Inverse Participation Ratios and Implied Volatility - Articles

Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa

Journal of Mathematical Finance Vol.7 No.2，May 16, 2017

DOI: 10.4236/jmf.2017.72015 1,787 Downloads 2,989 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8，July 18, 2014

DOI: 10.4236/me.2014.58080 3,484 Downloads 5,167 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1，January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,749 Downloads 8,649 Views Citations
Behind the Rejection of Alternative Measures of Implied Equity Volatility: A Note (Articles)

G. D. Hancock

Journal of Financial Risk Management Vol.2 No.1，March 28, 2013

DOI: 10.4236/jfrm.2013.21002 3,671 Downloads 7,166 Views Citations
Stock Return Conjunction in Markets with Deteriorated Sentiment: Evidence from the Japanese Electric Appliances Industry (Articles)

Chikashi Tsuji

Modern Economy Vol.3 No.4，July 24, 2012

DOI: 10.4236/me.2012.34060 4,078 Downloads 6,517 Views Citations
A Study of Changes in Risk Appetite in the Stock Market and the Housing Market before and after the Global Financial Crisis in 2008 Using the vKOSPI (Articles)

Jin Yong Yang, Sang-Heon Lee

Modern Economy Vol.4 No.11，November 4, 2013

DOI: 10.4236/me.2013.411077 4,253 Downloads 6,461 Views Citations
Macroeconomic Information and the Implied Volatility: Evidence from India VIX (Articles)

Palamalai Srinivasan

Theoretical Economics Letters Vol.7 No.3，April 17, 2017

DOI: 10.4236/tel.2017.73037 1,542 Downloads 2,929 Views Citations
Value at Risk Models in Indian Markets: A Predictive Ability Evaluation Study (Articles)

Kushagra Goel, Sunny Oswal

Theoretical Economics Letters Vol.9 No.8，December 9, 2019

DOI: 10.4236/tel.2019.98177 717 Downloads 2,607 Views Citations
Determinants of Option Markets Liquidity: An Empirical Analysis on European Markets (Articles)

Thomas Poufinas, Konstantinos Pappas

Theoretical Economics Letters Vol.11 No.4，August 31, 2021

DOI: 10.4236/tel.2021.114053 313 Downloads 1,950 Views Citations
Linkage between India Implied Volatility Index and Stock Index Returns (Articles)

Palamalai Srinivasan, R. D. Vasudevan

Theoretical Economics Letters Vol.7 No.4，June 16, 2017

DOI: 10.4236/tel.2017.74063 1,739 Downloads 4,087 Views Citations
Accounting and Stock Market Performance in the US: Evidence from Joiners and Leavers (Articles)

Christos Floros, Efthalia Tabouratzi, Dimitris Charamis, Stella Zounta

Theoretical Economics Letters Vol.7 No.4，May 17, 2017

DOI: 10.4236/tel.2017.74050 1,735 Downloads 3,743 Views Citations
CDS Evaluation Model with Neural Networks (Articles)

Eliana Angelini, Alessandro Ludovici

Journal of Service Science and Management Vol.2 No.1，March 21, 2009

DOI: 10.4236/jssm.2009.21003 6,298 Downloads 11,331 Views Citations
Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics (Articles)

Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar

Journal of Mathematical Finance Vol.9 No.2，April 8, 2019

DOI: 10.4236/jmf.2019.92007 871 Downloads 2,089 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2，May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,041 Downloads 4,677 Views Citations
The Labor Market Effects of Right-to-Work Laws, 2010-2014 (Articles)

Philip G. Hoxie, Michael R. O’Herron, Matthew L. Floyd, Aidan C. McLaughlin, Paul M. Sommers

Open Journal of Social Sciences Vol.5 No.2，January 25, 2017

DOI: 10.4236/jss.2017.52001 1,642 Downloads 2,601 Views Citations
This article belongs to the Special Issue on Unemployment and Employment
Intrinsic Prices of Risk (Articles)

Truc Le

Journal of Mathematical Finance Vol.4 No.5，November 19, 2014

DOI: 10.4236/jmf.2014.45029 4,858 Downloads 6,374 Views Citations
On the Inverse Problem of Dupire’s Equation with Nonlocal Boundary and Integral Conditions (Articles)

Coskun Guler, Volkan Oban

Journal of Mathematical Finance Vol.7 No.4，November 28, 2017

DOI: 10.4236/jmf.2017.74051 1,021 Downloads 2,198 Views Citations
Expected Stock Returns and Option-Implied Rate of Return (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.4，November 19, 2012

DOI: 10.4236/jmf.2012.24030 8,782 Downloads 14,372 Views Citations
Teachers’ Thought Processes: The Case of Tunisian Gymnastic University Teachers (Articles)

Naila Bali

Creative Education Vol.4 No.7B，July 19, 2013

DOI: 10.4236/ce.2013.47A2020 4,278 Downloads 6,631 Views Citations
This article belongs to the Special Issue on Higher Education
Estimating Realistic Implied Correlation Matrix from Option Prices (Articles)

Kawee Numpacharoen, Nattachai Numpacharoen

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34041 8,233 Downloads 12,926 Views Citations

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