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1. A Theory of Equivalent Expectation Measures for Contingent Claim Returns. (2022). Zhuo, Xiaoyang ; Nawalkha, Sanjay K.
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2. Implied Volatility Duration: A measure for the timing of uncertainty resolution. (2020). Thimme, Julian ; Schlag, Christian ; Weber, Rudiger.
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4. Index options open interest and stock market returns. (2020). Seo, Sung Won ; Byun, Suk Joon ; Kim, Junsik.
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5. Show me the money: Option moneyness concentration and future stock returns. (2020). Csapi, Vivien ; Bergsma, Kelley ; Diavatopoulos, Dean ; Fodor, Andy.
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6. The impact of net buying pressure on VIX option prices. (2020). TSAI, WEI-CHE ; Chuang, Yiwei ; Wu, Minghung.
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7. A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K.
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8. Macro disagreement and international options markets. (2020). Xiong, Xiong ; Lu, Lei ; Li, Huijing ; Theocharides, George.
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9. Volatility-of-volatility and the cross-section of option returns. (2020). Ruan, Xinfeng.
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10. The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Li, Yubin ; Govindaraj, Suresh ; Zhao, Chen.
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12. How do US options traders “smirk” on China? Evidence from FXI options. (2019). Gehricke, Sebastian A ; Zhang, Jine ; Li, Jianhui.
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13. A smiling bear in the equity options market and the cross‐section of stock returns. (2019). Shim, Hyeongsop ; Park, Haehean ; Kim, Baeho.
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16. Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China. (2019). Qiu, QI ; Lung, Peter ; Liu, Dehong ; Hughen, Christopher J.
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18. Belief heterogeneity in the option markets and the cross-section of stock returns. (2019). Zhao, Yanhui ; Borochin, Paul.
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25. Modeling Returns of Stock Indexes through Fractional Brownian Motion Combined with Jump Processes and Modulated by Markov Chains. (2018). Venegas-Martínez, Francisco ; Martinez-Garcia, Miguel Angel ; Carpinteyro, Martha ; Venegas-Martinez, Francisco.
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28. The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market. (2018). Lin, Zih-Ying ; Wang, Yaw-Huei ; Chang, Chuang-Chang.
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29. Directional information effects of options trading: Evidence from the banking industry. (2018). Fung, Scott ; Du, Brian.
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31. Exploring the Persistent Behavior of Financial Markets. (2018). Tsai, Yi-Cheng ; Cheung, William ; Ho, Jan-Ming ; Wu, Chung-Shu ; Wang, Chuan-Ju ; Lei, Chin-Laung.
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41. Stock Illiquidity, option prices, and option returns. (2016). Kanne, Stefan ; Korn, Olaf ; Uhrig-Homburg, Marliese.
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42. Pricing of Catastrophe Risk and the Implied Volatility Smile. (2016). Ben Ammar, Semir.
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43. The incremental information content of innovations in implied idiosyncratic volatility. (2016). Huffman, Stephen P ; Moll, Cliff R.
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44. Is there information leakage prior to share repurchase announcements? Evidence from daily options trading. (2016). Hao, Qing.
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45. The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan. (2016). Su, Xuan-Qi ; Lin, Jun-Biao ; Chen, Chien-Hua.
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46. What is the Expected Return on a Stock?. (2016). Wagner, Christian ; Martin, Ian.
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47. Market risk of BRIC Eurobonds in the financial crisis period. (2015). VORTELINOS, DIMITRIOS ; Lakshmi, Geeta.
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48. Trading breaks and asymmetric information: The option markets. (2015). Kaplanski, Guy ; Levy, Haim.
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49. The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs. (2015). Zhang, YI ; Feng, Shu ; Friesen, Geoffrey C.
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