search query: @indexterm volatility / total: 330
references: 160-169 / 330
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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.
165.
The Valuation of American Options for a Class of Diffusion Processes
Management Science
2002 : JUL, VOL. 48:7, p. 917-937
 2002 Detemple, J.
Tian, W.
166.
Bond market volatility compared with stock market volatility: Evidence from the UK
Journal of Asset Management
2002 : SEP, VOL. 3:2, p. 101-111
 2002 Johnson, R.
Young, P.
167.
Estimating daily volatility in financial markets utilizing intraday data
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 551-562
 2002 Bollen, B.
Inder, B.
168.
Cross-sectional tests of deterministic volatility functions
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 525-550
 2002 Brandt, M.W.
Wu, T.
169.
The asymmetric relation between initial margin requirements and stock market volatility across bull and bear markets
Review of Financial Studies
2002 : WINTER, VOL. 15:5, p. 1525-1559
 2002 Hardouvelis, G. A.
Theodossiou, P.
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