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There are 8167 results for: content related to: Overreactions in the Options Market

  1. 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

    Article first published online : 29 MAY 2012, DOI: 10.1002/fut.21558

  2. Do the options markets really overreact?

    Journal of Futures Markets

    Volume 13, Issue 3, May 1993, Pages: 299–312, Fernando Diz and Thomas J. Finucane

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990130306

  3. Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 103–124, Dong Woo Rhee, Suk Joon Byun and Sol Kim

    Article first published online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01066.x

  4. The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 491–516, Yuen Jung Park and Tong Suk Kim

    Article first published online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01080.x

  5. Forecasting Volatility

    Financial Markets, Institutions & Instruments

    Volume 6, Issue 1, February 1997, Pages: 1–88, Stephen Figlewski

    Article first published online : 26 DEC 2001, DOI: 10.1111/1468-0416.00009

  6. Option Market Efficiency and Analyst Recommendations

    Journal of Business Finance & Accounting

    Volume 37, Issue 5-6, June/July 2010, Pages: 560–590, James S. Doran, Andy Fodor and Kevin Krieger

    Article first published online : 19 FEB 2010, DOI: 10.1111/j.1468-5957.2010.02189.x

  7. Business Cycles and Net Buying Pressure in the S&P 500 Futures Options

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 624–657, Kam C. Chan, Carl R. Chen and Peter P. Lung

    Article first published online : 19 AUG 2010, DOI: 10.1111/j.1468-036X.2008.00477.x

  8. Implied volatility forecasts in the grains complex

    Journal of Futures Markets

    Volume 22, Issue 10, October 2002, Pages: 959–981, David P. Simon

    Article first published online : 13 AUG 2002, DOI: 10.1002/fut.10042

  9. Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets

    Financial Review

    Volume 27, Issue 4, November 1992, Pages: 503–530, Seungmook Choi and Mark E. Wohar

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1992.tb01329.x

  10. 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

    Article first published online : 7 JAN 2009, DOI: 10.1002/fut.20351

  11. The forecast quality of CBOE implied volatility indexes

    Journal of Futures Markets

    Volume 25, Issue 4, April 2005, Pages: 339–373, Charles J. Corrado and Thomas W. Miller, Jr.

    Article first published online : 31 JAN 2005, DOI: 10.1002/fut.20148

  12. Fitting and testing for the implied volatility curve using parametric models

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1171–1191, Chuang-Chang Chang, Pin-Huang Chou and Tzu-Hsiang Liao

    Article first published online : 16 SEP 2011, DOI: 10.1002/fut.20549

  13. Volatility Forecasting and the Efficiency of the Toronto 35 Index Options Market

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 15, Issue 1, March 1998, Pages: 28–38, Craig Doidge and Jason Z. Wei

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1998.tb00150.x

  14. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

    The Journal of Finance

    Volume 59, Issue 2, April 2004, Pages: 711–753, Nicolas P. B. Bollen and Robert E. Whaley

    Article first published online : 25 MAR 2004, DOI: 10.1111/j.1540-6261.2004.00647.x

  15. FX Options and Volatility Derivatives: An Overview from the Buy-Side Perspective

    Handbook of Exchange Rates

    Jessica James, Ian W. Marsh, Lucio Sarno, Pages: 647–696, 2012

    Published Online : 8 OCT 2012, DOI: 10.1002/9781118445785.ch24

  16. 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

    Article first published online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  17. Stochastic Models of Implied Volatility Surfaces

    Economic Notes

    Volume 31, Issue 2, July 2002, Pages: 361–377, Rama Cont, Jose da Fonseca and Valdo Durrleman

    Article first published online : 2 DEC 2003, DOI: 10.1111/1468-0300.00090

  18. Stock return dynamics, option volume, and the information content of implied volatility

    Journal of Futures Markets

    Volume 23, Issue 7, July 2003, Pages: 615–646, Stewart Mayhew and Chris Stivers

    Article first published online : 22 MAY 2003, DOI: 10.1002/fut.10084

  19. Investigating the Information Content of the Model-Free Volatility Expectation by Monte Carlo Methods

    Journal of Futures Markets

    Volume 33, Issue 11, November 2013, Pages: 1071–1095, Yuanyuan Zhang, Stephen J. Taylor and Lili Wang

    Article first published online : 25 JUN 2012, DOI: 10.1002/fut.21570

  20. Impact of WASDE reports on implied volatility in corn and soybean markets

    Agribusiness

    Volume 24, Issue 4, October 2008, Pages: 473–490, Olga Isengildina-Massa, Scott H. Irwin, Darrel L. Good and Jennifer K. Gomez

    Article first published online : 17 OCT 2008, DOI: 10.1002/agr.20174