Ausgabe 4/2014
Inhalt (8 Artikel)
Original Research
Volatilities implied by price changes in the S&P 500 options and futures contracts
Jitka Hilliard, Wei Li
Original Research
Price informativeness and institutional ownership: evidence from Japan
Miao Luo, Tao Chen, Isabel K. Yan
Original Research
A simple correction of the WACC discount rate for default risk and bankruptcy costs
Christian Koziol
Original Research
A reduced lattice model for option pricing under regime-switching
Massimo Costabile, Arturo Leccadito, Ivar Massabó, Emilio Russo
Original Research
Measuring investors’ assessment of earnings persistence: do investors see through smoothed earnings?
Zheng Wang
Original Research
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries
George Filis, Ioannis Chatziantoniou
Original Research
Conservatism measures that control for the effects of economic rents on stock returns
Judson A. Caskey, Kyle Peterson