https://bradscholars.brad.ac.uk/entities/publication/28582fb5-47ea-4265-9300-334b60f8c369
The comovement of option listed stocks
This study examines the changes in return comovement around the listing and delisting of stock option contracts. We show that newly option listed stocks...
optionlistedstocks
https://ideas.repec.org/p/bdi/wptemi/td_1025_15.html
Tail comovement in option-implied inflation expectations as an indicator of anchoring
Downloadable! We analyse the degree of anchoring of inflation expectations in the euro area. Using a new estimation technique, we look at the tail co-movement...
inflation expectations
https://repository.musashi.ac.jp/dspace/handle/11149/1877
Musashi Academy of the Nezu Foundation Institutional Repository: Excess comovement and investor...
of the