Inferring Financial Bubbles from Option Data-Reference-Cited by-同舟云学术

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Inferring Financial Bubbles from Option Data

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Jarrow Robert,Kwok Simon

Publisher

Elsevier BV

Reference42 articles.

1. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices;Y A�t-Sahalia;Journal of Finance,1998

2. Nonparametric Option Pricing under Shape Restrictions;Y A�t-Sahalia;Journal of Econometrics,2003

3. Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets

4. Short Sale Ban's Impact on Equity Option Markets;Journal of Finance

5. The Pricing of Options and Corporate Liabilities;F Black;Journal of Political Economy,1973

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Three little arbitrage theorems;Frontiers in Applied Mathematics and Statistics;2023-04-21

2. Testing for Asset Price Bubbles using Options Data;SSRN Electronic Journal;2020

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