Skip to Main Content

Advertisement

Skip Nav Destination

Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options

The Review of Economics and Statistics (2010) 92 (2): 435–451.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
  • Yuanyuan Zhang
  • Qian Zhang
  • Zerong Wang
  • Qi Wang
Journal of Empirical Finance (2024) 77: 101486.
  • Luca Vincenzo Ballestra
  • Enzo D’Innocenzo
  • Andrea Guizzardi
Journal of Financial Econometrics (2024) 22 (2): 375.
  • Grant Richardson
  • Grantley Taylor
  • Mostafa Hasan
Journal of Accounting Literature (2024)
  • Maik Dierkes
  • Fabian Hollstein
  • Marcel Prokopczuk
  • Christoph Matthias Würsig
Journal of Econometrics (2024) 241 (2): 105769.
  • Luca Vincenzo Ballestra
  • Enzo D’Innocenzo
  • Andrea Guizzardi
European Journal of Operational Research (2024) 314 (3): 1185.
  • Jozef Baruník
  • Mattia Bevilacqua
  • Robert Faff
Journal of Economic Dynamics and Control (2024) 159: 104793.
  • Peter Reinhard Hansen
  • Zhuo Huang
  • Chen Tong
  • Tianyi Wang
Journal of Financial Econometrics (2024) 22 (1): 187.
  • Xing Jin
  • Yi Hong
International Review of Financial Analysis (2023) 87: 102606.
  • Konstantinos Gkillas
  • Rangan Gupta
  • Dimitrios I. Vortelinos
Studies in Nonlinear Dynamics & Econometrics (2023) 27 (1): 25.
  • David A. Hirshleifer
  • Dat Mai
  • Kuntara Pukthuanthong
SSRN Electronic Journal (2023)
  • David A. Hirshleifer
  • Dat Mai
  • Kuntara Pukthuanthong
SSRN Electronic Journal (2023)
  • Haowen Tian
  • Gaoliang TIAN
  • Sirui Wu
SSRN Electronic Journal (2023)
  • Lykourgos Alexiou
  • Mattia Bevilacqua
  • Rodrigo Hizmeri
SSRN Electronic Journal (2023)
  • Andrew Carverhill
  • Dan Luo
Journal of Financial Markets (2023) 64: 100786.
  • Fousseni Chabi-Yo
  • Johnathan A. Loudis
Management Science (2023)
  • Yong Ma
  • Li Chen
  • Jianping Lyu
Communications in Statistics - Theory and Methods (2023) 52 (7): 2043.
  • Lerby M. Ergun
International Review of Financial Analysis (2023) 90: 102840.
  • David A. Hirshleifer
  • Dat Mai
  • Kuntara Pukthuanthong
SSRN Electronic Journal (2023)
  • Junyu Zhang
  • Xinfeng Ruan
  • Jin E. Zhang
Journal of Forecasting (2023) 42 (5): 1086.
  • Mattia Bevilacqua
  • Radu Tunaru
  • Davide Vioto
Journal of Financial Markets (2023) 65: 100834.
  • Bei Chen
  • Quan Gan
  • Aurelio Vasquez
Journal of Banking & Finance (2023) 149: 106755.
  • Tim Bollerslev
  • Viktor Todorov
Journal of Financial Economics (2023) 150 (3): 103723.
  • Zhenjiang Gu
  • Louise Yi Lu
  • Yangxin Yu
The British Accounting Review 101265.
  • Riza Demirer
  • Konstantinos Gkillas
  • Rangan Gupta
  • Christian Pierdzioch
Journal of the Operational Research Society (2022) 73 (8): 1755.
  • Geert Bekaert
  • Eric C. Engstrom
  • Nancy R. Xu
Management Science (2022) 68 (6): 3975.
  • Jose E. Gomez-Gonzalez
  • Jorge Hirs-Garzon
  • Jorge M. Uribe
Journal of Commodity Markets (2022) 28: 100258.
  • BJØRN ERAKER
  • AOXIANG YANG
The Journal of Finance (2022) 77 (6): 3289.
  • Pingtao Duan
  • Yuting Liu
  • Zhiming Ma
Communications in Mathematics and Statistics (2022)
  • Zhenzhen Fan
  • Juan M. Londono
  • Xiao Xiao
Journal of Financial Economics (2022) 143 (1): 484.
  • Diego Amaya
  • Jean-François Bégin
  • Geneviève Gauthier
Management Science (2022) 68 (3): 2166.
  • Chun-Sung Huang
  • John G. O'Hara
  • Sure Mataramvura
Applied Mathematics and Computation (2022) 414: 126669.
  • Jungah Yoon
  • Xinfeng Ruan
  • Jin E. Zhang
Journal of Futures Markets (2022) 42 (6): 1002.
  • Sumaira Chamadia
  • Mobeen Ur Rehman
  • Muhammad Kashif
Journal of Asian Business and Economic Studies (2022) 29 (2): 120.
  • Yi Hong
  • Xing Jin
European Journal of Operational Research (2022) 303 (2): 975.
  • Xi Chen
  • Junbo Wang
  • Chunchi Wu
Journal of Financial Markets (2022) 60: 100733.
  • James A. Johnson
  • Marcelo C. Medeiros
  • Bradley S. Paye
Journal of Financial Markets (2022) 60: 100708.
  • Laura Ballotta
  • Grégory Rayée
European Journal of Operational Research (2022) 298 (3): 1145.
  • Irfan Safdar
  • Michael Neel
  • Babatunde Odusami
Review of Quantitative Finance and Accounting (2022) 58 (4): 1709.
  • Liang Tang
  • Yiyang Huang
  • Jiali Liu
  • Xiangyu Wan
Emerging Markets Finance and Trade (2022) 58 (2): 544.
  • Tim Bollerslev
SSRN Electronic Journal (2022)
  • Christian Gouriéroux
  • Alain Monfort
  • Sarah Mouabbi
  • Jean-Paul Renne
Review of Finance (2021) 25 (6): 1727.
  • Kiryoung Lee
  • Yoontae Jeon
  • Eun-Young Nam
International Review of Economics & Finance (2021) 76: 1063.
  • George Chalamandaris
  • Leonidas S. Rompolis
European Financial Management (2021) 27 (1): 147.
  • Konstantinos Gkillas
  • Rangan Gupta
  • Christian Pierdzioch
  • Seong-Min Yoon
Energy Economics (2021) 96: 105096.
  • Christian Ewald
  • Yihan Zou
Journal of Empirical Finance (2021) 64: 37.
Close Modal

or Create an Account

Close Modal
Close Modal