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	A Theory of the Term Structure of Interest Rates [My Copy] Econometrica, Vol. 53, No. 2. (1985), pp. 385-407. by John C. Cox, Jr, Stephen A. Ross posted to finance stochastic-calculus by lehalle to the group assetpricing on 2008-07-14 23:08:26 as along with 6 people Dangerfc rivadeneyra ras jrblevin danfcook alexv
	Model Specification and Risk Premia: Evidence from Futures Options [My Copy] The Journal of Finance, Vol. 62, No. 3. (June 2007), pp. 1453-1490. by Mark Broadie, Mikhail Chernov, Michael Johannes posted to options by wanni to the group assetpricing on 2007-07-04 14:53:21 as
	Options, Short Sales, and Market Completeness [My Copy] The Journal of Finance, Vol. 48, No. 2. (1993), pp. 761-777. by Stephen Figlewski, Gwendolyn P. Webb posted to options by wanni to the group assetpricing on 2007-07-04 14:29:01 as
	Invisible Parameters in Option Prices [My Copy] The Journal of Finance, Vol. 48, No. 3. (1993), pp. 933-947. by Steven L. Heston posted to options by wanni to the group assetpricing on 2007-07-04 12:44:06 as
	Asset pricing with heterogeneous beliefs [My Copy] Journal of Banking and Finance, Vol. 29 (2005), pp. 2849-2881. by S. Basak posted to learning heterogeneous-beliefs by wanni to the group assetpricing on 2007-05-10 16:13:22 as
	Recovering risk aversion from option prices and realized returns [My Copy] Rev. Financ. Stud., Vol. 13, No. 2. (1 April 2000), pp. 433-451. by Jc Jackwerth posted to options by wanni to the group assetpricing on 2007-05-07 14:19:41 as along with 1 person Scis0000002
	A Portfolio Perspective on Option Pricing Anomalies [My Copy] Review of Finance by Joost Driessen, Pascal Maenhout posted to options non-redundant by wanni to the group assetpricing on 2007-05-05 14:20:04 as
	Option Market Activity [My Copy] Rev. Financ. Stud., Vol. 20, No. 3. (1 May 2007), pp. 813-857. by Josef Lakonishok, Inmoo Lee, Neil D. Pearson, Allen M. Poteshman posted to options by wanni to the group assetpricing on 2007-05-05 09:44:09 as
	Why Does Implied Risk Aversion Smile? [My Copy] Rev. Financ. Stud., Vol. 20, No. 3. (1 May 2007), pp. 859-904. by Alexandre Ziegler posted to options by wanni to the group assetpricing on 2007-05-05 09:43:37 as
	Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency [My Copy] Journal of Finance, Vol. 48, No. 1. (March 1993), pp. 65-91. by N. Jegadeesh, S. Titman posted to momentum behavioural-finance by wanni to the group assetpricing on 2007-04-12 09:37:12 as
	Information Effects on the Bid-Ask Spread [My Copy] The Journal of Finance, Vol. 38, No. 5. (December 1983), pp. 1457-1469. posted to straddle options by wanni to the group assetpricing on 2007-04-09 14:41:47 as
	Hedging Volatility Risk [My Copy] (2001) by M. Brenner, E. Ou, J. Zhang posted to straddle options by wanni to the group assetpricing on 2007-04-08 17:00:25 as
	Option straddle trading: Financial performance and economic significance of direct profit forecast and conventional strategies [My Copy] Applied Economics Letters, Vol. 10, No. 8. (10 June 2003) by An-Sing Chen posted to straddles options by wanni to the group assetpricing on 2007-04-08 16:19:37 as
	A Nonlinear Factor Analysis of SP 500 Index Option Returns [My Copy] The Journal of Finance, Vol. 61, No. 5. (October 2006), pp. 2325-2363. by Christopher S. Jones posted to option-returns by wanni to the group assetpricing on 2007-03-05 16:32:06 as
	Dynamic Derivative Strategies [My Copy] Journal of Financial Economics, Vol. 69, No. 3. (September 2003), pp. 401-430. by Jun Liu, Jun Pan posted to cologne continuous-time dynamic-allocation jumps options portfolio-choice by f_goltz to the group assetpricing on 2006-12-30 19:23:27 as
	Mean-Risk Analysis with Risk Associated with Below-Target Returns [My Copy] The American Economic Review, Vol. 67, No. 2. (1977), pp. 116-126. by P. C. Fishburn posted to lpm old portfolio-choice utility by f_goltz to the group assetpricing on 2006-12-05 15:36:11 as
	An evolutionary game theory explanation of ARCH effects [My Copy] Journal of Economic Dynamics and Control, Vol. In Press, Corrected Proof by William R. Parke, George A. Waters posted to explain-garch game-theory garch by f_goltz to the group assetpricing on 2006-12-02 18:07:21 as along with 1 person RobHayward
	Is learning a dimension of risk? [My Copy] Journal of Banking & Finance, Vol. 29, No. 10. (October 2005), pp. 2605-2632. by Massimo Massa, Andrei Simonov posted to learning uncertainty by wanni to the group assetpricing on 2006-12-02 12:17:58 as
	The relation between implied and realized volatility [My Copy] Journal of Financial Economics, Vol. 50, No. 2. (1998), pp. 125-150. by B. J. Christensen, N. R. Prabhala posted to implied-volatility by wanni to the group assetpricing on 2006-12-02 12:15:23 as
	Stock price distributions with stochastic volatility: an analytic approach [My Copy] Vol. 4, No. 4. (1991), pp. 727-752. by E. M. Stein, J. C. Stein posted to stochastic-volatility by wanni to the group assetpricing on 2006-12-02 12:07:58 as
	The jump-risk premia implicit in options: evidence from an integrated time-series study [My Copy] Journal of Financial Economics, Vol. 63, No. 1. (2002), pp. 3-50. by Jun Pan posted to jumps options by wanni to the group assetpricing on 2006-12-02 12:07:58 as
	Theory of Rational Option Pricing [My Copy] Bell Journal of Economics, Vol. 4, No. 1. (1973), pp. 141-183. by Robert C. Merton posted to merton options by wanni to the group assetpricing on 2006-12-02 12:07:58 as
	The Model-Free Implied Volatility and Its Information Content [My Copy] Review of Financial Studies, Vol. 18, No. 4. (2005), pp. 1305-1342. by George J. Jiang, Yisong S. Tian posted to implied-volatility options by wanni to the group assetpricing on 2006-12-02 12:02:16 as
	A closed-form solution for options with stochastic volatility with applications to bond and currency options [My Copy] Vol. 6, No. 2. (1993), pp. 327-343. by S. L. Heston posted to options stochastic-volatility by wanni to the group assetpricing on 2006-12-02 12:02:15 as
	Option prices under Bayesian learning: implied volatility dynamics and predictive densities [My Copy] Journal of Economic Dynamics and Control, Vol. 27, No. 5. (2003), pp. 717-769. by Massimo Guidolin, Allan Timmermann posted to learning options by wanni to the group assetpricing on 2006-12-02 12:02:15 as
	Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies [My Copy] (May 2004) by Eric Ghysels, Pedro S. Clara, Rossen Valkanov posted to midas volatility by wanni to the group assetpricing on 2006-12-02 12:02:15 as
	Demand-Based Option Pricing [My Copy] (July 2005) by Nicolae Gârleanu, Lasse H. Pedersen, Allen M. Poteshman posted to non-redundant options volume by wanni to the group assetpricing on 2006-12-02 11:53:27 as
	The Econometrics of Option Pricing [My Copy] (January 2004) by René Garcia, Eric Ghysels, Éric Renault posted to options survey by wanni to the group assetpricing on 2006-12-02 11:53:27 as
	The World Price of Jump and Volatility Risk [My Copy] (July 2006) by Joost Driessen, Pascal Maenhout posted to option-returns options volatility-premium by wanni to the group assetpricing on 2006-12-02 11:53:27 as
	Differences of Opinion and the Cross Section of Stock Returns [My Copy] Journal of Finance, Vol. 57, No. 5. (October 2002), pp. 2113-2141. by Karl B. Diether, Christopher J. Malloy, Anna Scherbina posted to heterogeneous-beliefs uncertainty by wanni to the group assetpricing on 2006-12-02 11:53:27 as
	Option prices with uncertain fundamentals [My Copy] (June 2002) by Alexander David, Pietro Veronesi posted to learning options stochastic-volatility by wanni to the group assetpricing on 2006-12-02 11:53:27 as
	Expected Options Returns [My Copy] Journal of Finance, Vol. 56, No. 3. (June 2001), pp. 983-1009. by J. D. Coval, T. Shumway posted to option-returns options volatility-premium by wanni to the group assetpricing on 2006-12-02 11:53:27 as
	Model Uncertainty and Option Markets with Heterogeneous Agents [My Copy] (2006) by Andrea Buraschi, Alexei Jiltsov posted to learning options uncertainty volume by wanni to the group assetpricing on 2006-12-02 11:53:26 as
	The price of a smile: Hedging and Spanning in Option Markets [My Copy] Vol. 14, No. 4. (April 2001), pp. 495-527. by Andrea Buraschi, J. Jackwerth posted to options volatility-smile by wanni to the group assetpricing on 2006-12-02 11:48:13 as
	Option Prices, Implied Price Processes, and Stochastic Volatility [My Copy] Journal of Finance, Vol. 55, No. 2. (2000), pp. 839-866. by Mark B. Jones, Anthony Neuberger posted to implied-volatility options by wanni to the group assetpricing on 2006-12-02 11:48:12 as
	Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? [My Copy] Vol. 59, No. 2. (April 2004), pp. 711-753. by Nicolas P. B. Bollen, Robert E. Whaley posted to implied-volatility options volatility-smile by wanni to the group assetpricing on 2006-12-02 11:48:12 as along with 1 person RobHayward
	The Pricing of Options and Corporate Liabilities [My Copy] Journal of Political Economy, Vol. 81, No. 3. (May 1973), pp. 637-54. by Fischer Black, Myron S. Scholes posted to black-scholes options by wanni to the group assetpricing on 2006-12-02 11:48:12 as
	Post-'87 crash fears in the S&P 500 futures option market [My Copy] Journal of Econometrics, Vol. 94, No. 1-2. (2000), pp. 181-238. by David S. Bates posted to options by wanni to the group assetpricing on 2006-12-02 11:41:50 as
	Jumps and stochastic volatility: exchange rate processes implicit in deutsche mark options [My Copy] Vol. 9, No. 1. (1996), pp. 69-107. by D. S. Bates posted to jumps options stochastic-volatility by wanni to the group assetpricing on 2006-12-02 11:41:50 as
	Delta-Hedged Gains and the Negative Market Volatility Risk Premium [My Copy] Vol. 16, No. 2. (2003), pp. 527-566. by Gurdip Bakshi, Nikunj Kapadia posted to option-returns options volatility-premium by wanni to the group assetpricing on 2006-12-02 11:41:50 as
	Do Call Prices and the Underlying Stock Always Move in the Same Direction? [My Copy] Vol. 13, No. 3. (2000), pp. 549-584. by Gurdip S. Bakshi, Charles Q. Cao, Zhiwu Chen posted to non-redundant options by wanni to the group assetpricing on 2006-12-02 11:41:50 as
	Empirical Performance of Alternative Option Pricing Models [My Copy] Vol. 52, No. 5. (December 1997), pp. 2003-2049. by Gurdip S. Bakshi, Charles Q. Cao, Zhiwu Chen posted to jumps options stochastic-volatility by wanni to the group assetpricing on 2006-12-02 11:41:50 as
	Do Heterogeneous Beliefs Matter for Asset Pricing? [My Copy] Vol. 18, No. 3. (2005), pp. 875-924. by Evan W. Anderson, Eric Ghysels, Jennifer L. Juergens posted to heterogeneous-beliefs uncertainty by wanni to the group assetpricing on 2006-12-02 11:36:13 as
	Consensus and Uncertainty in Economic Prediction [My Copy] Journal of Political Economy, Vol. 95, No. 3. (1987), pp. 591-621. by Victor Zarnowitz, Louis A. Lambros posted to analysts dispersion empirical micro-survey-data uncertainty by f_goltz to the group assetpricing on 2006-11-29 13:34:08 as
	A note on the time-series relationship between market industry concentration and market volatility [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. 14 (2004), pp. 105-115. by Xuejing Xing posted to thesis by f_goltz to the group assetpricing on 2006-11-29 13:34:08 as
	Why Does Stock Market Volatility Differ across Countries? Evidence from Thirty Seven International Markets [My Copy] International Journal of Business, Vol. 9, No. 1. (2004), pp. 83-102. by Xuejing Xing posted to thesis by f_goltz to the group assetpricing on 2006-11-29 13:34:08 as
	Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation [My Copy] Journal of Finance, Vol. 43, No. 3. (1988), pp. 639-656. by K. D. West posted to thesis by f_goltz to the group assetpricing on 2006-11-29 13:34:08 as
	The Relationships Between Sentiment, Returns and Volatility [My Copy] International Journal of Forecasting, No. forthcoming. (2005) by Yaw H. Wang, Aneek Keswani, Stephen J. Taylor posted to thesis by f_goltz to the group assetpricing on 2006-11-29 13:34:08 as
	Investing when Volatility Fluctuates [My Copy] (2004) by Leping Wang posted to portfolio-choice volatility-dynamics by f_goltz to the group assetpricing on 2006-11-29 13:34:07 as
	Stock market overreactions to bad news in good times: a rational expectations equilibrium model [My Copy] Review of Financial Studies, Vol. 12, No. 5. (1999), pp. 975-1007. by Pietro Veronesi posted to learning regime-switching theory by f_goltz to the group assetpricing on 2006-11-29 13:34:07 as

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