Trump vs. Paris: The impact of climate policy on US listed oil and gas firm returns and volatility I Diaz-Rainey, SA Gehricke, H Roberts, R Zhang International Review of Financial Analysis 76, 101746, 2021 | 76 | 2021 |
Ten financial actors can accelerate a transition away from fossil fuels T Dordi, SA Gehricke, A Naef, O Weber Environmental Innovation and Societal Transitions 44, 60-78, 2022 | 30 | 2022 |
Modeling vxx SA Gehricke, JE Zhang Journal of Futures Markets 38 (8), 958-976, 2018 | 24 | 2018 |
How do US options traders “smirk” on China? Evidence from FXI options J Li, SA Gehricke, JE Zhang Journal of Futures Markets 39 (11), 1450-1470, 2019 | 19 | 2019 |
The implied volatility smirk in the Chinese equity options market T Yue, SA Gehricke, JE Zhang, Z Pan Pacific-Basin Finance Journal 69, 101624, 2021 | 17 | 2021 |
The implied volatility smirk in the VXX options market SA Gehricke, JE Zhang Applied Economics 52 (8), 769-788, 2020 | 15 | 2020 |
Option traders are concerned about climate risks: ESG ratings and short-term sentiment JM Ford, SA Gehricke, JE Zhang Journal of Behavioral and Experimental Finance 35, 100687, 2022 | 9 | 2022 |
National air pollution and the cross-section of stock returns in China S Kirk-Reeve, SA Gehricke, X Ruan, JE Zhang Journal of Behavioral and Experimental Finance 32, 100572, 2021 | 9 | 2021 |
Doing well while doing good: ESG ratings and corporate bond returns SA Gehricke, X Ruan, JE Zhang Applied Economics 56 (16), 1916-1934, 2024 | 8 | 2024 |
The COVID‐19 risk in the Chinese option market J Li, X Ruan, SA Gehricke, JE Zhang International Review of Finance 22 (2), 346-355, 2022 | 8 | 2022 |
Modeling VXX under jump diffusion with stochastic long‐term mean SA Gehricke, JE Zhang Journal of Futures Markets 40 (10), 1508-1534, 2020 | 8 | 2020 |
The implied volatility smirk in SPY options W Guo, SA Gehricke, X Ruan, JE Zhang Applied economics 53 (23), 2671-2692, 2021 | 7 | 2021 |
How Do Chinese Option-Traders “smirk” on China: Evidence from SSE 50 ETF Options.” T Yue, S Gehricke, JE Zhang, Z Pan Work. Pap, 2019 | 7 | 2019 |
The role of fundamentals and policy in New Zealand's carbon prices L Liao, I Diaz-Rainey, D Kuruppuarachchi, S Gehricke Energy Economics 124, 106737, 2023 | 5 | 2023 |
In holdings we trust: Uncovering the ESG fund lemons L McLean, I Diaz-Rainey, S Gehricke, R Zhang In Holdings We Trust: Uncovering the ESG Fund Lemons: McLean, Lachie| uDiaz …, 2022 | 5 | 2022 |
Tracking performance of VIX futures ETPs SA Gehricke, JE Zhang Journal of Empirical Finance 61, 103-117, 2021 | 2 | 2021 |
Implied volatility smirk in the Australian dollar market CJA Stuart, SA Gehricke, JE Zhang, X Ruan Accounting & Finance 61 (3), 4573-4599, 2021 | 1 | 2021 |
The Chinese Volatility Index and the Volatility Risk Premium T Yue, X Ruan, S Gehricke, JE Zhang | 1 | 2019 |
The volatility index and volatility risk premium in China T Yue, X Ruan, S Gehricke, JE Zhang The Quarterly Review of Economics and Finance 91, 40-55, 2023 | | 2023 |
Term spreads of implied volatility smirk and variance risk premium W Guo, X Ruan, SA Gehricke, JE Zhang Journal of Futures Markets 43 (7), 829-857, 2023 | | 2023 |