//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Derivat"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Hedging"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Option trading"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Hedging
USA
Option trading
64
Optionsgeschäft
64
Option pricing theory
25
Optionspreistheorie
25
Volatility
19
Volatilität
19
Theorie
17
Theory
17
United States
17
Derivative
16
Index futures
10
Index-Futures
10
Estimation
9
Schätzung
9
Börsenkurs
8
Financial market
8
Finanzmarkt
8
Share price
8
Asymmetric information
6
Asymmetrische Information
6
Informed trading
6
Risikoprämie
6
Risk premium
6
Portfolio selection
5
Portfolio-Management
5
Black-Scholes model
4
Black-Scholes-Modell
4
Capital income
4
Implied volatility
4
Kapitaleinkommen
4
Market microstructure
4
Marktmikrostruktur
4
Options
4
Risiko
4
Risk
4
Securities trading
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
16
Free
10
Type of publication
All
Article
17
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
32
Author
All
Kelly, Bryan T.
3
Kit, Pong Wong
3
Giglio, Stefano
2
Jackwerth, Jens Carsten
2
Kōnstantinidēs, Giōrgos
2
Liu, Dehong
2
Lung, Peter P.
2
Perrakis, Stylianos
2
Poteshman, Allen M.
2
Andersen, Torben
1
Backus, David
1
Beber, Alessandro
1
Bondarenko, Oleg
1
Brandt, Michael W.
1
Bullock, David W.
1
Chang, Chia-Chien
1
Chang, Chien-Hung
1
Chen, Cathy Yi-Hsuan
1
Chen, Son-nan
1
Chernov, Mikhail
1
Chi, Tsung-Li
1
Cho, Young-hye
1
Collin-Dufresne, Pierre
1
Culumovic, Louis
1
Czerwonko, Michal
1
Dahl, Bruce L.
1
Dew-Becker, Ian
1
Engle, Robert F.
1
Fan, Yang
1
Feldstein, Martin S.
1
Garleanu, Nicolae
1
Goldstein, Robert S.
1
Guo, Weiyu
1
Hadjiyannakis, Steve
1
Han, Chuan-Hsiang
1
Hong, Hui
1
Hsu, Pao-Peng
1
Hu, May
1
Hughen, J. Christopher
1
Jørring, Adam
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
85
International journal of theoretical and applied finance
38
Journal of banking & finance
34
Review of derivatives research
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
22
Quantitative finance
21
Journal of financial economics
20
Journal of financial and quantitative analysis : JFQA
19
The journal of finance : the journal of the American Finance Association
18
Applied mathematical finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
15
Finance and stochastics
14
Journal of financial markets
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of financial engineering
13
European journal of operational research : EJOR
12
The journal of derivatives : JOD
12
International review of financial analysis
11
Journal of economic dynamics & control
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Applied financial economics
8
Energy economics
8
Global finance journal
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Risks : open access journal
8
The journal of computational finance
8
Applied economics letters
7
Computational economics
7
Discussion paper / Centre for Economic Policy Research
7
NBER working paper series
7
Journal of econometrics
6
Journal of risk
6
Journal of risk and financial management : JRFM
6
Research paper series / Swiss Finance Institute
6
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging performance using google trends : evidence from the Indian forex options market
Chi, Tsung-Li
;
Liu, Hung-Tsen
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 107-123
Persistent link: https://www.econbiz.de/10014424052
Saved in:
2
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
3
Information content of order imbalance in the index options market
Sensoy, Ahmet
;
Omole, John
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 418-432
Persistent link: https://www.econbiz.de/10013334583
Saved in:
4
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
5
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
6
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
7
Sharing R&D risk in healthcare via FDA hedges
Jørring, Adam
;
Lo, Andrew W.
;
Philipson, Tomas J.
; …
-
2017
Persistent link: https://www.econbiz.de/10011656884
Saved in:
8
Price discovery in the price disagreement between equity and option markets : evidence from SSE ETF50 options of China
Liu, Dehong
;
Qiu, Qi
;
Hughen, J. Christopher
;
Lung, Peter P.
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 557-571
Persistent link: https://www.econbiz.de/10012372858
Saved in:
9
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
Saved in:
10
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->