Forecasting volatility LH Ederington, W Guan Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 167 | 2005 |
Bond market event study methods L Ederington, W Guan, LZ Yang Journal of Banking & Finance 58, 281-293, 2015 | 120 | 2015 |
Is implied volatility an informationally efficient and effective predictor of future volatility? LH Ederington, W Guan Incisive Media Ltd., 2002 | 102 | 2002 |
How asymmetric is US stock market volatility? LH Ederington, W Guan Journal of Financial Markets 13 (2), 225-248, 2010 | 100 | 2010 |
Why are those options smiling? LH Ederington, W Guan Univ. of Oklahoma Center for Financial Studies Working Paper, 2000 | 96 | 2000 |
Measuring implied volatility: Is an average better? Which average? LH Ederington, W Guan Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002 | 83 | 2002 |
Measuring historical volatility LH Ederington, W Guan Journal of Applied Finance 16 (1), 2006 | 77 | 2006 |
The information frown in option prices L Ederington, W Guan Journal of Banking & Finance 29 (6), 1429-1457, 2005 | 61 | 2005 |
Longer-term time-series volatility forecasts LH Ederington, W Guan Journal of Financial and Quantitative Analysis 45 (4), 1055-1076, 2010 | 36 | 2010 |
Higher order greeks LH Ederington, W Guan Available at SSRN 481163, 2003 | 20 | 2003 |
Dealer spreads in the corporate bond market: Agent vs. market-making roles LH Ederington, W Guan, PK Yadav Market-Making Roles (January 4, 2020), 2020 | 18 | 2020 |
Forecasting volatility LH Ederington, W Guan Finance Division, Michael F. Price College of Business, University of …, 1999 | 18 | 1999 |
The information frown in option prices LH Ederington, W Guan Available at SSRN 170650, 1999 | 16 | 1999 |
Is implied volatility an informationally efficient and effective predictor of future volatility? LH Ederington, W Guan Available at SSRN 136689, 1998 | 14 | 1998 |
The impact of the US employment report on exchange rates L Ederington, W Guan, LZ Yang Journal of International Money and Finance 90, 257-267, 2019 | 12 | 2019 |
Bond market event study methodology L Ederington, W Guan, ZL Yang Available at SSRN, 2012 | 11 | 2012 |
The bias in time series volatility forecasts LH Ederington, W Guan Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010 | 9 | 2010 |
The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium LH Ederington, W Guan Journal of Banking & Finance 37 (9), 3388-3400, 2013 | 8 | 2013 |
Ethical Fund Volatility and Inconsistency of Investor Sentiment. GA Patterson, W Guan, H Dong Journal of Business & Management 28 (1), 2022 | 1 | 2022 |
The Impact of the Employment Report and Forecasts Thereof on Fixed-Income Markets L Ederington, W Guan The Journal of Fixed Income 28 (2), 44-54, 2018 | 1 | 2018 |