Implied volatility and future market return

Implied volatility and future market return

Bibliographic Details
Main Authors:	Ping Hsiao, Ming Li
Format:	Article
Language:	English
Published:	LLC "CPC "Business Perspectives" 2010-09-01
Series:	Insurance Markets and Companies
Online Access:	https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3499/IMC_2010_2_Li.pdf

Similar Items

Implied Volatility Spread and Future Returns
by: Yuan-Hao Lee, et al.
Published: (2009)

Quantile Forecasting of Commodity Futures' Returns: Are Implied Volatility Factors Informative?
by: Dorta, Miguel
Published: (2012)

Implied Volatility Skew of ETF Option, Return and Volatility
by: ZHU,YI, et al.
Published: (2019)

Predicting Implied Volatility in the Commodity Futures Options Markets
by: Stephen Ferris, et al.
Published: (2003-02-01)

The relationship between TAIEX return and implied volatility spread in option markets
by: Wen-IChen, et al.
Published: (2016)

The Relationship between Implied Idiosyncratic Volatility and Stock Returns
by: HUANG, MING-CHIH, et al.
Published: (2017)

Investor sentiment and the return-implied volatility relation
by: 張純菁, et al.

Anomalies in the foreign exchange returns and implied volatilities
by: Musayev, Taleh
Published: (2009)

Investor sentiment and the return-implied volatility relation
by: Chang, Chung Ching, et al.

How Well Does Implied Volatility Predict Future Stock Index Returns and Volatility? : A Study of Option-Implied Volatility Derived from OMXS30 Index Options
by: Vikberg, Sara, et al.
Published: (2020)

US Implied Volatility as A predictor of International Returns
by: Mehmet F. Dicle
Published: (2017-12-01)

The Model-Free Implied Volatility-The Empirical Studies on The Implied Volatility of S&P 500 Index Futures Options
by: Chih-Chien Cheng, et al.
Published: (2006)

Stock Returns and Implied Volatility: A New VAR Approach
by: Bong Soo Lee, et al.
Published: (2013-02-01)

Stock Returns and Implied Volatility: A New VAR Approach
by: Bong Soo Lee, et al.
Published: (2012-10-01)

How reliable is implied volatility A comparison between implied and actual volatility on an index at the Nordic Market
by: Kozyreva, Maria
Published: (2007)

The Information Content of Implied Volatility Index for Realied Volatility and Index Return: Evidence from Taiwan Index Option Market
by: Yung-Chin Chiu, et al.
Published: (2008)

A Market Model for Stochastic Implied Volatility and Volatility swap
by: Shu-way chang, et al.
Published: (2006)

[en] STUDY REGARDING THE RELATIONSHIP BETWEEN IMPLIED VOLATILITY INDEX IVOL-BR AND FUTURE RETURNS OF BRAZILIAN STOCK MARKET AND ECONOMIC SECTORS
by: PALOMA VANNI CAINELLI
Published: (2019)

Aspects of stochastic implied volatility in financial markets
by: Babbar, Katia Amrit
Published: (2001)

The Relationship between Implied Volatility and Market Indicators.
by: Jia-Yu Shen, et al.

The Impact of Market Imperfection on the Implied Volatility of TXO
by: Chang Yu-Ching, et al.
Published: (2009)

The Impact of Market Imperfection on the Implied Volatility of TXO
by: Chang Yu-Ching, et al.

The Relationship between the Implied Volatility of Index Option and the Return of Stock Index
by: Chih-Cheng Hsieh, et al.
Published: (2004)

The information content of intraday implied volatilityfor future returns
by: Yao-Jih Yu, et al.
Published: (2010)

ImpliedVolatilityEmpiricalTests
by: Ji-Ming Ho, et al.
Published: (2001)

Does Implied Volatility Predict Realized Volatility? : An Examination of Market Expectations
by: Nilsson, Oscar, et al.
Published: (2014)

The causality relationship between Option Implied Volatility and Stock Market Volatility
by: CHI-HSUAN TING, et al.
Published: (2012)

Option-Implied volatility as a predictor of realized volatility in derivative markets
by: Ramashala, Kennedy Thabiso Ronald
Published: (2013)

Implied Volatility Modelling
by: Zhu, Anyi
Published: (2014)

Implied Volatility Structure in Turbulent and Long-Memory Markets
by: Josselin Garnier, et al.
Published: (2020-04-01)

An Empirical Study of Implied Volatility on Warrant Market in Taiwan
by: Chang, Chih-Neng, et al.
Published: (2013)

Market model of stochastic implied volatility and correlation stress
by: Turkay, Saygun
Published: (2003)

Dynamic Implied Volatility Functions in Taiwan Options Market
by: Chen,Hung Lung, et al.
Published: (2009)

Forecasting Implied Volatility and Pricing Taiwan Option Market
by: Sie, Jia-Yan, et al.
Published: (2004)

Model-implied Jump Variance and Expected Market Return
by: 賴珮萱
Published: (2018)

The Predictive Power of Implied Stochastic Volatility in PHLX Currency Options Market
by: Ming-Hsien Chen, et al.
Published: (2002)

The Information Content of Option-ImpliedVolatility for Realized Volatility
by: Ming-Lin Chuang, et al.
Published: (2008)

Stylized patterns in implied volatility indices and stock market returns: A cross country analysis across developed and emerging markets
by: Jalaj Pathak, et al.
Published: (2020-01-01)

Study on the Cause of the Skew on Implied Volatility of TXO?
by: Hsiao-Yun Huang, et al.
Published: (100)

The impact of the implied volatility index on market liquidity of the Taiwan stock market
by: Chien-I Lee, et al.
Published: (2017)

Cannot write session to /tmp/vufind_sessions/sess_pelrlkieab76gn72uadjmi5fig