Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 5, p. 854, doi. 10.1002/fut.22495
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2024 AND VI 44 AND IP 5
Results: 9
1
2
Maximum order size and market quality: Evidence from a natural experiment in commodity futures markets.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 5, p. 803, doi. 10.1002/fut.22494
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- Publication type:
- Article
3
Financial regulatory arbitrage and the financialization of commodities.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 5, p. 826, doi. 10.1002/fut.22493
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- Publication type:
- Article
4
Risky times: Seasonality and event risk of commodities.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 5, p. 767, doi. 10.1002/fut.22492
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- Publication type:
- Article
5
Early exercise, implied volatility spread and future stock return: Jumps bind them all.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 5, p. 720, doi. 10.1002/fut.22491
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- Publication type:
- Article
6
Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 5, p. 744, doi. 10.1002/fut.22490
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- Publication type:
- Article
7
Connectedness and risk spillover in China's commodity futures sectors.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 5, p. 784, doi. 10.1002/fut.22489
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- Publication type:
- Article
8
The time‐varying volatility spillover effects between China's coal and metal market.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 5, p. 699, doi. 10.1002/fut.22488
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- Publication type:
- Article
9
Journal of Futures Markets: Volume 44, Number 5, May 2024.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 5, p. 697, doi. 10.1002/fut.22431
- Publication type:
- Article