The effect of bond plus equity warrant issues on underlying asset volatility: an empirical analysis with conditional and unconditional volatility measures

By Becchetti Leonardo  

Applied Financial Economics, Vol. 6, Iss. 4, 1996-08 ,pp. : 327-335

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Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents

By Blair Bevan   Poon Ser-Huang   Taylor Stephen J.  

Applied Financial Economics, Vol. 12, Iss. 5, 2002-05 ,pp. : 319-329

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Have leveraged and traditional ETFs impacted the volatility of real estate stock prices?

By Curcio Richard J.   Anderson Randy I.   Guirguis Hany   Boney Vaneesha  

Applied Financial Economics, Vol. 22, Iss. 9, 2012-05 ,pp. : 709-722

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The effect of derivatives trading on volatility of the underlying asset: evidence from the Greek stock market

By Drimbetas Evangelos   Sariannidis Nikolaos   Porfiris Nicos  

Applied Financial Economics, Vol. 17, Iss. 2, 2007-01 ,pp. : 139-148

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Pricing Taiwan option market with GARCH and stochastic volatility

By Huang Hung-Hsi   Wang Ching-Ping   Chen Shiau-Hung  

Applied Financial Economics, Vol. 21, Iss. 10, 2011-05 ,pp. : 747-754

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