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1
Volatility Spreads and Expected Stock Returns
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Article
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Volatility Spreads and Expected Stock Returns

Management science, 2009-11, Vol.55 (11), p.1797-1812 [Peer Reviewed Journal]

Copyright 2009 United States of America ;2015 INIST-CNRS ;Copyright Institute for Operations Research and the Management Sciences Nov 2009 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.1090.1063 ;CODEN: MSCIAM

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2
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence
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Article
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Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence

Management science, 2010-11, Vol.56 (11), p.2031-2049 [Peer Reviewed Journal]

2010 INFORMS ;2015 INIST-CNRS ;COPYRIGHT 2010 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Nov 2010 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.1100.1237 ;CODEN: MSCIAM

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3
On the Number of State Variables in Options Pricing
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Article
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On the Number of State Variables in Options Pricing

Management science, 2010-11, Vol.56 (11), p.2058-2075 [Peer Reviewed Journal]

2010 INFORMS ;2015 INIST-CNRS ;COPYRIGHT 2010 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Nov 2010 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.1100.1222 ;CODEN: MSCIAM

Digital Resources/Online E-Resources

4
Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?
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Article
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Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

Management science, 1997-11, Vol.43 (11), p.1564-1576 [Peer Reviewed Journal]

Copyright 1997 Institute for Operations Research and the Management Sciences ;Copyright Institute of Management Sciences Nov 1997 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.43.11.1564 ;CODEN: MNSCDI

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5
Lunacy in the Stock Market—What is the Evidence?
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Article
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Lunacy in the Stock Market—What is the Evidence?

Journal of bioeconomics, 2007-04, Vol.9 (1), p.1-18 [Peer Reviewed Journal]

Springer Science+Business Media B.V. 2007 ;ISSN: 1387-6996 ;EISSN: 1573-6989 ;DOI: 10.1007/s10818-007-9016-3

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6
Daily Stock Market Volatility: 1928-1989
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Article
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Daily Stock Market Volatility: 1928-1989

Management science, 1992-11, Vol.38 (11), p.1586-1609 [Peer Reviewed Journal]

Copyright 1992 The Institute of Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Nov 1992 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.38.11.1586 ;CODEN: MNSCDI

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7
Option Pricing Under a Double Exponential Jump Diffusion Model
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Article
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Option Pricing Under a Double Exponential Jump Diffusion Model

Management science, 2004-09, Vol.50 (9), p.1178-1192 [Peer Reviewed Journal]

Copyright 2004 INFORMS ;Copyright Institute for Operations Research and the Management Sciences Sep 2004 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.1030.0163 ;CODEN: MNSCDI

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8
Market Valuation and Employee Stock Options
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Article
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Market Valuation and Employee Stock Options

Management science, 2006-09, Vol.52 (9), p.1377-1393 [Peer Reviewed Journal]

Copyright 2006 INFORMS ;2006 INIST-CNRS ;Copyright Institute for Operations Research and the Management Sciences Sep 2006 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.1060.0539 ;CODEN: MSCIAM

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9
Measuring Systematic Risk Using Implicit Beta
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Article
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Measuring Systematic Risk Using Implicit Beta

Management science, 1995-01, Vol.41 (1), p.124-128 [Peer Reviewed Journal]

Copyright 1995 Institute for Operations Research and the Management Sciences ;1995 INIST-CNRS ;Copyright Institute for Operations Research and the Management Sciences Jan 1995 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.41.1.124 ;CODEN: MSCIAM

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