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Louis Ederington
Louis Ederington
Verified email at ou.edu
Title
Cited by
Cited by
Year
The hedging performance of the new futures markets
LH Ederington
The journal of finance 34 (1), 157-170, 1979
24881979
How markets process information: News releases and volatility
LH Ederington, JH Lee
The Journal of Finance 48 (4), 1161-1191, 1993
13861993
Is a bond rating downgrade bad news, good news, or no news for stockholders?
JC Goh, LH Ederington
The journal of finance 48 (5), 2001-2008, 1993
8061993
Bond rating agencies and stock analysts: who knows what when?
LH Ederington, JC Goh
Journal of Financial and Quantitative Analysis 33 (4), 569-585, 1998
4951998
The informational content of bond ratings
LH Ederington, JB Yawitz, BE Roberts
Journal of Financial Research 10 (3), 211-226, 1987
4771987
The short-run dynamics of the price adjustment to new information
LH Ederington, JH Lee
Journal of Financial and Quantitative Analysis 30 (1), 117-134, 1995
4271995
Classification models and bond ratings
LH Ederington
Financial review 20 (4), 237-262, 1985
3951985
The creation and resolution of market uncertainty: the impact of information releases on implied volatility
LH Ederington, JH Lee
Journal of Financial and Quantitative Analysis 31 (4), 513-539, 1996
3791996
Reputation, certification, warranties, and information as remedies for seller‐buyer information asymmetries: Lessons from the online comic book market
M Dewally, L Ederington
The Journal of Business 79 (2), 693-729, 2006
3012006
Why split ratings occur
LH Ederington
Financial Management, 37-47, 1986
2271986
Cross-sectional variation in the stock market reaction to bond rating changes
JC Goh, LH Ederington
The Quarterly Review of Economics and Finance 39 (1), 101-112, 1999
2111999
Who trades futures and how: Evidence from the heating oil futures market
L Ederington, JH Lee
The Journal of Business 75 (2), 353-373, 2002
1852002
Forecasting volatility
LH Ederington, W Guan
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005
1752005
The bond rating process
LH Ederington, JB Yawitz
Washington University. Institute of Banking and Financial Markets, 1985
1601985
Bond market event study methods
L Ederington, W Guan, LZ Yang
Journal of Banking & Finance 58, 281-293, 2015
1292015
Tax shields, sample‐selection bias, and the information content of conversion‐forcing bond calls
CJ Campbell, LH Ederington, P Vankudre
The Journal of Finance 46 (4), 1291-1324, 1991
1141991
Taxes, default risk, and yield spreads
JB Yawitz, KJ Maloney, LH Ederington
The Journal of Finance 40 (4), 1127-1140, 1985
1081985
How asymmetric is US stock market volatility?
LH Ederington, W Guan
Journal of Financial Markets 13 (2), 225-248, 2010
1052010
Is implied volatility an informationally efficient and effective predictor of future volatility?
L Ederington, W Guan
Journal of Risk, 2002
1012002
Determinants of trader profits in commodity futures markets
M Dewally, LH Ederington, CS Fernando
The Review of Financial Studies 26 (10), 2648-2683, 2013
982013
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