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  1. Published

    Diversifying Macroeconomic Factors — For Better or for Worse

    Amato, L. & Lohre, H., 8/01/2021, 54 p.

    Research output: Working paper

  2. Published

    A descriptive study of high-frequency trade and quote option data

    Andersen, T., Archakov, I., Grund, L., Hautsch, N., Li, Y., Nasekin, S., Nolte, I., Pham, M., Taylor, S. & Todorov, V., 31/01/2021, In: Journal of Financial Econometrics. 19, 1, p. 128-177 50 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    Differences in options investors’ expectations and the cross-section of stock returns

    Andreou, P., Kagkadis, A., Philip, D. & Tuneshev, R., 09/2018, In: Journal of Banking and Finance. 94, p. 315-336 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. Published

    The information content of forward moments

    Andreou, P. C., Kagkadis, A., Philip, D. & Taamouti, A., 1/09/2019, In: Journal of Banking and Finance. 106, p. 527-541 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    Dispersion in options investors' versus analysts' expectations: Predictive inference for stock returns

    Andreou, P. C., Kagkadis, A., Maio, P. & Philip, D., 1/04/2021, In: Critical Finance Review. 10, 1, p. 65-81 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. Published

    Extending quadrature methods to value multi-asset and complex path-dependent options

    Andricopoulos, A. D., Widdicks, M., Newton, D. P. & Duck, P. W., 2007, In: Journal of Financial Economics. 83, 2, p. 471-499 29 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    Universal option pricing using quadrature

    Andricopoulos, A. D., Widdicks, M., Duck, P. W. & Newton, D. P., 2003, In: Journal of Financial Economics. 67, 3, p. 447-471 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    Curtailing the range for lattice and grid methods

    Andricopoulos, A. D., Widdicks, M., Duck, P. W. & Newton, D. P., 2004, In: Journal of Derivatives. 11, 4, p. 55-61 7 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. Published

    The realized volatility of FTSE-100 futures prices

    Areal, N. M. P. C. & Taylor, S. J., 2002, In: Journal of Futures Markets. 22, 7, p. 627-648 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    Macroeconomic risks and characteristic-based factor models.

    Aretz, K., Bartram, S. & Pope, P., 2010, In: Journal of Banking and Finance. 34, 6, p. 1383-1399 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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