Author:
Jia Xiaolan,Ruan Xinfeng,Zhang Jin E.
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference51 articles.
1. The leverage effect puzzle: Disentangling sources of bias at high frequency;Ait-Sahalia;Journal of Financial Economics,2013
2. Resolution of policy uncertainty and sudden declines in volatility;Dante Amengual;Journal of Econometrics,2018
3. Financial leverage does not cause the leverage effect;Abdullah C Aydemir;AFA 2007 Chicago Meetings Paper,2006
4. Stock return characteristics, skew laws, and the differential pricing of individual equity options;Gurdip Bakshi;Review of Financial Studies,2003
5. Asymmetric volatility and risk in equity markets;Geert Bekaert;Review of Financial Studies,2000