Keyphrases
Hedge Funds
100%
Market Liquidity
51%
Volatility
43%
Stochastic Volatility
35%
Mutual Funds
31%
Hedging
29%
Option Price
27%
Credit Default Swaps
26%
Information Content
26%
Option-implied Volatility
26%
S&P 500 Index Options
26%
Liquidity Risk
26%
Implied Volatility Spread
26%
Risk Premium
26%
Liquidity
25%
Option Model
24%
Credit Default Swap Spreads
22%
Liquidity Timing
22%
Stochastic Interest Rate
22%
Market Maker
22%
S&P 500 Options
20%
Option Hedging
20%
Option Pricing
20%
Return Volatility
20%
Price Discovery
20%
Bid-ask Spread
20%
NASDAQ
18%
Option Pricing Model
17%
Hedging Performance
17%
Hedge Fund Returns
17%
Small-cap
16%
Stock Returns
16%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
16%
Shock
15%
Pricing Performance
15%
Option Returns
15%
Underlying Asset
15%
Price Formation
15%
Stock Prices
15%
Liquidity Crisis
15%
Fund Managers
14%
Execution Cost
13%
Market Returns
13%
Order Submission
13%
Order Placement
13%
Limit Order Book Market
13%
Stock Market
13%
Inequality Constraints
13%
Historical Volatility
13%
One-dimensional Diffusion
13%
Economics, Econometrics and Finance
Volatility
90%
Investors
77%
Price
68%
Pricing
57%
Ownership
40%
Stock Exchange
37%
Hedging
34%
Interest Rate
29%
Credit Derivative
26%
Stock Price
26%
Risk Premium
26%
Capital Market Returns
24%
Liquidity
17%
Investment Decision
13%
Stock Index
13%
Insider Trading
13%
Real Estate Sector
13%
Generalized Autoregressive Conditional Heteroskedasticity
13%
Information Value
13%
Arbitrage
13%
Event Study
13%
Efficient Market Hypothesis
13%
Seasoned Equity Offering
13%
Order Processing
13%
Expenditure
13%
Idiosyncratic Volatility
13%
Trading Volume
11%
Institutional Investor
11%
Stochastic Modeling
9%
Speculation
6%
Merger
6%
Earnings Announcement
6%
Financial Economics
6%
Balance Sheet
6%
Informational Efficiency
6%
Bid-Ask Spread
6%
Transaction Costs
6%
