Search Results

There are 34243 results for: content related to: Foreign Equity Trading and Average Stock-return Volatility

  1. 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

  2. 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

  3. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  4. Volatility, the Macroeconomy, and Asset Prices

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2471–2511, RAVI BANSAL, DANA KIKU, IVAN SHALIASTOVICH and AMIR YARON

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12110

  5. Volatility Information Trading in the Option Market

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1059–1091, SOPHIE X. NI, JUN PAN and ALLEN M. POTESHMAN

    Article first published online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01352.x

  6. Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market

    Journal of Futures Markets

    Volume 34, Issue 12, December 2014, Pages: 1122–1145, Chin-Ho Chen, Huimin Chung and Shu-Fang Yuan

    Article first published online : 12 FEB 2014, DOI: 10.1002/fut.21655

  7. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 603–653, TORBEN G. ANDERSEN and LUCA BENZONI

    Article first published online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01546.x

  8. Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk

    International Review of Finance

    Volume 11, Issue 3, September 2011, Pages: 353–390, A.S.M. SOHEL AZAD, VICTOR FANG and J. WICKRAMANAYAKE

    Article first published online : 20 APR 2011, DOI: 10.1111/j.1468-2443.2011.01129.x

  9. You have free access to this content
    The Cross-Section of Volatility and Expected Returns

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 259–299, ANDREW ANG, ROBERT J. HODRICK, YUHANG XING and XIAOYAN ZHANG

    Article first published online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00836.x

  10. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 1–43, John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00318

  11. You have free access to this content
    Why Does Stock Market Volatility Change Over Time?

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1115–1153, G. WILLIAM SCHWERT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02647.x

  12. VOLATILITY AND IRISH EXPORTS

    Economic Inquiry

    Volume 46, Issue 4, October 2008, Pages: 540–560, DON BREDIN and JOHN COTTER

    Article first published online : 20 NOV 2007, DOI: 10.1111/j.1465-7295.2007.00101.x

  13. Real Options, Volatility, and Stock Returns

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1499–1537, GUSTAVO GRULLON, EVGENY LYANDRES and ALEXEI ZHDANOV

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01754.x

  14. Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 2997–3030, TOBIAS ADRIAN and JOSHUA ROSENBERG

    Article first published online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01419.x

  15. 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

    Article first published online : 26 NOV 2012, DOI: 10.1002/fut.21582

  16. Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies

    The World Economy

    Volume 37, Issue 6, June 2014, Pages: 811–833, Maria Socorro Gochoco-Bautista, Jianxin Wang and Minxian Yang

    Article first published online : 24 JUN 2013, DOI: 10.1111/twec.12089

  17. Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies

    The World Economy

    Volume 33, Issue 2, February 2010, Pages: 239–263, Myint Moe Chit, Marian Rizov and Dirk Willenbockel

    Article first published online : 2 FEB 2010, DOI: 10.1111/j.1467-9701.2009.01230.x

  18. Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 577–614, MARTIJN CREMERS, MICHAEL HALLING and DAVID WEINBAUM

    Article first published online : 12 MAR 2015, DOI: 10.1111/jofi.12220

  19. You have free access to this content
    Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1367–1403, Bjørn Eraker

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00666.x

  20. Futures Market Volatility: What Has Changed?

    Journal of Futures Markets

    Volume 35, Issue 5, May 2015, Pages: 426–454, Nicolas P.B. Bollen and Robert E. Whaley

    Article first published online : 12 MAR 2014, DOI: 10.1002/fut.21666