Anders Eriksson

Jurnal derivate · 2009

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Anders Eriksson trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Patrick J. Dennis
  2. Stewart Mayhew

Who trusts Anders Eriksson overall

  1. Leif B. G. Andersen

Papers from Anders Eriksson's perspective

Ordered by how strongly the researchers Anders Eriksson trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk-Neutral Skewness: Evidence from Stock Options
  2. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  5. The distribution of realized stock return volatility
  6. Volatility Risk Premiums Embedded in Individual Equity Options
  7. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  8. The Impact of Trades on Daily Volatility
  9. The Quality of ECN and Nasdaq Market Maker Quotes
  10. Trading and Pricing in Upstairs and Downstairs Stock Markets

Their papers