The impact of short sale restrictions on informed trading in the stock and options markets
- Creator: Le, Van , Zurbruegg, Ralf
- Resource Type: journal article
- Date: 2016
Forecasting option smile dynamics
- Creator: Le, Van , Zurbruegg, Ralf
- Resource Type: journal article
- Date: 2014
The role of trading volume in volatility forecasting.
- Creator: Le, Van , Zurbruegg, Ralf
- Resource Type: journal article
- Date: 2010
Potential diversification benefits in the presence of unknown structural breaks: an Australian case study
- Creator: Wilson, Patrick J. , Gerlach, Richard , Zurbruegg, Ralf
- Resource Type: journal article
- Date: 2003