PublisherDOIYearVolumeIssuePageTitleAuthor(s)Link
International Journal of Economics and Finance10.5539/ijef.v8n12p1202016812120An Empirical Analysis of the Relationship between Oil Prices and Stock MarketsS. N. Markoulis, N. Neofytouhttp://www.ccsenet.org/journal/index.php/ijef/article/viewFile/63099/34675
Prague Economic Papers10.18267/j.pep.3952011202177-189Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 CountriesBurcu Kiranhttp://pep.vse.cz/doi/10.18267/j.pep.395.pdf
International Review of Financial Analysis10.1016/j.irfa.2015.05.02720154162-73The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefsShu Feng, Yi Zhang, Geoffrey C. Friesenhttps://api.elsevier.com/content/article/PII:S105752191500109X?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S105752191500109X?httpAccept=text/plain
Journal of Empirical Finance10.1016/j.jempfin.2005.03.0012005125650-665The relationship between stock returns and volatility in international stock marketsQi Li, Jian Yang, Cheng Hsiao, Young-Jae Changhttps://api.elsevier.com/content/article/PII:S0927539805000514?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0927539805000514?httpAccept=text/plain
Economic Notes10.1111/ecno.120572016452283-297The Long-run Relationship Between Stock Prices and GDP in SwedenPär Österholmhttps://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fecno.12057, http://onlinelibrary.wiley.com/wol1/doi/10.1111/ecno.12057/fullpdf
Investment Management and Financial Innovations10.21511/imfi.18(4).2021.302021184366-379Market expectation shifts in option-implied volatilities in the US and UK stock markets during the Brexit voteArtem Bielykh, Sergiy Pysarenko, Dong Meng Ren, Oleksandr Kubatkohttps://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/15954/IMFI_2021_04_Bielykh.pdf, https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/15954/IMFI_2021_04_Bielykh.pdf
Journal of Empirical Finance10.1016/j.jempfin.2007.11.0012008154635-655Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option marketReza S. Mahani, Allen M. Poteshmanhttps://api.elsevier.com/content/article/PII:S0927539807001065?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0927539807001065?httpAccept=text/plain
Journal of Commodity Markets10.1016/j.jcomm.2021.100169202124100169Forecasting the dynamic relationship between crude oil and stock prices since the 19th centuryKris Ivanovski, Abebe Hailemariamhttps://api.elsevier.com/content/article/PII:S2405851321000039?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S2405851321000039?httpAccept=text/plain
International Review of Financial Analysis10.1016/j.irfa.2006.09.0022008172396-410Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American marketsBenjamin A. Abugrihttps://api.elsevier.com/content/article/PII:S1057521906000731?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S1057521906000731?httpAccept=text/plain
The Journal of Finance10.1111/j.1540-6261.1976.tb01892.x1976312369-381STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICESHenry A. Latané, Richard J. Rendlemanhttp://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fj.1540-6261.1976.tb01892.x, https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fj.1540-6261.1976.tb01892.x