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| The Relationship between Stock and Option Markets: An Empirical Analysis Using Implied Stock Prices |
| Suh Kyong Kim, Chung Hun Hong |
| Korean J Financ Stud. 2004;33(3):95-122. Published online September 30, 2004 |
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An Empirical Analysis of the Relationship between Oil Prices and Stock Markets International Journal of Economics and Finance. 2016;8(12):120  Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries Prague Economic Papers. 2011;20(2):177-189 The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs International Review of Financial Analysis. 2015;41:62-73 The relationship between stock returns and volatility in international stock markets Journal of Empirical Finance. 2005;12(5):650-665 The Long-run Relationship Between Stock Prices and GDP in Sweden Economic Notes. 2016;45(2):283-297 Market expectation shifts in option-implied volatilities in the US and UK stock markets during the Brexit vote Investment Management and Financial Innovations. 2021;18(4):366-379 Is stock return predictability of option-implied skewness affected by the market state? Journal of Futures Markets. 2018;38(9):1024-1042 Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market Journal of Empirical Finance. 2008;15(4):635-655 Forecasting the dynamic relationship between crude oil and stock prices since the 19th century Journal of Commodity Markets. 2021;24:100169 Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets International Review of Financial Analysis. 2008;17(2):396-410 |
