search query: @indexterm volatility / total: 330
references: 155-164 / 330
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155.
The processing of non-anticipated information in financial markets: analyzing the impact of surprises in employment report
European Finance Review
2002 : VOL. 6:2, p. 133-161
 2002 Hautsch, N.
Hess, D.
156.
Estimating the value of employee stock option portfolios and their sensitivities to price and volatility
Journal of Accounting Research
2002 : JUN, VOL. 40:3, p. 613-630
 2002 Core, J.
Guay, W.
157.
On the statistical significance of event effects on unsystematic volatility
Journal of Financial Research
2002 : WINTER, VOL. 25:4, p. 447-462
 2002 Hilliard, J.E.
Savickas, R.
158.
Cross-Sectional Volatility and Return Dispersion
Financial Analysts' Journal
2002 : SEP-OCT, VOL. 58:5, p. 67-73
 2002 Ankrim, E. M.
Ding, Z.
159.
Stock market volatility, excess returns, and the role of investor sentiment
Journal of Banking and Finance
2002 : DEC, VOL. 26:12, p. 2277-2300
 2002 Lee, W. Y.
Jiang, C. X.
Indro, D. C.
160.
Stock market valuation with real options: lessons from Netscape
European Management Journal
2002 : OCT, VOL. 20:5, p. 512-526
 2002 Buckley, A. (et al.)
161.
Risk-neutral skewness: evidence from stock options
Journal of Financial and Quantitative Analysis
2002 : SEP, VOL. 37:3, p. 471-493
 2002 Dennis, P.
Mayhew, S.
162.
Relative implied-volatility arbitrage with index options
Financial Analysts' Journal
2002 : NOV/DEC, VOL. 58:6, p. 42-55
 2002 Ammann, M.
Herriger, S.
163.
Implied Standard Deviations and Post-earnings Announcement Volatility
Journal of Business Finance and Accounting
2002 : VOL. 29:3-4, p. 429-456
 2002 Acker, D.
164.
Do Speculative Stocks Lower Prices and Increase Volatility of Value Stocks?
Journal of Psychology and Financial Markets
2002 : VOL. 3:2, p. 118-132
 2002 Caginalp, G.
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