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~accessRights:"restricted"
~person:"Zhang, Jin E."
~subject:"Indexderivat"
~subject:"Investment Fund"
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Indexderivat
Investment Fund
Index derivative
3
Option trading
3
Optionsgeschäft
3
Volatility
3
Volatilität
3
Option pricing theory
2
Optionspreistheorie
2
Aktienoption
1
Anlageverhalten
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
China
1
Crude oil
1
ETF Options
1
Emerging option market
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Erdöl
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Estimation
1
Forecasting model
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Implied volatility smile
1
Implied volatility smirk
1
Index futures
1
Index-Futures
1
Investor sentiment
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Model-free Volatility Index
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Oil market
1
Oil price
1
Option pricing
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Option trading strategy
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Petroleum
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Prognoseverfahren
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Return predictability
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Risikoprämie
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Risk premium
1
Risk-neutral covariance
1
SSE 50 ETF options
1
Schätzung
1
Stock option
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Zhang, Jin E.
Ben-David, Itzhak
6
Marszk, Adam
6
Rompotis, Gerasimos G.
6
Xu, Liao
6
Chen, Mei-Ping
5
Franzoni, Francesco
5
Lechman, Ewa
5
Lee, Chien-chiang
5
Moussawi, Rabih
5
Sethi, Aakanksha
5
Chen, Jo-hui
4
Ivanov, Stoyu I.
4
Kaur, Prabhdeep
4
Malhotra, Davinder Kumar
4
Peerbhai, Faeezah
4
Singh, Jaspal
4
Banerjee, Ameet Kumar
3
Bouri, Elie
3
Chandrashekhar, G. R.
3
Chu, Patrick Kuok-Kun
3
El Kalak, Izidin
3
Huang, Shiyang
3
Kunjal, Damien
3
Lachance, Marie-Eve
3
Leung, Tim
3
Madhavan, Vinodh
3
Marshall, Ben R.
3
Miu, Peter
3
Nguyen, Nhut
3
Saha, Kunal
3
Schmukler, Sergio L.
3
Sherrill, D. Eli
3
Shirley, Sara E.
3
Stark, Jeffrey R.
3
Thenmozhi, M.
3
Tripathi, Vanita
3
Tse, Yiuman
3
Visaltanachoti, Nuttawat
3
Yin, Xiangkang
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Journal of commodity markets
1
Pacific-Basin finance journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
3
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Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
2
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
3
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
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