Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Atilgan, Yigit
2009.
Deviations from Put-Call Parity and Earnings Announcement Returns.
SSRN Electronic Journal,
Hua, Jian
2010.
Option Implied Volatilities and Corporate Bond Yields: A Dynamic Factor Approach.
SSRN Electronic Journal,
Vasquez, Aurelio
2011.
Volatility Term Structure and the Cross-Section of Option Returns.
SSRN Electronic Journal,
Liu, Zhangxin (Frank)
2012.
Six: Proposing the Alternative Skewness Index.
SSRN Electronic Journal,
Neumann, Michael
and
Skiadopoulos, George
2013.
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options.
Journal of Financial and Quantitative Analysis,
Vol. 48,
Issue. 3,
p.
947.
Chen, Chin‐Ho
Chung, Huimin
and
Yuan, Shu‐Fang
2014.
Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market.
Journal of Futures Markets,
Vol. 34,
Issue. 12,
p.
1122.
Lim, Kian Guan
chen, ying
and
Yap, Nelson
2014.
Intraday Index Predictability and Options Trading Profitability.
SSRN Electronic Journal,
Li, Xindan
Subrahmanyam, Avanidhar
and
Yang, Xuewei
2014.
Investor Behavior and Financial Innovation: A Case Study on Callable Bull/Bear Contracts.
SSRN Electronic Journal,
Marabel Romo, Jacinto
2014.
Pricing Volatility Options Under Stochastic Skew with Application to the VIX Index.
SSRN Electronic Journal,
Atilgan, Yigit
2014.
Volatility spreads and earnings announcement returns.
Journal of Banking & Finance,
Vol. 38,
Issue. ,
p.
205.
Aramonte, Sirio
2014.
Macroeconomic uncertainty and the cross-section of option returns.
Journal of Financial Markets,
Vol. 21,
Issue. ,
p.
25.
Lee, Geul
and
Yang, Li
2014.
Impact of Truncation on Model-Free Implied Moment Estimators.
SSRN Electronic Journal,
Aissia, Dorsaf Ben
2014.
IPO first‐day returns: Skewness preference, investor sentiment and uncertainty underlying factors.
Review of Financial Economics,
Vol. 23,
Issue. 3,
p.
148.
AN, BYEONG‐JE
ANG, ANDREW
BALI, TURAN G.
and
CAKICI, NUSRET
2014.
The Joint Cross Section of Stocks and Options.
The Journal of Finance,
Vol. 69,
Issue. 5,
p.
2279.
Stilger, Przemyslaw Stan
Kostakis, Alexandros
and
Poon, Ser-Huang
2014.
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?.
SSRN Electronic Journal,
Muravyev, Dmitriy
and
Pearson, Neil D.
2015.
Option Trading Costs Are Lower than You Think.
SSRN Electronic Journal,
Liu, Zhangxin Frank
2015.
Model-Free Risk-Neutral Moments and Proxies.
SSRN Electronic Journal,
Schneider, Paul
Wagner, Christian
and
Zechner, Josef
2015.
Low Risk Anomalies?.
SSRN Electronic Journal,
Jondeau, Eric
and
Zhang, Qunzi
2015.
Average Skewness Matters!.
SSRN Electronic Journal,
Xiao, Xiao
2015.
Financial Leverage and Cross Sectional Delta-Hedged Option Returns.
SSRN Electronic Journal,