Implied Volatility Changes and Corporate Bond Returns.
Jie CaoAmit GoyalXiao XiaoXintong ZhanPublished in: Manag. Sci. (2023)
Keyphrases
- stock price
- dow jones
- option pricing
- stock market
- financial crisis
- corporate governance
- case study
- knowledge management
- garch model
- stock returns
- stock index futures
- chinese stock market
- financial time series
- stock exchange
- turning points
- end user computing
- neural network
- financial markets
- game theory
- web services
- information systems