No. 46-5, October 2017
Index
- Asymmetric Correlation as an Explanation for the Effect of Asset Skewness on Equity Returns
- Conference Call Tone and Stock Returns: Evidence from the Stock Exchange of Hong Kong
- Do Foreign Investors Destabilize Stock Markets? A Reexamination of Korea in 2008
- Endogeneity of Return Parameters and Portfolio Selection: An Analysis on Implied Covariances
- Issue Information
- The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan