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1{2 "an2014joint": {3 "title": "The joint cross section of stocks and options",4 "container": "Journal of Finance",5 "hits": [6 {7 "doi": "10.1111/jofi.12181",8 "title": "The Joint Cross Section of Stocks and Options",9 "container": "The Journal of Finance",10 "year": 2014,11 "volume": "69",12 "issue": "5",13 "page": "2279-2337",14 "authors": [15 "AN",16 "ANG",17 "BALI",18 "CAKICI"19 ]20 },21 {22 "doi": "10.1080/14697688.2020.1814018",23 "title": "Volatility information difference between CDS, options, and the cross section of options returns",24 "container": "Quantitative Finance",25 "year": 2020,26 "volume": "20",27 "issue": "12",28 "page": "2025-2036",29 "authors": [30 "Guo",31 "Shi",32 "Xu"33 ]34 },35 {36 "doi": "10.1016/j.frl.2023.103684",37 "title": "The COVID-19 risk in the cross-section of equity options",38 "container": "Finance Research Letters",39 "year": 2023,40 "volume": "53",41 "issue": null,42 "page": "103684",43 "authors": [44 "Jitsawatpaiboon",45 "Ruan"46 ]47 },48 {49 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"10.1016/j.jeconom.2020.04.006",136 "title": "Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors",137 "container": "Journal of Econometrics",138 "year": 2021,139 "volume": "220",140 "issue": "2",141 "page": "366-398",142 "authors": [143 "Andreou",144 "Ghysels"145 ]146 },147 {148 "doi": "10.1093/jjfinec/nby008",149 "title": "The VIX, the Variance Premium, and Expected Returns*",150 "container": "Journal of Financial Econometrics",151 "year": 2018,152 "volume": "17",153 "issue": "4",154 "page": "517-558",155 "authors": [156 "Osterrieder",157 "Ventosa-Santaul\u00e0ria",158 "Vera-Vald\u00e9s"159 ]160 },161 {162 "doi": "10.1093/jjfinec/nbac033",163 "title": "Realized GARCH, CBOE VIX, and the Volatility Risk Premium",164 "container": "Journal of Financial Econometrics",165 "year": 2022,166 "volume": "22",167 "issue": "1",168 "page": "187-223",169 "authors": [170 "Hansen",171 "Huang",172 "Tong",173 "Wang"174 ]175 }176 ]177 },178 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[218 "Koski"219 ]220 },221 {222 "doi": "10.2307/3666130",223 "title": "Biases in Arithmetic and Geometric Averages as Estimates of Long-Run Expected Returns and Risk Premia",224 "container": "Financial Management",225 "year": 1997,226 "volume": "26",227 "issue": "4",228 "page": "81",229 "authors": [230 "Indro",231 "Lee"232 ]233 }234 ]235 },236 "buss2012more": {237 "title": "Measuring equity risk with option-implied correlations",238 "container": "Review of Financial Studies",239 "hits": [240 {241 "doi": "10.1093/rfs/hhs087",242 "title": "Measuring Equity Risk with Option-implied Correlations",243 "container": "Review of Financial Studies",244 "year": 2012,245 "volume": "25",246 "issue": "10",247 "page": "3113-3140",248 "authors": [249 "Buss",250 "Vilkov"251 ]252 },253 {254 "doi": "10.1111/j.1540-6288.1997.tb00417.x",255 "title": "Implied Risk Aversion Parameter from Option Prices",256 "container": "Financial Review",257 "year": 1997,258 "volume": "32",259 "issue": "1",260 "page": "107-124",261 "authors": [262 "Bartunek",263 "Chowdhury"264 ]265 },266 {267 "doi": "10.21511/imfi.23(2).2026.28",268 "title": "Equity option implied volatility skew as a substitute credit risk signal: Evidence from negative rating announcements in India, 2024\u20132025",269 "container": "Investment Management and Financial Innovations",270 "year": 2026,271 "volume": "23",272 "issue": "2",273 "page": "379-388",274 "authors": [275 "Chandra Shukla",276 "Khatwani",277 "Kumar Mitra",278 "Agrawal",279 "Mistry"280 ]281 },282 {283 "doi": "10.2469/faj.v72.n6.2",284 "title": "Option-Implied Equity Risk and the Cross Section of Stock Returns",285 "container": "Financial Analysts Journal",286 "year": 2016,287 "volume": "72",288 "issue": "6",289 "page": "42-55",290 "authors": [291 "Chen",292 "Chung",293 "Tsai"294 ]295 }296 ]297 },298 "driessen2009price": {299 "title": "The price of correlation risk evidence from equity options",300 "container": "Journal of Finance",301 "hits": [302 {303 "doi": 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{346 "doi": "10.1108/jrf-07-2022-0174",347 "title": "The price reaction and investment exposure of equity funds: evidence from the Russia\u2013Ukraine military conflict",348 "container": "The Journal of Risk Finance",349 "year": 2022,350 "volume": "23",351 "issue": "5",352 "page": "669-676",353 "authors": [354 "Yarovaya",355 "Mirza"356 ]357 }358 ]359 },360 "ge2016informed": {361 "title": "Why does the option to stock volume ratio predict stock returns",362 "container": "Journal of Financial Economics",363 "hits": [364 {365 "doi": "10.1016/j.jfineco.2015.08.019",366 "title": "Why does the option to stock volume ratio predict stock returns?",367 "container": "Journal of Financial Economics",368 "year": 2016,369 "volume": "120",370 "issue": "3",371 "page": "601-622",372 "authors": [373 "Ge",374 "Lin",375 "Pearson"376 ]377 },378 {379 "doi": "10.1016/j.jfineco.2025.104153",380 "title": "Why does options market information predict stock returns?",381 "container": "Journal of Financial 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Review of Financial Studies",427 "year": 2020,428 "volume": "33",429 "issue": "5",430 "page": "2223-2273",431 "authors": [432 "Gu",433 "Kelly",434 "Xiu"435 ]436 },437 {438 "doi": "10.1111/eufm.70033",439 "title": "Empirical Asset Pricing via Machine Learning: The Role of Research Design Choices",440 "container": "European Financial Management",441 "year": 2025,442 "volume": "32",443 "issue": "3",444 "page": "816-833",445 "authors": [446 "Lalwani",447 "Meshram",448 "Jindal"449 ]450 },451 {452 "doi": "10.1007/s11408-019-00326-3",453 "title": "Machine learning in empirical asset pricing",454 "container": "Financial Markets and Portfolio Management",455 "year": 2019,456 "volume": "33",457 "issue": "1",458 "page": "93-104",459 "authors": [460 "Weigand"461 ]462 },463 {464 "doi": "10.1080/0015198x.2026.2621646",465 "title": "Rethinking Variable Importance in Machine Learning: An Economic Perspective on Empirical Asset Pricing",466 "container": "Financial Analysts Journal",467 "year": 2026,468 "volume": "82",469 "issue": "2",470 "page": "92-135",471 "authors": [472 "Jo",473 "Kim"474 ]475 }476 ]477 },478 "ni2005clustering": {479 "title": "Stock price clustering on option expiration dates",480 "container": "Journal of Financial Economics",481 "hits": [482 {483 "doi": "10.1016/j.jfineco.2004.08.005",484 "title": "Stock price clustering on option expiration dates",485 "container": "Journal of Financial Economics",486 "year": 2005,487 "volume": "78",488 "issue": "1",489 "page": "49-87",490 "authors": [491 "XIAOYANNI",492 "PEARSON",493 "POTESHMAN"494 ]495 },496 {497 "doi": "10.2307/3665051",498 "title": "Price Behavior of Corporate Equities near Option Expiration Dates",499 "container": "Financial Management",500 "year": 1981,501 "volume": "10",502 "issue": "3",503 "page": "75",504 "authors": [505 "Officer",506 "Trennepohl"507 ]508 },509 {510 "doi": "10.1016/j.jfineco.2005.12.003",511 "title": "Does backdating explain the stock price pattern around executive stock option grants?",512 "container": "Journal of Financial Economics",513 "year": 2007,514 "volume": "83",515 "issue": "2",516 "page": "271-295",517 "authors": [518 "Heron",519 "Lie"520 ]521 },522 {523 "doi": "10.1016/j.jfineco.2013.12.004",524 "title": "Does option trading convey stock price information?",525 "container": "Journal of Financial Economics",526 "year": 2014,527 "volume": "111",528 "issue": "3",529 "page": "625-645",530 "authors": [531 "Hu"532 ]533 }534 ]535 },536 "ni2021pervasive": {537 "title": "Does option trading have a pervasive impact on underlying stock prices",538 "container": "Review of Financial Studies",539 "hits": [540 {541 "doi": "10.1093/rfs/hhaa082",542 "title": "Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?",543 "container": "The Review of Financial Studies",544 "year": 2020,545 "volume": "34",546 "issue": "4",547 "page": "1952-1986",548 "authors": [549 "Ni",550 "Pearson",551 "Poteshman",552 "White"553 ]554 },555 {556 "doi": 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IMPLICATIONS FOR RESEARCH",641 "container": "Financial Review",642 "year": 1982,643 "volume": "17",644 "issue": "2",645 "page": "67-67",646 "authors": [647 "Eckardt",648 "Bagamery"649 ]650 }651 ]652 },653 "petersen2009estimating": {654 "title": "Estimating standard errors in finance panel data sets comparing approaches",655 "container": "Review of Financial Studies",656 "hits": [657 {658 "doi": "10.1093/rfs/hhn053",659 "title": "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches",660 "container": "Review of Financial Studies",661 "year": 2008,662 "volume": "22",663 "issue": "1",664 "page": "435-480",665 "authors": [666 "Petersen"667 ]668 },669 {670 "doi": "10.1111/opec.12040",671 "title": "Dynamic panel data approaches for estimating oil demand elasticity",672 "container": "OPEC Energy Review",673 "year": 2015,674 "volume": "39",675 "issue": "1",676 "page": "53-76",677 "authors": [678 "Javan",679 "Zahran"680 ]681 },682 {683 "doi": "10.1007/s10649-025-10387-z",684 "title": "Understanding student errors in comparing data sets with boxplots",685 "container": "Educational Studies in Mathematics",686 "year": 2025,687 "volume": "120",688 "issue": "1",689 "page": "169-193",690 "authors": [691 "Abt",692 "Loibl",693 "Leuders",694 "Van Dooren",695 "Reinhold"696 ]697 },698 {699 "doi": "10.3390/ijfs13030129",700 "title": "Digital Finance, New Quality Productive Forces, and Government Environmental Governance: Empirical Evidence from Chinese Provincial Panel Data",701 "container": "International Journal of Financial Studies",702 "year": 2025,703 "volume": "13",704 "issue": "3",705 "page": "129",706 "authors": [707 "Xu",708 "Zhang"709 ]710 }711 ]712 },713 "stilger2017puzzle": {714 "title": "What does risk-neutral skewness tell us about future stock returns",715 "container": "Management Science",716 "hits": [717 {718 "doi": "10.1287/mnsc.2015.2379",719 "title": "What Does Risk-Neutral Skewness Tell Us About Future Stock 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Some Empirical Evidence from US Dollar and Global Stock Returns (2000\u20132023)",759 "container": "Journal of Risk and Financial Management",760 "year": 2024,761 "volume": "17",762 "issue": "4",763 "page": "167",764 "authors": [765 "Tronzano"766 ]767 }768 ]769 },770 "xing2010does": {771 "title": "What does the individual option volatility smirk tell us about future equity returns",772 "container": "Journal of Financial and Quantitative Analysis",773 "hits": [774 {775 "doi": "10.1017/s0022109010000220",776 "title": "What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?",777 "container": "Journal of Financial and Quantitative Analysis",778 "year": 2010,779 "volume": "45",780 "issue": "3",781 "page": "641-662",782 "authors": [783 "Xing",784 "Zhang",785 "Zhao"786 ]787 },788 {789 "doi": "10.1017/s002210901700076x",790 "title": "Equity Volatility Term Structures and the Cross Section of Option Returns",791 "container": "Journal of Financial and Quantitative 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