每篇文献10个币，在一般的数据库都能找到的，我这不能下载。多谢各位了。
Bakshi, G., C. Cao, and Z. Chen, 1997, Empirical performance of alternative option
pricing models, Journal of Finance 52, 2003-2049.
Bakshi, G., N. Kapadia, 2003, Delta-hedged gains and the negative market volatility
risk premium, Review of Financial Studies 16, 527-566.
Bates, D., 1996, Jumps and stochastic volatility: Exchange rate processes implicit in
Deutsche Mark options, Review of Financial Studies 9, 69-108.
Coval, J. and T. Shumway, 2001, Expected option returns, Journal of Finance 56,
983-1009.
Pan, J., 2002, The jump-risk premia implicit in options: Evidence from an integrated
time-series study, Journal of Financial Economics 63, 3-50.
Santa-Clara, P. and S. Yan, 2010, Crashes, volatility, and the equity premium: Lesson
from S&P 500 options, Review of Economics and Statistics 92, 435-451.
Topic 2: Recovering Risk-neutral Densities from Option Prices
Birru, J. and S. Figlewski, 2010, Anatomy of a meltdown: The risk neutral density
from the S&P 500 in the fall of 2008, Working paper, University of New York
Bliss, R. and N. Panigirtzoglou, 2002, Testing the stability of implied probability
density functions, Journal of Banking and Finance 26, 381-422.
Jackwerth, J. and M. Rubinstein, 1996, Recovering probability distributions from
option prices, Journal of Finance 51, 1611-1631.
Jondeau, E. and M. Rockinger, 2000, Reading the smile: the message conveyed by
methods which infer risk neutral densities, Journal of International Money and
Finance 19, 885-915.
Melick, W. R. and C. P. Thomas, 1997, Recovering an asset’s implied PDF from
option prices: An application to crude oil during the Gulf crisis, Journal of
Financial and Quantitative Analysis 32, 91-115.
Topic 3: Inferring Risk Aversion from Option Prices
Bliss, R. and N. Panigirtzoglou, 2004, Option-implied risk aversion estimates, Journal
of Finance 59, 407-446.
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Jackwerth, J., 2000, Recovering risk aversion from option prices and realized returns,
Review of Financial Studies 13, 433-451.
Liu, X., M. B. Shackleton, S. J. Taylor, and X. Xu, 2007, Closed-form transformations
from risk-neutral to real-world distributions, Journal of Banking and Finance 31,
1501-1520.
Perignon, C. and C. Villa, 2002, Extracting information from options markets: smiles,
state-price densities and risk aversion, European Financial Management 8,
495-513.
Topic 4: The Pricing Kernel and Option Pricing
Chapman, D., 1997, Approximating the asset pricing kernel, Journal of Finance 52,
1383-1410.
Dittmar, R., 2002, Nonlinear pricing kernels, kurtosis preference, and the
cross-section of asset returns, Journal of Finance 57, 369-403.
Liu, X., M. B. Shackleton, S. J. Taylor, and X. Xu, 2009, Empirical pricing kernels
obtained from the UK index options market, Applied Economics Letters 16,
989-993.
Liu, X., J. Kuo, and J. Coakley, 2010, A pricing kernel approach to valuing interest
rate options, Working paper, University of Essex.
Rosenberg, J. and R. Engle, 2002, Empirical pricing kernels, Journal of Financial
Economics 64, 341-372.
Topic 5: The Chinese Commodity Futures Markets
Wang, D., N. Kellard, and X. Liu, 2010, The optimal hedge ratio in the Chinese
commodity futures markets, Working paper, University of Essex.
Wang, D., N. Kellard, and Y. Millo, 2006, En empirical investigation of the market
efficiency of Chinese commodity futures markets, Working paper, University of
Essex.
Wang, D., N. Kellard, and Y. Millor, 2008, Does East affect West? A dynamic
spillover analysis between Chinese and US futures markets, Working paper,
University of Essex.
Topic 6: The Information Content of Risk-neutral Volatilities and Skewness
Bakshi, G., N. Kapadia, and D. Madan, 2003, Stock return characteristics, skew laws,
and the differential pricing of individual equity options, Review of Financial
Studies 16, 101-143.
Bollerslev, T. M, G. Tauchen, and H. Zhou, 2010, Expected stock returns and variance
risk premia, Review of Financial Studies 22, 4463-4492.
Conrad, J. S., R. F. Dittmar, and E. Ghysels, 2009, Ex ante skewness and expected
stoc k returns, Working paper, University of North Carolina.
Dennis, P. and S. Mayhew, 2002, Risk-neutral skewness: Evidence from stock options,
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Journal of Financial and Quantitative Analysis 37, 471-493.
Drechsler, I. and A. Yaron, 2011, What’s vol got to do with it? Forthcoming Review of
Financial Studies.
Liu, X., E. Pong, M. B. Shackleton, and Y. Zhang, 2010, Stock return predictability of
implied volatilities: A study of the industry effect, Working paper, University of
Essex and Lingnan University.
Rehman, Z. and G. Vilkov, 2010, Risk-neutral skewness: Return predictability and its
sources, Working paper.
Taylor, S. J., P. K. Yadav, and Y. Zhang, 2009, Cross-sectional analysis of risk-neutral
skewness, Journal of Derivatives 16, 38-52.
Xing, Y., X. Zhang, and R. Zhao, 2010, What does the individual option volatility
smirk tell us about future equity returns?, Journal of Financial and Quantitative
Analysis 45, 641-662.
Topic 7: Consumer Confidence and Option Prices
Coakley, J., G. Dotsis, X. Liu, and J. Zhai, 2010, Investor sentiment and risk-neutral
moments: Value and growth index options, Working paper, University of Essex.
Han, B., 2008, Investor sentiment and option prices, Review of Financial Studies 21,
387-414.
Lemmon, M. and E. Portniaguina, 2006, Consumer confidence and asset price: Some
empirical evidence, Review of Financial Studies 19, 1499-1529.
Topic 8: Credit Derivatives
Carr, P. and L. Wu, 2007, Theory and evidence on the dynamic interactions between
sovereign credit default swaps and currency options, Journal of Banking and
Finance 31, 2383-2403.
Chen, R., X. Cheng, F. Fabozzi, and B. Liu, 2008, An explicit, multi-factor credit
default swap pricing model with correlated factors, Journal of Financial and
Quantitative Analysis 43, 123-160.
Jacobs, K. and X. Li, 2008, Modelling the dynamics of credit spreads with stochastic
volatility, Management Science 54, 1176-1188.
Pan, J. and K. Singleton, 2008, Default and recovery implicit in the term structure of
sovereign CDS spreads, Journal of Finance 63, 2345-2384.