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Louis H. Ederington · Study
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Author
Louis H. Ederington
35 works
· latest 2015
· 5 institutions
cluster: provisional
ORCID 0000-0002-4617-3631
Works
35 shown
Bond market event study methods
Journal of Banking & Finance
·
2015
·
3 authors
·
Open access
88
citations
Determinants of Trader Profits in Commodity Futures Markets
Review of Financial Studies
·
2012
·
3 authors
·
Open access
79
citations
Longer-Term Time-Series Volatility Forecasts
Journal of Financial and Quantitative Analysis
·
2010
·
2 authors
·
Open access
30
citations
How asymmetric is U.S. stock market volatility?
Journal of Financial Markets
·
2009
·
2 authors
·
Open access
68
citations
Minimum variance hedging when spot price changes are partially predictable
Journal of Banking & Finance
·
2007
·
2 authors
·
Open access
51
citations
Reputation, Certification, Warranties, and Information as Remedies for Seller‐Buyer Information Asymmetries: Lessons from the Online Comic Book Market*
The Journal of Business
·
2006
·
2 authors
188
citations
Forecasting volatility
Journal of Futures Markets
·
2005
·
2 authors
51
citations
Volatility trade design
Journal of Futures Markets
·
2005
·
2 authors
37
citations
The information frown in option prices
Journal of Banking & Finance
·
2004
·
2 authors
40
citations
Reputation, Certification, Warranties, and Information as Remedies for Seller-Buyer Information Asymmetries: Lessons from the On-line Comic Book Market
SSRN Electronic Journal
·
2004
·
2 authors
·
preprint
·
Open access
46
citations
Option Spread and Combination Trading
The Journal of Derivatives
·
2003
·
2 authors
36
citations
Why are Those Options Smiling?
The Journal of Derivatives
·
2002
·
2 authors
56
citations
Measuring implied volatility: Is an average better? Which average?
Journal of Futures Markets
·
2002
·
2 authors
·
Open access
50
citations
Is implied volatility an informationally efficient and effective predictor of future volatility?
The Journal of Risk
·
2002
·
2 authors
·
Open access
84
citations
Who Trades Futures and How: Evidence from the Heating Oil Futures Market
The Journal of Business
·
2002
·
2 authors
·
Open access
144
citations
Is a Convertible Bond Call Really Bad News?
The Journal of Business
·
2001
·
2 authors
·
Open access
37
citations
Intraday Volatility in Interest‐Rate and Foreign‐Exchange Markets: ARCH, Announcement, and Seasonality Effects
Journal of Futures Markets
·
2001
·
2 authors
55
citations
Cross-sectional variation in the stock market reaction to bond rating changes
The Quarterly Review of Economics and Finance
·
1999
·
2 authors
148
citations
Bond Rating Agencies and Stock Analysts: Who Knows What When?
Journal of Financial and Quantitative Analysis
·
1998
·
2 authors
·
Open access
344
citations
To Call or Not to Call Convertible Debt
Financial Management
·
1997
·
3 authors
24
citations
The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility
Journal of Financial and Quantitative Analysis
·
1996
·
2 authors
·
Open access
268
citations
The Short-Run Dynamics of the Price Adjustment to New Information
Journal of Financial and Quantitative Analysis
·
1995
·
2 authors
·
Open access
297
citations
Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?
The Journal of Finance
·
1993
·
2 authors
512
citations
How Markets Process Information: News Releases and Volatility
The Journal of Finance
·
1993
·
2 authors
970
citations
Tax Shields, Sample-Selection Bias, and the Information Content of Conversion-Forcing Bond Calls
The Journal of Finance
·
1991
·
3 authors
74
citations
THE INFORMATIONAL CONTENT OF BOND RATINGS
The Journal of Financial Research
·
1987
·
3 authors
·
Open access
263
citations
Why Split Ratings Occur
Financial Management
·
1986
·
1 author
113
citations
CLASSIFICATION MODELS AND BOND RATINGS
Financial Review
·
1985
·
1 author
193
citations
Taxes, Default Risk, and Yield Spreads
The Journal of Finance
·
1985
·
3 authors
62
citations
The Informational Content of Bond Ratings
National Bureau of Economic Research
·
1984
·
2 authors
·
report
·
Open access
51
citations
Aspects of the Production of Significant Financial Research
The Journal of Finance
·
1979
·
1 author
46
citations
The Hedging Performance of the New Futures Markets
The Journal of Finance
·
1979
·
1 author
1,566
citations
NEGOTIATED VERSUS COMPETITIVE UNDERWRITINGS OF CORPORATE BONDS
The Journal of Finance
·
1976
·
1 author
37
citations
Uncertainty, competition, and costs in corporate bond underwriting
Journal of Financial Economics
·
1975
·
1 author
46
citations
THE YIELD SPREAD ON NEW ISSUES OF CORPORATE BONDS
The Journal of Finance
·
1974
·
1 author
51
citations