| 1 | The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market | 1572 |
| 2 | Implied transaction costs by leland option pricing models: A new approach and empirical evidence | 1545 |
| 3 | Trading frequency and implied transaction costs of options: evidence from the Australian index option market | 1488 |
| 4 | Implied transaction costs by Leland option pricing model: a new approach and empirical evidence | 1451 |
| 5 | Minimal spanning tree for 100 companies in Bursa Malaysia | 1325 |
| 6 | An investigation of implied volatility during financial crisis: evidence from Australian index options | 1239 |
| 7 | Estimation of transaction costs on Bursa Malaysia = Anggaran kos urus niaga di Bursa Malaysia | 1234 |
| 8 | Implied adjusted volatility by leland option pricing models: evidence from Australian index options | 1213 |
| 9 | Implied adjusted volatility by leland option pricing models: evidence from Australian index options | 1209 |
| 10 | Implied adjusted volatility functions: empirical evidence from Australian index option market
| 1167 |
| 11 | The development of a risk-neutral density estimation method | 1096 |
| 12 | Implied adjusted volatility functions: Empirical evidence from Australian index option market | 1040 |
| 13 | A new approach to estimate transaction costs: an empirical evidence | 995 |
| 14 | Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis | 990 |
| 15 | Minimal spanning tree for 100 companies in Bursa Malaysia | 960 |
| 16 | Comparison of volatility function technique for risk-neutral densities estimation. | 906 |
| 17 | The development of a risk-neutral density estimation method | 906 |
| 18 | Estimation of option-implied risk-neutral into real-world density by using calibration function | 861 |
| 19 | An investigation of implied volatility during financial crisis: Evidence from Australian index options | 857 |
| 20 | Asset allocation using option-implied moments | 842 |
| 21 | Empirical estimation of risk-neutral density from option prices | 840 |
| 22 | Comparison of volatility function technique for risk-neutral densities estimation | 794 |
| 23 | Empirical performance of interpolation techniques in risk-neutral density (RND) estimation | 775 |
| 24 | Estimation of option-implied risk-neutral into real-world density by using calibration function | 721 |
| 25 | Evaluation on the financial performance of the companies in Malaysia with Zmijewski model | 459 |
| 26 | A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia | 453 |
| 27 | The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree | 442 |
| 28 | A network analysis of the stock market in Malaysia, Singapore and Indonesia | 408 |
| 29 | Empirical performance of a model-free volatility against the different option strike size discreteness | 384 |
| 30 | The performance of higher moments estimators: an empirical study | 371 |
