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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Review of derivatives research"
~subject:"Kapitaleinkommen"
~subject:"Optionsgeschäft"
~subject:"Optionspreistheorie"
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Kapitaleinkommen
Optionsgeschäft
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Theorie
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90
Option pricing theory
79
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Journal of financial and quantitative analysis : JFQA
Review of derivatives research
Working paper / National Bureau of Economic Research, Inc.
214
NBER working paper series
202
Mathematical finance : an international journal of mathematics, statistics and financial theory
199
Journal of banking & finance
195
NBER Working Paper
157
Journal of financial economics
156
International journal of theoretical and applied finance
138
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128
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127
The review of financial studies
121
Journal of empirical finance
119
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108
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106
Journal of economic dynamics & control
97
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94
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83
International review of financial analysis
79
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International review of economics & finance : IREF
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71
The journal of computational finance
70
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58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
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56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
The journal of real estate finance and economics
56
Research paper series / Swiss Finance Institute
54
Applied financial economics
51
International journal of forecasting
51
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50
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47
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
141
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1
Mining the short side : institutional investors and stock market anomalies
Gao, Xin
;
Wang, Ying
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 392-418
Persistent link: https://www.econbiz.de/10014247825
Saved in:
2
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
3
Yield curves from different bond data sets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 191-226
Persistent link: https://www.econbiz.de/10012229792
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4
Portfolio construction using bootstrapping neural networks : evidence from global stock market
Hsiao, Hsiao-Fen
;
Huang, Jiang-Chuan
;
Lin, Zheng-Wei
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 227-247
Persistent link: https://www.econbiz.de/10012303211
Saved in:
5
A single-factor consumption-based asset pricing model
Delikouras, Stefanos
;
Kostakis, Alexandros
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 789-827
Persistent link: https://www.econbiz.de/10012138945
Saved in:
6
Coskewness risk decomposition, covariation risk, and intertemporal asset pricing
Kalev, Petko S.
;
Saxena, Konark
;
Zolotoy, Leon
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 335-368
Persistent link: https://www.econbiz.de/10012128917
Saved in:
7
Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing
;
Lu, Lei
;
Zhou, Yi
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
Saved in:
8
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
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9
Attention to market information and underreaction to earnings on market moving days
Kottimukkalur, Badrinath
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2493-2516
Persistent link: https://www.econbiz.de/10012165917
Saved in:
10
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
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