Concepedia

Barbara Ostdiek

BO

Statistics

Publications

20

Citations

4.4K

H-Index

18

Active since

1995

Affiliations

Rice University(Current)

University of North Carolina at Charlotte

The University of Texas at Dallas

Barbara Ostdiek is an author at Rice University specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsFinancial EconomicsVolatility ModelingEconomic AnalysisMarket MicrostructureManagementStatistics

Publications per year

1995–2013

20

Publications

20

The Economic Value of Volatility Timing

Jeff Fleming, Chris Kirby, Barbara Ostdiek · The Journal of Finance · 2001 · 843 citations

Empirical Finance, Standard Volatility Models, Economics +12

The economic value of volatility timing using “realized” volatility

Jeff Fleming, Chris Kirby, Barbara Ostdiek · Journal of Financial Economics · 2003 · 649 citations

Economics, Volatility Modeling, Multivariate Stochastic Volatility +5

Predicting stock market volatility: A new measure

Jeff Fleming, Barbara Ostdiek, Robert E. Whaley · Journal of Futures Markets · 1995 · 556 citations

Volatility Modeling, Asset Pricing, Business +5

The Economic Value of Volatility Timing Using 'Realized' Volatility

Jeff Fleming, Chris Kirby, Barbara Ostdiek · SSRN Electronic Journal · 2001 · 504 citations · Full text

Trading costs and the relative rates of price discovery in stock, futures, and option markets

Jeff Fleming, Barbara Ostdiek, Robert E. Whaley · Journal of Futures Markets · 1996 · 439 citations

Market Microstructure, Economics, Option Pricing +10

Rows per page

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