Items where Author is "Yadav, P. K."
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Number of items: 2.
Taylor, S. J. and Yadav, P. K. and Zhang, Yuanyuan (2010) The information content of implied volatilities and model-free volatility expectations: evidence from options written on individual stocks. Journal of Banking and Finance, 34. pp. 871-881. ISSN 0378-4266
Taylor, S. J. and Yadav, P. K. and Zhang, Yuanyuan (2009) Cross-sectional analysis of risk-neutral skewness. Journal of Derivatives, 16 (4). pp. 38-52. ISSN 1074-1240