Markets

    Volume 26, Issue 11, November 2006, Pages: 1089–1130, Joel Rentzler, Kishore Tandon and Susana Yu

    Version of Record online : 22 SEP 2006, DOI: 10.1002/fut.20226

  2. Persistence of volatility in futures markets

    Journal of Futures Markets

    Volume 26, Issue 6, June 2006, Pages: 571–594, Zhiyao Chen, Robert T. Daigler and Ali M. Parhizgari

    Version of Record online : 4 APR 2006, DOI: 10.1002/fut.20210

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

    Journal of Futures Markets

    Volume 29, Issue 9, September 2009, Pages: 797–825, Sun-Joong Yoon and Suk Joon Byun

    Version of Record online : 14 JUL 2009, DOI: 10.1002/fut.20386

  4. Realized bond—stock correlation: Macroeconomic announcement effects

    Journal of Futures Markets

    Volume 27, Issue 5, May 2007, Pages: 439–469, Charlotte Christiansen and Angelo Ranaldo

    Version of Record online : 15 MAR 2007, DOI: 10.1002/fut.20258

  5. Market timing of CTAs: An examination of systematic CTAs vs. discretionary CTAs

    Journal of Futures Markets

    Volume 29, Issue 11, November 2009, Pages: 1067–1099, Hossein Kazemi and Ying Li

    Version of Record online : 21 JUL 2009, DOI: 10.1002/fut.20392

  6. Risk–return relationships in foreign-currency futures following macroeconomic announcements

    Journal of Futures Markets

    Volume 22, Issue 8, August 2002, Pages: 729–764, Li-Ming Han and Onem Ozocak

    Version of Record online : 3 JUN 2002, DOI: 10.1002/fut.10030

  7. Who knows more about future currency volatility?

    Journal of Futures Markets

    Volume 29, Issue 3, March 2009, Pages: 270–295, Charlie Charoenwong, Nattawut Jenwittayaroje and Buen Sin Low

    Version of Record online : 7 JAN 2009, DOI: 10.1002/fut.20351

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    An examination of momentum strategies in commodity futures markets

    Journal of Futures Markets

    Volume 27, Issue 3, March 2007, Pages: 227–256, Qian Shen, Andrew C. Szakmary and Subhash C. Sharma

    Version of Record online : 17 JAN 2007, DOI: 10.1002/fut.20252

  9. Determinants of compensation: A study of pay, performance, and gender differences for fundraising professionals

    Nonprofit Management and Leadership

    Volume 18, Issue 4, Summer 2008, Pages: 435–463, Debra J. Mesch and Patrick M. Rooney

    Version of Record online : 2 JUN 2008, DOI: 10.1002/nml.197

  10. A HOLISTIC APPROACH TO THE PREDICTIVE POWER OF EXPECTED VOLATILITY

    Journal of Financial Research

    Volume 38, Issue 4, Winter 2015, Pages: 417–459, Gherben van der Holst and Remco C. J. Zwinkels

    Version of Record online : 14 DEC 2015, DOI: 10.1111/jfir.12084

  11. The effect of net positions by type of trader on volatility in foreign currency futures markets

    Journal of Futures Markets

    Volume 22, Issue 5, May 2002, Pages: 427–450, Changyun Wang

    Version of Record online : 7 MAR 2002, DOI: 10.1002/fut.10021

  12. Fish and meat demand in Canada: Regional differences and weak separability

    Agribusiness

    Volume 22, Issue 2, Spring 2006, Pages: 175–199, Rémy Lambert, Bruno Larue, Clément Yélou and George Criner

    Version of Record online : 5 APR 2006, DOI: 10.1002/agr.20079

  13. EXPECTED VOLATILITY, UNEXPECTED VOLATILITY, AND THE CROSS-SECTION OF STOCK RETURNS

    Journal of Financial Research

    Volume 33, Issue 2, Summer 2010, Pages: 103–123, Choong Tze Chua, Jeremy Goh and Zhe Zhang

    Version of Record online : 14 JUN 2010, DOI: 10.1111/j.1475-6803.2010.01264.x

  14. Investor Sentiment and Return Predictability in Agricultural Futures Markets

    Journal of Futures Markets

    Volume 21, Issue 10, October 2001, Pages: 929–952, Changyun Wang

    Version of Record online : 3 AUG 2001, DOI: 10.1002/fut.2003

  15. Does homeownership counseling affect the prepayment and default behavior of affordable mortgage borrowers?

    Journal of Policy Analysis and Management

    Volume 27, Issue 2, Spring 2008, Pages: 304–325, Roberto Quercia and Jonathan Spader

    Version of Record online : 13 MAR 2008, DOI: 10.1002/pam.20326

  16. Nonparametric American option pricing

    Journal of Futures Markets

    Volume 28, Issue 8, August 2008, Pages: 717–748, Jamie Alcock and Trent Carmichael

    Version of Record online : 13 JUN 2008, DOI: 10.1002/fut.20335

  17. Fundamentals or Managerial Discretion? The Relationship between Accrual Variability and Future Stock Return Volatility

    Abacus

    Volume 49, Issue 4, December 2013, Pages: 441–475, Yaowen Shan, Stephen Taylor and Terry Walter

    Version of Record online : 17 DEC 2013, DOI: 10.1111/abac.12015

  18. Spot-futures spread, time-varying correlation, and hedging with currency futures

    Journal of Futures Markets

    Volume 26, Issue 10, October 2006, Pages: 1019–1038, Donald Lien and Li Yang

    Version of Record online : 17 AUG 2006, DOI: 10.1002/fut.20225

  19. Cross-Section Stock Return and Implied Covariance between Jump and Diffusive Volatility

    Journal of Forecasting

    Volume 34, Issue 5, August 2015, Pages: 379–390, Samuel Y.M. Ze-To

    Version of Record online : 24 MAY 2015, DOI: 10.1002/for.2348

  20. Corporate Governance, Idiosyncratic Risk, and Information Flow

    The Journal of Finance

    Volume 62, Issue 2, April 2007, Pages: 951–989, MIGUEL A. FERREIRA and PAUL A. LAUX

    Version of Record online : 20 MAR 2007, DOI: 10.1111/j.1540-6261.2007.01228.x