RobHayward's options [14 articles] Export

Recent papers added to RobHayward's library classified by the tag options. You can also see everyone's options.

	The Pricing of Options and Corporate Liabilities [My Copy] Journal of Political Economy, Vol. 81, No. 3. (1 January 1973), 637. by Fischer Black, Myron Scholes posted to sentiment options option finance by RobHayward on 2009-09-11 09:58:40 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 options smile volatility by RobHayward on 2008-03-03 21:10:12 as along with 1 person and 1 group wanni assetpricing
	Stochastic skew in currency options [My Copy] Journal of Financial Economics, Vol. 86, No. 1. (October 2007), pp. 213-247. by Peter Carr, Liuren Wu posted to derivative fx options by RobHayward on 2007-09-17 08:14:48 as
	Resolving Macroeconomic Uncertainty in Stock and Bond Markets [My Copy] NBER Working Paper No. 12270 by Alessandro Beber, Michael W. Brandt posted to expectations finance flow options volatility by RobHayward on 2006-06-13 06:54:09 as
	Stock Price Clustering on Option Expiration Dates [My Copy] AFA 2005 Philadelphia Meetings by Sophie X. Ni, Neil Pearson, Allen Poteshman posted to options volatility by RobHayward on 2006-05-11 11:24:49 as
	Option-implied risk preferences: An extension to wider classes of utility functions [My Copy] Journal of Financial Markets, Vol. 9, No. 2. (May 2006), pp. 180-198. by Byung J. Kang, Tong S. Kim posted to options volatility by RobHayward on 2006-05-04 19:56:22 as
	Are options redundant? Further evidence from currency futures markets [My Copy] International Review of Financial Analysis, Vol. 15, No. 2. (2006), pp. 179-188. by Leo Chan, Donald Lien posted to fx options smile by RobHayward on 2006-04-28 08:51:08 as
	Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options [My Copy] International Review of Financial Analysis, Vol. 15, No. 2. (2006), pp. 145-178. by Gianluca Cassese, Massimo Guidolin posted to options smile volatility by RobHayward on 2006-04-28 08:50:07 as
	Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk [My Copy] by Refet posted to options risk volatility by RobHayward on 2006-04-18 16:09:31 as
	The Accuracy of Density Forecasts from Foreign Exchange Options [My Copy] Journal of Financial Econometrics, Vol. 3, No. 4. (2005), pp. 578-605. by Peter Christoffersen, Stefano Mazzotta posted to options smile by RobHayward on 2006-04-11 09:30:45 as
	EconPapers: Common Functional Implied Volatility Analysis [My Copy] by Michal Benko, Wolfgang Härdle posted to options smile volatility by RobHayward on 2006-04-08 18:45:47 as
	EconPapers: Fractional Diffusion Models of Option Prices in Markets with Jumps [My Copy] by Álvaro Cartea posted to options smile volatility by RobHayward on 2006-04-08 18:29:24 as
	EconPapers: STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [My Copy] by Kazuhiko, Tatsuro, Moo-Sung posted to garch options volatility by RobHayward on 2006-04-08 18:24:44 as
	SSRN-Can Standard Preferences Explain the Prices of Out-of-the-Money S&P 500 Put Options by Luca Benzoni, Pierre Collin-Dufresne, Robert Goldstein [My Copy] NBER Working Paper No. W11861 by Pierre Collin-Dufresne, University, Haas, et al.Economic R. (nber), Email:, Auth-Page:, Co-Author:, University, Carlson, Economic R. (nber), Email:, Auth-Page: posted to options smile by RobHayward on 2006-04-06 08:27:06 as

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finance	153
fx	146
behaviour	112
emh	62
bank	44
flow	39
bop	38
momentum	38
capm	34
econometrics	34
microstructure	34
fm	32
markets	31
equity	28
sentiment	28
volatility	28
economics	25
risk	25
agency	23
information	23
uip	23
bubble	20
development	18
hedge	18
trading	18
noise	17
governance	16
globalisation	14
options	14
business	13
derivative	13
reserves	13
expectations	12
garch	11
money	11
option	11
smile	11
open-economy	10
portfolio	10
forecast	9
liquidity	9
bond	8
emu	8
fund	8
credit	7
firm	7
innovation	7
time-series	7
capital	6
macro	6
beta	5
china	5
ppp	5
regulation	5
tails	5
commodities	4
forward	4
lop	4
nonlinear	4
oca	4
pension	4
sme	4
sudden-stops	4
demographics	3
education	3
exchange	3
game	3
growth	3
hege	3
history	3
interest	3
intervention	3
merger	3
overconfidence	3
rates	3
stops	3
technology	3
var	3
yield	3
bayesian	2
bootstrap	2
cds	2
data	2
erp	2
fcf	2
fdi	2
house	2
imf	2
inequality	2
inflation	2
lesiure	2
nfa	2
outsourcing	2
private	2
saving	2
survey	2
trade	2
welfare	2
biography	1
cdo	1
experiment	1
general	1
index	1
influence	1
ipo	1
japan	1
kalman	1
labour	1
news	1
politics	1
property	1
psychology	1
resources	1
sport	1
theory	1
vol	1
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RobHayward's options [14 articles] Export

RobHayward's tags