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Portfolio Returns, Option Strategies, Option Pricing, Sharpe Ratios, S&P 500
Derivatives, volatility, energy, options
Risk Premium, Implied Volatility, VIX Index, Portfolio Returns
Volatility Skew, Option Pricing, S&P 100, Market Crashes, OEX
Option pricing, volatility, energy, derivatives
implied volatility, idiosyncratic volatility, portfolio returns
Implied Volatility Spread, Stock Returns, Option Returns, Option Demand
Conference calls, Disclosure, Content analysis, Textual analysis, Stock returns, Post-earnings-announcement drift
Mutual Funds, Index Funds, ETF, SPY, Flow of Funds
options, open interest, market efficiency, investor sentiment
Risk Premium, Time-Series, Growth-Rates, S&P 500, VIX Index
Equity risk-premium, time-varying expected returns, conditional volatility
Earnings announcements, Option Prices, Higher-Order Moments
Implied Volatility, Bank Risk, Derivative Use
Risk Premium, Option Pricing, Simulated Method of Moments, Natural Gas
Market crash risk, Implied volatility skew, Investments, Dynamic Hedging, Insurer financial strength
Option Prices, Idiosyncratic Volatility Risk, Portfolio Returns
Idiosyncratic Volatility, Short-Sale Constraints, IPO Lockup, Option Introduction, Short-Sale Ban
Volatility, risk premium, option pricing, nonparametric estimation, energy markets
Wage Inequality, Discrimination, NFL
Portfolio Insurance, Hedging, Volatility, VIX
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: RMIR.pdf Size: 343K
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January effect, Gambling, Preference for skewness, Out-of-the-money options, China
Market Anomalies, Market Efficiency, Metafinance, Behavioral Finance
Analyst Recommendations, Market Efficiency, Option Returns
File name: jbfa.pdf Size: 2579K
REITs, Conference Calls, Content Analysis, Tone
REITs, Conference calls, Content analysis, Tone
Employee Stock Options, Black-Scholes, Volatility, Firm Risk
Asymmetric Volatility, VIX, Portfolio Returns, Risk Pricing
asset pricing, risk-neutral moments, systematic volatility, systematic skewness, systematic kurtosis, expected returns
Market discipline, life annuities, guaranty fund, suitability
File name: j-6296.pdf Size: 224K
Asset Pricing, Implied Market Skewness, Implied Market Volatility, Risk Neutral Market Moments, Portfolio Selection
Status Anxiety, Investor Fear, Market Volatility, Agency Theory, Implied Volatility, SEC, Fraud, Accounting Fraud, Financial Fraud, Corporate Deviance, Enron, Arthur Andersen, Audit Quality, Auditor Quality
Risk perception, Neurofinance, Laboratory experiments, Decision-making under uncertainty, Behavioral finance, Adaptive market hypothesis
Option Prices, Implied Volatility Skew, Portfolio Returns
Equity Investments, Fundamental Analysis and Valuation Models, Research Sources, Portfolio Management, Equity Strategies
