Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes.
- Published in:
- Review of Financial Studies, 2025, v. 38, n. 6, p. 1783, doi. 10.1093/rfs/hhae087
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- Publication type:
- Article
Works about HEDGING (Finance)
Results: 3702
1
2
Hedging, Hedge Accounting, and Stock Price Crash Risk: Evidence from China.
- Published in:
- International Journal of Accounting (World Scientific), 2025, v. 60, n. 2, p. 1, doi. 10.1142/S1094406025430012
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- Publication type:
- Article
3
Hedging derivative securities with genetic programming.
- Published in:
- Intelligent Systems in Accounting, Finance & Management, 1999, v. 8, n. 4, p. 237, doi. 10.1002/(SICI)1099-1174(199912)8:4<237::AID-ISAF174>3.0.CO;2-J
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- Publication type:
- Article
4
Editorial.
- Published in:
- SDMIMD Journal of Management, 2025, v. 16, n. 1, p. i, doi. 10.18311/sdmimd/2025/49054
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- Publication type:
- Article
5
Investor's Perspectives on Gold and Silver Investment in India.
- Published in:
- SDMIMD Journal of Management, 2025, v. 16, n. 1, p. 57, doi. 10.18311/sdmimd/2025/43844
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- Publication type:
- Article
6
Do the advantages of offshore exchanges enhance hedging effectiveness? - evidence from Japanese and Indian dual-listed index futures.
- Published in:
- Applied Economics, 2025, v. 57, n. 22, p. 2922, doi. 10.1080/00036846.2024.2331967
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- Publication type:
- Article
7
Crypto market betas: the limits of predictability and hedging.
- Published in:
- Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-025-00777-w
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- Publication type:
- Article
8
The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis.
- Published in:
- Energy Journal, 2025, v. 46, n. 3, p. 265, doi. 10.1177/01956574251315449
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- Publication type:
- Article
9
Time-Varying Spot and Futures Oil Price Dynamics.
- Published in:
- Scottish Journal of Political Economy, 2014, v. 61, n. 1, p. 78, doi. 10.1111/sjpe.12035
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- Publication type:
- Article
10
The Mitigation of Scientific Claims in Research Papers: A Comparative Study.
- Published in:
- International Journal of English Studies, 2008, v. 8, n. 2, p. 133
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- Publication type:
- Article
11
ESTIMATION OF THE OPTIMAL FUTURES HEDGE.
- Published in:
- Review of Economics & Statistics, 1988, v. 70, n. 4, p. 623, doi. 10.2307/1935825
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- Publication type:
- Article
12
INFLATION UNCERTAINTY AND REAL ECONOMIC ACTIVITY: AN ALTERNATIVE APPROACH.
- Published in:
- Review of Economics & Statistics, 1986, v. 68, n. 3, p. 493, doi. 10.2307/1926027
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- Publication type:
- Article
13
INFLATION, RISK, TAXES, AND THE DEMAND FOR OWNER-OCCUPIED HOUSING.
- Published in:
- Review of Economics & Statistics, 1986, v. 68, n. 2, p. 197, doi. 10.2307/1925498
- By:
- Publication type:
- Article
14
PRICE MOVEMENTS AND PRICE DISCOVERY IN FUTURES AND CASH MARKETS.
- Published in:
- Review of Economics & Statistics, 1983, v. 65, n. 2, p. 289, doi. 10.2307/1924495
- By:
- Publication type:
- Article
15
Strategic Asset Allocation of a Reserves' Portfolio: Hedging Against Shocks.
- Published in:
- Open Economies Review, 2022, v. 33, n. 5, p. 973, doi. 10.1007/s11079-022-09700-7
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- Publication type:
- Article
16
What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?
- Published in:
- Open Economies Review, 2021, v. 32, n. 2, p. 361, doi. 10.1007/s11079-020-09594-3
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- Publication type:
- Article
17
Convergence of EMU Equity Portfolios.
- Published in:
- Open Economies Review, 2012, v. 23, n. 2, p. 381, doi. 10.1007/s11079-011-9197-1
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- Publication type:
- Article
18
Financial Markets and International Risk Sharing.
- Published in:
- Open Economies Review, 2010, v. 21, n. 3, p. 413, doi. 10.1007/s11079-008-9100-x
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- Publication type:
- Article
19
Conditional correlations in the returns on oil companies stock prices and their determinants.
- Published in:
- Empirica, 2006, v. 33, n. 4, p. 193, doi. 10.1007/s10663-006-9001-4
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- Publication type:
- Article
20
The Asymmetric Effects of Exchange Rate Volatility on Pakistan–Japan Commodity Trade: Evidence from Non-linear ARDL Approach.
- Published in:
- Asia-Pacific Financial Markets, 2024, v. 31, n. 3, p. 657, doi. 10.1007/s10690-023-09427-6
- By:
- Publication type:
- Article
21
Multi-scale Features of Interdependence Between Oil Prices and Stock Prices.
- Published in:
- Asia-Pacific Financial Markets, 2023, v. 30, n. 3, p. 475, doi. 10.1007/s10690-022-09385-5
- By:
- Publication type:
- Article
22
Optimizing Hedging Effectiveness of Indian Agricultural Commodity Futures: A Simulation Approach.
- Published in:
- Asia-Pacific Financial Markets, 2023, v. 30, n. 1, p. 13, doi. 10.1007/s10690-021-09355-3
- By:
- Publication type:
- Article
23
Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market.
- Published in:
- Asia-Pacific Financial Markets, 2019, v. 26, n. 2, p. 211, doi. 10.1007/s10690-018-9264-3
- By:
- Publication type:
- Article
24
Optimal Hedging of Basket Barrier Options with Additive Models and Its Application to Equity Value Separation Problem.
- Published in:
- Asia-Pacific Financial Markets, 2017, v. 24, n. 1, p. 1, doi. 10.1007/s10690-016-9221-y
- By:
- Publication type:
- Article
25
The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 333, doi. 10.1007/s10690-015-9205-3
- By:
- Publication type:
- Article
26
Understanding Delta-Hedged Option Returns in Stochastic Volatility Environments.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 151, doi. 10.1007/s10690-014-9198-3
- By:
- Publication type:
- Article
27
Evidence on Hedging Effectiveness in Indian Derivatives Market.
- Published in:
- Asia-Pacific Financial Markets, 2014, v. 21, n. 2, p. 121, doi. 10.1007/s10690-014-9179-6
- By:
- Publication type:
- Article
28
A Discrete-Time Clark-Ocone Formula for Poisson Functionals.
- Published in:
- Asia-Pacific Financial Markets, 2014, v. 21, n. 2, p. 97, doi. 10.1007/s10690-013-9178-z
- By:
- Publication type:
- Article
29
Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion.
- Published in:
- Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 71, doi. 10.1007/s10690-012-9159-7
- By:
- Publication type:
- Article
30
Properties of Optimal Smooth Functions in Additive Models for Hedging Multivariate Derivatives.
- Published in:
- Asia-Pacific Financial Markets, 2012, v. 19, n. 2, p. 149, doi. 10.1007/s10690-011-9145-5
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- Publication type:
- Article
31
Samuelson Hypothesis & Indian Commodity Derivatives Market.
- Published in:
- Asia-Pacific Financial Markets, 2012, v. 19, n. 4, p. 331, doi. 10.1007/s10690-012-9152-1
- By:
- Publication type:
- Article
32
Utility Indifference Hedging with Exponential Additive Processes.
- Published in:
- Asia-Pacific Financial Markets, 2010, v. 17, n. 2, p. 151, doi. 10.1007/s10690-009-9106-4
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- Publication type:
- Article
33
Risk-Hedging in Real Estate Markets.
- Published in:
- Asia-Pacific Financial Markets, 2009, v. 16, n. 4, p. 265, doi. 10.1007/s10690-009-9095-3
- By:
- Publication type:
- Article
34
Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems.
- Published in:
- Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 345, doi. 10.1007/s10690-007-9049-6
- By:
- Publication type:
- Article
35
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 3, p. 273, doi. 10.1007/s10690-006-9026-5
- By:
- Publication type:
- Article
36
The Determinants of Foreign Currency Hedging–Evidence from Hong Kong Non-Financial Firms.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 91, doi. 10.1007/s10690-006-9014-9
- By:
- Publication type:
- Article
37
Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 335, doi. 10.1007/s10690-005-9005-2
- By:
- Publication type:
- Article
38
A Benchmark Approach to Filtering in Finance.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 79, doi. 10.1007/s10690-005-4301-4
- By:
- Publication type:
- Article
39
The Political Economy of Volatility Dynamics in the Hong Kong Stock Market.
- Published in:
- Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 259, doi. 10.1023/A:1024133632104
- By:
- Publication type:
- Article
40
Dynamic Hedging Effectiveness in South Korean Index Futures and the Impact of the Asian Financial Crisis.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 3, p. 237, doi. 10.1023/A:1016268419530
- By:
- Publication type:
- Article
41
Hedging American Options in Merton's Model: A Locally Risk Minimizing Approach.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 153, doi. 10.1023/A:1010036828397
- By:
- Publication type:
- Article
42
On a Robustness of Quantile Hedging: Complete Market's Case.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 195, doi. 10.1023/A:1010053300172
- By:
- Publication type:
- Article
43
Methods of Partial Hedging.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 1, p. 7, doi. 10.1023/A:1010054408714
- By:
- Publication type:
- Article
44
تاثیر تورم و رشد نقدینگی بر نسبت مصون سازی در مقابل تلاطمات رژیم های مختلف قیمت نفت بوسیله مشارکت در بازار طلا:رهیافت RS-DCC.
- Published in:
- Stable Economy Journal, 2023, v. 4, n. 4, p. 129, doi. 10.22111/SEDJ.2024.46405.1378
- By:
- Publication type:
- Article
45
Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey.
- Published in:
- Istanbul Business Research, 2022, v. 51, n. 2, p. 535, doi. 10.26650/ibr.2022.51.996964
- By:
- Publication type:
- Article
46
Verlustausgleichs- und -abzugsbeschränkung bei Zins-Währungsswaps; Feststellung des verbleibenden Verlustvortrags bei Termingeschäften.
- Published in:
- FinanzRundschau, 2023, v. 105, n. 11, p. 520, doi. 10.9785/fr-2023-1051108
- By:
- Publication type:
- Article
47
ELEKTRİK PİYASALARINDA VADELİ İŞLEMLER VE RİSK YÖNETİMİ.
- Published in:
- Journal of Academic Studies, 2009, v. 11, n. 40, p. 95
- By:
- Publication type:
- Article
48
Derivatives and Capitalist Markets: The Speculative Heart of Capital.
- Published in:
- Historical Materialism, 2012, v. 20, n. 1, p. 103, doi. 10.1163/156920612X634735
- By:
- Publication type:
- Article
49
The Strategy of Islamic Banks in Hedging Risks: The Case of Al Baraka Islamic Bank of Algeria.
- Published in:
- Al Bashaer Economic Journal, 2021, v. 7, n. 3, p. 818
- By:
- Publication type:
- Article
50
Comparison of Black-Scholes and GARCH Option Models on The Jakarta Islamic Index with Collar Strategy.
- Published in:
- Journal of Finance & Banking Review (JFBR), 2023, v. 7, n. 4, p. 16, doi. 10.35609/jfbr.2023.7.4(2)
- By:
- Publication type:
- Article