P. K. Yadav

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it
• Economics and Econometrics — 15 citations into it

Whom P. K. Yadav trusts overall

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

1. Jun Liu
2. Peter P. Carr

Papers from P. K. Yadav's perspective

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

1. A Tale of Two Indices
2. On the Estimation of Security Price Volatilities from Historical Data
3. An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
4. Post-'87 crash fears in the S&P 500 futures option market
5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
6. Empirical Pricing Kernels
7. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
9. Specification Analysis of Affine Term Structure Models
10. Explaining the Rate Spread on Corporate Bonds

Their papers

• The Information Content of Implied Volatilities and Model-Free Volatility Expectations: Evidence from Options Written on Individual Stocks (2010) — 131 citations