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Wei Guan
Title
Cited by
Cited by
Year
Forecasting volatility
LH Ederington, W Guan
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005
1662005
Bond market event study methods
L Ederington, W Guan, LZ Yang
Journal of Banking & Finance 58, 281-293, 2015
1202015
Is implied volatility an informationally efficient and effective predictor of future volatility?
LH Ederington, W Guan
Incisive Media Ltd., 2002
1012002
How asymmetric is US stock market volatility?
LH Ederington, W Guan
Journal of Financial Markets 13 (2), 225-248, 2010
992010
Why are those options smiling?
LH Ederington, W Guan
Univ. of Oklahoma Center for Financial Studies Working Paper, 2000
962000
Measuring implied volatility: Is an average better? Which average?
LH Ederington, W Guan
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002
832002
Measuring historical volatility
LH Ederington, W Guan
Journal of Applied Finance 16 (1), 2006
772006
The information frown in option prices
L Ederington, W Guan
Journal of Banking & Finance 29 (6), 1429-1457, 2005
612005
Longer-term time-series volatility forecasts
LH Ederington, W Guan
Journal of Financial and Quantitative Analysis 45 (4), 1055-1076, 2010
362010
Higher order greeks
LH Ederington, W Guan
Available at SSRN 481163, 2003
202003
Dealer spreads in the corporate bond market: Agent vs. market-making roles
LH Ederington, W Guan, PK Yadav
Market-Making Roles (January 4, 2020), 2020
182020
Forecasting volatility
LH Ederington, W Guan
Finance Division, Michael F. Price College of Business, University of …, 1999
181999
The information frown in option prices
LH Ederington, W Guan
Available at SSRN 170650, 1999
161999
Is implied volatility an informationally efficient and effective predictor of future volatility?
LH Ederington, W Guan
Available at SSRN 136689, 1998
141998
The impact of the US employment report on exchange rates
L Ederington, W Guan, LZ Yang
Journal of International Money and Finance 90, 257-267, 2019
112019
Bond market event study methodology
L Ederington, W Guan, ZL Yang
Available at SSRN, 2012
112012
The bias in time series volatility forecasts
LH Ederington, W Guan
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010
92010
The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
LH Ederington, W Guan
Journal of Banking & Finance 37 (9), 3388-3400, 2013
82013
Ethical Fund Volatility and Inconsistency of Investor Sentiment.
GA Patterson, W Guan, H Dong
Journal of Business & Management 28 (1), 2022
12022
The Impact of the Employment Report and Forecasts Thereof on Fixed-Income Markets
L Ederington, W Guan
The Journal of Fixed Income 28 (2), 44-54, 2018
12018
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