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The Construction and Concept Validation of Indian Financial Market Composite Risk Index (IFM: CRI): A Vibrant Risk Indicator to Retail Investors

• Authors : Subba, Susmita; Pandian, B. Muthu; Vishal, Ravi Shekhar

Subjects: Financial Market; Composite Risk Index; Risk Analysis

• Source: Australasian Accounting, Business and Finance Journal

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Linkages between gold and Latin American equity markets: portfolio implications

• Authors : Imran Yousaf; Hasan Hanif; Shoaib Ali

Subjects: Gold markets; HF5001-6182; ddc:330

• Source: Journal of Economics Finance and Administrative Science, Vol 26, Iss 52, Pp 237-251 (2021)ESAN-InstitucionalUniversidad ESANinstacron:ESAN

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Thirty years of the Journal of Derivatives and Quantitative Studies: a bibliometric analysis

• Authors : Jun Sik Kim; Sol Kim

Subjects: g17; g13; journal of derivatives and quantitative studies

• Source: Seonmul yeongu, Vol 29, Iss 4, Pp 258-279 (2021)

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The Greek letters: Scenario analysis with a reverse butterfly spread

• Authors : RASHID, Muhammad Mustafa

Subjects: Financial institutions; Scenario analysis; Risk management

• Source: Journal of Economics Bibliography; Vol 8, No 4 (2021): December; 185-189

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Option Return Predictability with Machine Learning and Big Data

• Authors : Mathis Moerke; Turan G. Bali; Heiner Beckmeyer

Subjects: ddc:330; G13; big data

• Source: The Review of Financial Studies. 36:3548-3602

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The contribution of transaction costs to expected stock returns: A novel measure

• Authors : Hiraki, Kazuhiro; Skiadopoulos, George

Subjects: ddc:330; C13; G10

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Net buying pressure and informed trading in the options market: Evidence from earnings announcements

• Authors : Badshah, Ihsan Ullah; Koerniadi, Hardjo

Subjects: ddc:330; G10; G13

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Patterns of 50 ETF Options Implied Volatility in China: On Implied Volatility Functions

• Authors : Li, Pengshi; Lin, Yan; Zhong, Yuting ...

Subjects: implied volatility; smile patterns; implied volatility functions

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Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD

• Authors : Guillermo Benavides

Subjects: Risk premiums; ddc:330; G13

• Source: Revista Mexicana de Economía y Finanzas. 11:55-77

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Option return predictability with machine learning and big data

• Authors : Bali, Turan G.; Beckmeyer, Heiner; Moerke, Mathis

Subjects: ddc:330; G10; G12

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