Do stock prices and volatility jump? reconciling evidence from spot and option prices
Article Abstract:
The feasibility of diffusion processes to study risks associated with stock price variations, in options and spot market, is examined.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
Forecasts, trends, outlooks, Analysis, Usage, Stocks, Forecasts and trends, Options (Finance), Market trend/market analysis, Stock prices, Diffusion processes, Spot market
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
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Market maker quotation behavior and pretrade transparency
Article Abstract:
Methods to improve stock price competition on the Nasdaq Stock Market are discussed.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
Other Financial Vehicles, Security & commodity services, not elsewhere classified, Stock Quotation Services, Security and Commodity Services, Securities & Commodities Services, Securities, Commodity Contracts, and Other Financial Investments and Related Activities, Labor Distribution by Employer, Statistics, Securities industry, Nasdaq Stock Market Inc.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: United States
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