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1an2014joint | 2014 The Journal of Finance v69(5) p2279-2337 10.1111/jofi.12181 | The Joint Cross Section of Stocks and Options | AN,ANG,BALI,CAKICI2an2014joint | 2020 Quantitative Finance v20(12) p2025-2036 10.1080/14697688.2020.1814018 | Volatility information difference between CDS, options, and | Guo,Shi,Xu3andersen2003modeling | 2003 Econometrica v71(2) p579-625 10.1111/1468-0262.00418 | Modeling and Forecasting Realized Volatility | Andersen,Bollerslev,Diebold,Labys4andersen2003modeling | 2009 Econometrica v77(1) p283-306 10.3982/ecta5971 | Bootstrapping Realized Volatility | 5bekaert2014asymmetric | 2014 Journal of Econometrics v183(2) p181-192 10.1016/j.jeconom.2014.05.008 | The VIX, the variance premium and stock market volatility | Bekaert,Hoerova6bekaert2014asymmetric | 2021 Journal of Econometrics v220(2) p366-398 10.1016/j.jeconom.2020.04.006 | Predicting the VIX and the volatility risk premium: The role | Andreou,Ghysels7bollerslev2009expected | 2009 Review of Financial Studies v22(11) p4463-4492 10.1093/rfs/hhp008 | Expected Stock Returns and Variance Risk Premia | Bollerslev,Tauchen,Zhou8bollerslev2009expected | 2017 Journal of Financial Markets v34(None) p95-117 10.1016/j.finmar.2016.06.001 | Expected stock returns and forward variance | Luo,Zhang9buss2012more | 2012 Review of Financial Studies v25(10) p3113-3140 10.1093/rfs/hhs087 | Measuring Equity Risk with Option-implied Correlations | Buss,Vilkov10buss2012more | 1997 Financial Review v32(1) p107-124 10.1111/j.1540-6288.1997.tb00417.x | Implied Risk Aversion Parameter from Option Prices | Bartunek,Chowdhury11driessen2009price | 2009 The Journal of Finance v64(3) p1377-1406 10.1111/j.1540-6261.2009.01467.x | The Price of Correlation Risk: Evidence from Equity Options | DRIESSEN,MAENHOUT,VILKOV12driessen2009price | 2014 China Finance Review International v4(4) p343-359 10.1108/cfri-01-2014-0002 | The price of correlation risk: evidence from Chinese stock m | Deng,Liu,Zheng13ge2016informed | 2016 Journal of Financial Economics v120(3) p601-622 10.1016/j.jfineco.2015.08.019 | Why does the option to stock volume ratio predict stock retu | Ge,Lin,Pearson14ge2016informed | 2025 Journal of Financial Economics v172(None) p104153 10.1016/j.jfineco.2025.104153 | Why does options market information predict stock returns? | Muravyev,Pearson,Pollet15gu2020empirical | 2020 The Review of Financial Studies v33(5) p2223-2273 10.1093/rfs/hhaa009 | Empirical Asset Pricing via Machine Learning | Gu,Kelly,Xiu16gu2020empirical | 2025 European Financial Management v32(3) p816-833 10.1111/eufm.70033 | Empirical Asset Pricing via Machine Learning: The Role of Re | Lalwani,Meshram,Jindal17ni2005clustering | 2005 Journal of Financial Economics v78(1) p49-87 10.1016/j.jfineco.2004.08.005 | Stock price clustering on option expiration dates | XIAOYANNI,PEARSON,POTESHMAN18ni2005clustering | 1981 Financial Management v10(3) p75 10.2307/3665051 | Price Behavior of Corporate Equities near Option Expiration | Officer,Trennepohl19ni2021pervasive | 2020 The Review of Financial Studies v34(4) p1952-1986 10.1093/rfs/hhaa082 | Does Option Trading Have a Pervasive Impact on Underlying St | Ni,Pearson,Poteshman,White20ni2021pervasive | 1977 Financial Review v12(3) p35-35 10.1111/j.1540-6288.1977.tb01964.x | THE IMPACT OF OPTION TRADING UPON THE PRICE OF THE UNDERLYIN | Grier,Katz21pan2006information | 2006 Review of Financial Studies v19(3) p871-908 10.1093/rfs/hhj024 | The Information in Option Volume for Future Stock Prices | Pan,Poteshman22pan2006information | 2021 The Review of Financial Studies v35(3) p1348-1393 10.1093/rfs/hhab051 | Stock Return Extrapolation, Option Prices, and Variance Risk | Atmaz23petersen2009estimating | 2008 Review of Financial Studies v22(1) p435-480 10.1093/rfs/hhn053 | Estimating Standard Errors in Finance Panel Data Sets: Compa | Petersen24petersen2009estimating | 2015 OPEC Energy Review v39(1) p53-76 10.1111/opec.12040 | Dynamic panel data approaches for estimating oil demand elas | Javan,Zahran25stilger2017puzzle | 2017 Management Science v63(6) p1814-1834 10.1287/mnsc.2015.2379 | What Does Risk-Neutral Skewness Tell Us About Future Stock R | Stilger,Kostakis,Poon26stilger2017puzzle | 2024 Frontiers in Arachnid Science v3(None) pNone 10.3389/frchs.2024.1445731 | What does the history of Theraphosidae systematics tell us a | Briggs,Hamilton27xing2010does | 2010 Journal of Financial and Quantitative v45(3) p641-662 10.1017/s0022109010000220 | What Does the Individual Option Volatility Smirk Tell Us Abo | Xing,Zhang,Zhao28xing2010does | 2017 Journal of Financial and Quantitative v52(6) p2727-2754 10.1017/s002210901700076x | Equity Volatility Term Structures and the Cross Section of O | Vasquez29diebold1995comparing | 1995 Journal of Business & Economic Sta v13(3) p253-263 10.1080/07350015.1995.10524599 | Comparing Predictive Accuracy | Diebold,Mariano30diebold1995comparing | 2002 Journal of Business & Economic Sta v20(1) p134-144 10.1198/073500102753410444 | Comparing Predictive Accuracy | Diebold,Mariano31bakshi2003stock | 2003 Review of Financial Studies v16(1) p101-143 10.1093/rfs/16.1.0101 | Stock Return Characteristics, Skew Laws, and the Differentia | Bakshi,Kapadia,Madan32bakshi2003stock | 2021 Indonesian Financial Review v1(1) p18-32 10.55538/ifr.v1i1.3 | Effect of Return on Equity and Debt to Equity Ratio to Stock | Lubis,Nur Alfiyah33conrad2013exante | 2013 The Journal of Finance v68(1) p85-124 10.1111/j.1540-6261.2012.01795.x | Ex Ante Skewness and Expected Stock Returns | CONRAD,DITTMAR,GHYSELS34conrad2013exante | 2023 Applied Finance Letters v11(None) p135-145 10.24135/afl.v11i.534 | EX ANTE PREDICTABILITY OF STOCK RETURNS IN A FRONTIER MARKET | Nguyen35martin2019expected | 2019 The Journal of Finance v74(4) p1887-1929 10.1111/jofi.12778 | What Is the Expected Return on a Stock? | MARTIN,WAGNER36martin2019expected | 2019 Journal of Mathematical Finance v09(03) p368-387 10.4236/jmf.2019.93021 | The Impact of Stock Names on the Expected Stock Return | Song,Li37bali2009volatility | 2009 Management Science v55(11) p1797-1812 10.1287/mnsc.1090.1063 | Volatility Spreads and Expected Stock Returns | Bali,Hovakimian38bali2009volatility | 2013 Financial Management v42(3) p517-536 10.1111/fima.12019 | Idiosyncratic Volatility Covariance and Expected Stock Retur | Peterson,Smedema39hansen2005forecast | 2005 Journal of Applied Econometrics v20(7) p873-889 10.1002/jae.800 | A forecast comparison of volatility models: does anything be | Hansen,Lunde40hansen2005forecast | 2026 Econometrics v30(1) p21-40 10.15611/eada.2026.1.02 | Comparison of Symmetrical, Asymmetrical, and Logarithmic Mod | Suwondo,Hung,Prihantono,Renaldi41patton2011volatility | 2011 Journal of Econometrics v160(1) p246-256 10.1016/j.jeconom.2010.03.034 | Volatility forecast comparison using imperfect volatility pr | Patton42patton2011volatility | 2024 Journal of Econometrics v239(2) p105633 10.1016/j.jeconom.2023.105633 | Volatility prediction comparison via robust volatility proxi | Wang,An,Zhu43novymarx2016taxonomy | 2015 Review of Financial Studies v29(1) p104-147 10.1093/rfs/hhv063 | A Taxonomy of Anomalies and Their Trading Costs | Novy-Marx,Velikov44novymarx2016taxonomy | 2011 Review of Financial Studies v25(2) p557-598 10.1093/rfs/hhr110 | Performance of Institutional Trading Desks: An Analysis of P | Anand,Irvine,Puckett,Venkataraman45andersen2001distribution | 2001 Journal of Financial Economics v61(1) p43-76 10.1016/s0304-405x(01)00055-1 | The distribution of realized stock return volatility | Andersen46andersen2001distribution | 2013 Applied Financial Economics v23(1) p57-69 10.1080/09603107.2012.707769 | Realized volatility forecasting: empirical evidence from sto | Xiao47chordia2020anomalies | 2020 The Review of Financial Studies v33(5) p2134-2179 10.1093/rfs/hhaa018 | Anomalies and False Rejections | Chordia,Goyal,Saretto48chordia2020anomalies | 2001 Review of Financial Studies v14(4) p905-942 10.1093/rfs/14.4.905 | Assessing Asset Pricing Anomalies | Brennan,Xia49baltussen2021hedging | 2021 Journal of Financial Economics v142(1) p377-403 10.1016/j.jfineco.2021.04.029 | Hedging demand and market intraday momentum | Baltussen,Da,Lammers,Martens50baltussen2021hedging | 2018 Journal of Financial Economics v129(2) p394-414 10.1016/j.jfineco.2018.05.009 | Market intraday momentum | Gao,Han,Zhengzi Li,Zhou51bali2013riskneutral | 2013 Journal of Financial and Quantitative v48(4) p1145-1171 10.1017/s0022109013000410 | Does Risk-Neutral Skewness Predict the Cross-Section of Equi | Bali,Murray52bali2013riskneutral | 2020 Journal of Financial and Quantitative v56(5) p1713-1737 10.1017/s0022109020000551 | Risk-Neutral Skewness, Informed Trading, and the Cross Secti | Chordia,Lin,Xiang53mclean2016does | 2016 The Journal of Finance v71(1) p5-32 10.1111/jofi.12365 | Does Academic Research Destroy Stock Return Predictability? | MCLEAN,PONTIFF54mclean2016does | 2018 Finance Research Letters v25(None) p259-265 10.1016/j.frl.2017.11.002 | Another look at anchoring and stock return predictability | Bhootra55hansen2011model | 2011 Econometrica v79(2) p453-497 10.3982/ecta5771 | The Model Confidence Set | 56hansen2011model | 1999 Econometrica v67(3) p629-637 10.1111/1468-0262.00039 | Conventional Confidence Intervals for Points on Spectrum hav | Faust57clark2007approximately | 2007 Journal of Econometrics v138(1) p291-311 10.1016/j.jeconom.2006.05.023 | Approximately normal tests for equal predictive accuracy in | Clark,West58clark2007approximately | 2001 Journal of Econometrics v105(1) p85-110 10.1016/s0304-4076(01)00071-9 | Tests of equal forecast accuracy and encompassing for nested | Clark,McCracken59buraschi2014when | 2014 The Journal of Finance v69(1) p101-137 10.1111/jofi.12095 | When Uncertainty Blows in the Orchard: Comovement and Equili | BURASCHI,TROJANI,VEDOLIN60buraschi2014when | 2026 Finance Research Open v2(1) p100078 10.1016/j.finr.2025.100078 | A reminder that, in first-best equilibria, risk premia are n | Obrimah61ni2008volatility | 2008 The Journal of Finance v63(3) p1059-1091 10.1111/j.1540-6261.2008.01352.x | Volatility Information Trading in the Option Market | NI,PAN,POTESHMAN62ni2008volatility | 2017 Journal of Banking & Finance v76(None) p65-73 10.1016/j.jbankfin.2016.11.027 | Insider trading, stock return volatility, and the option mar | Chiang,Chung,Louis63vasquez2017equity | 2017 Journal of Financial and Quantitative v52(6) p2727-2754 10.1017/s002210901700076x | Equity Volatility Term Structures and the Cross Section of O | Vasquez64vasquez2017equity | 2022 Journal of Financial and Quantitative v57(6) p2385-2411 10.1017/s0022109022000333 | The Pricing of Volatility and Jump Risks in the Cross-Sectio | Hu,Liu65bollerslev2011tails | 2011 The Journal of Finance v66(6) p2165-2211 10.1111/j.1540-6261.2011.01695.x | Tails, Fears, and Risk Premia | BOLLERSLEV,TODOROV66bollerslev2011tails | 2008 Multinational Finance Journal v12(3/4) p185-204 10.17578/12-3/4-2 | Conditional Risk Premia in International Government Bond Mar | ,Miffre67hansen2005forecast_b | 2005 Journal of Applied Econometrics v20(7) p873-889 10.1002/jae.800 | A forecast comparison of volatility models: does anything be | Hansen,Lunde68hansen2005forecast_b | 2015 Journal of Econometrics v187(1) p293-311 10.1016/j.jeconom.2015.02.008 | Does anything beat 5-minute RV? A comparison of realized mea | Liu,Patton,Sheppard69