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Barbara Ostdiek
AD Scientific Index 2024
Economics & Econometrics / Accounting & Finance
Rice University - Houston / United States
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Barbara Ostdiek's MOST POPULAR ARTICLES
1-)
The economic value of volatility timingJ Fleming, C Kirby, B OstdiekThe Journal of Finance 56 (1), 329-352, 20019152001
2-)
The economic value of volatility timing using “realized” volatilityJ Fleming, C Kirby, B OstdiekJournal of Financial Economics 67 (3), 473-509, 20037512003
3-)
Predicting stock market volatility: A new measureJ Fleming, B Ostdiek, RE WhaleyJournal of Futures Markets 15 (3), 265-302, 19956911995
4-)
Information and volatility linkages in the stock, bond, and money marketsJ Fleming, C Kirby, B OstdiekJournal of financial economics 49 (1), 111-137, 19986941998
5-)
Trading costs and the relative rates of price discovery in stock, futures, and option marketsJ Fleming, B Ostdiek, RE WhaleyThe Journal of Futures Markets (1986-1998) 16 (4), 353, 19966751996
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