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There are 9375 results for: content related to: The Return-Implied Volatility Relation for Commodity ETFs

  1. Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro VIX

    Journal of Futures Markets

    Volume 34, Issue 1, January 2014, Pages: 74–92, Robert T. Daigler, Ann Marie Hibbert and Ivelina Pavlova

    Version of Record online : 26 NOV 2012, DOI: 10.1002/fut.21582

  2. Dividend-Rollover Effect and the Ad Hoc Black-Scholes Model

    Journal of Futures Markets

    Volume 32, Issue 8, August 2012, Pages: 742–772, Youngsoo Choi, Steven J. Jordan and Soonchan Ok

    Version of Record online : 7 FEB 2012, DOI: 10.1002/fut.21541


    Mathematical Finance

    Tim Leung, Matthew Lorig and Andrea Pascucci

    Version of Record online : 19 MAY 2016, DOI: 10.1111/mafi.12128

  4. Return-Implied Volatility Dynamics of High and Low Yielding Currencies

    Journal of Futures Markets

    Volume 35, Issue 11, November 2015, Pages: 1026–1041, Miikka Kaurijoki, Jussi Nikkinen and Janne Äijö

    Version of Record online : 18 AUG 2014, DOI: 10.1002/fut.21688

  5. You have full text access to this OnlineOpen article
    Credit-Implied Equity Volatility—Long-Term Forecasts and Alternative Fear Gauges

    Journal of Futures Markets

    Volume 35, Issue 8, August 2015, Pages: 753–775, Hans Byström

    Version of Record online : 17 NOV 2014, DOI: 10.1002/fut.21701

  6. On the Price Comovement of U.S. Residential Real Estate Markets

    Real Estate Economics

    Volume 42, Issue 1, Spring 2014, Pages: 71–108, Jarl G. Kallberg, Crocker H. Liu and Paolo Pasquariello

    Version of Record online : 31 OCT 2013, DOI: 10.1111/1540-6229.12022

  7. The Intraday and Overnight Behavior of SPY Options and Adjusted Delta Hedging

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 443–468, David P. Simon

    Version of Record online : 29 MAY 2012, DOI: 10.1002/fut.21558


    Journal of Financial Research

    Volume 31, Issue 3, Fall 2008, Pages: 271–300, Christopher W. Anderson and Eli Beracha

    Version of Record online : 5 SEP 2008, DOI: 10.1111/j.1475-6803.2008.00240.x


    Journal of Financial Research

    Volume 37, Issue 4, Winter 2014, Pages: 519–542, Markus Höchstötter, Stephan Meyer, Ryan Riordan and Andreas Storkenmaier

    Version of Record online : 25 DEC 2014, DOI: 10.1111/jfir.12046

  10. Exploring Forecast Error and the Informational Content of Implied Volatility in the Taiwan Market

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 5, October 2012, Pages: 590–609, Yen-Hsien Lee, Chi-Tai Lin and Shu-Mei Chiang

    Version of Record online : 18 OCT 2012, DOI: 10.1111/j.2041-6156.2012.01083.x

  11. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 951–986, G. ANDREW KAROLYI and RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02713.x

  12. When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 101–137, ANDREA BURASCHI, FABIO TROJANI and ANDREA VEDOLIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12095

  13. Effects of Passive Intensity on Aggregate Price Dynamics

    Financial Review

    Volume 50, Issue 3, August 2015, Pages: 363–391, Sina Ehsani and Donald Lien

    Version of Record online : 16 JUL 2015, DOI: 10.1111/fire.12071

  14. Does Corporate Headquarters Location Matter for Stock Returns?

    The Journal of Finance

    Volume 61, Issue 4, August 2006, Pages: 1991–2015, CHRISTO PIRINSKY and QINGHAI WANG

    Version of Record online : 3 AUG 2006, DOI: 10.1111/j.1540-6261.2006.00895.x

  15. Government Intervention and Investment Comovement: Chinese Evidence

    Journal of Business Finance & Accounting

    Volume 40, Issue 3-4, April/May 2013, Pages: 564–587, Donghua Chen, Saqib Khan, Xin Yu and Zhou Zhang

    Version of Record online : 25 APR 2013, DOI: 10.1111/jbfa.12022

  16. European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis

    European Financial Management

    Volume 20, Issue 5, November 2014, Pages: 958–994, Mikica Drenovak, Branko Urošević and Ranko Jelic

    Version of Record online : 22 MAY 2012, DOI: 10.1111/j.1468-036X.2012.00649.x

  17. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  18. A High-Frequency Investigation of the Interaction between Volatility and DAX Returns

    European Financial Management

    Volume 16, Issue 3, June 2010, Pages: 327–344, Philippe Masset and Martin Wallmeier

    Version of Record online : 8 JUL 2008, DOI: 10.1111/j.1468-036X.2008.00459.x

  19. What Drives ETF Flows?

    Financial Review

    Volume 49, Issue 3, August 2014, Pages: 619–642, Christopher P. Clifford, Jon A. Fulkerson and Bradford D. Jordan

    Version of Record online : 16 JUL 2014, DOI: 10.1111/fire.12049

  20. Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1805–1841, LORIANO MANCINI, ANGELO RANALDO and JAN WRAMPELMEYER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12053