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~accessRights:"restricted"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Black-Scholes-Modell"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
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Behavioural finance
Black-Scholes model
Black-Scholes-Modell
Index futures
Volatility
Option trading
1,010
Optionsgeschäft
1,010
Option pricing theory
791
Optionspreistheorie
791
Volatilität
408
Derivat
279
Derivative
279
Stochastic process
217
Stochastischer Prozess
217
Hedging
113
Börsenkurs
96
Share price
96
Estimation
90
Schätzung
90
Portfolio selection
86
Portfolio-Management
86
Capital income
85
Kapitaleinkommen
85
Risikoprämie
76
Risk premium
76
Index-Futures
71
Experiment
70
Forecasting model
68
Prognoseverfahren
68
Aktienoption
67
Stock option
67
Risk
63
Option pricing
62
Options
61
Risiko
61
Theorie
60
Theory
60
Implied volatility
54
Anlageverhalten
51
USA
47
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Free
91
Type of publication
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Article
514
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Bibliografie
Article in journal
514
Aufsatz im Buch
19
Book section
19
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Conference paper
4
Konferenzbeitrag
4
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Language
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English
513
German
1
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Ryu, Doojin
13
Wang, Xingchun
9
Zhang, Jin E.
9
Kirkby, J. Lars
6
Yang, Heejin
6
Guo, Biao
5
Pirjol, Dan
5
Ruan, Xinfeng
5
Agarwalla, Sobhesh Kumar
4
Alòs, Elisa
4
Bernales, Alejandro
4
Fodor, Andy
4
Gehricke, Sebastian A.
4
Kim, Sol
4
Ko, Bangwon
4
Lee, Hangsuck
4
Ma, Yong
4
Shi, Yukun
4
Shiraya, Kenichiro
4
Todorov, Viktor
4
Xu, Yaofei
4
Zanette, Antonino
4
Zhu, Lingjiong
4
Barletta, Andrea
3
Carr, Peter
3
Cui, Zhenyu
3
DeLisle, R. Jared
3
Diavatopoulos, Dean
3
Elliott, Robert J.
3
Farkas, Walter
3
Figueroa-López, José E.
3
Fusai, Gianluca
3
He, Xin-Jiang
3
Kim, Da-Hea
3
Kyriakou, Ioannis
3
Lee, Jaeram
3
Li, Chenxu
3
Miao, Hong
3
Muzzioli, Silvia
3
Nguyen, Duy
3
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The journal of futures markets
28
Quantitative finance
24
Journal of banking & finance
21
Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
17
International journal of theoretical and applied finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Review of derivatives research
15
The journal of computational finance
15
Computational economics
14
International journal of financial engineering
13
Journal of financial markets
13
Applied mathematical finance
12
International review of economics & finance : IREF
12
Applied economics
11
International review of financial analysis
11
Journal of economic dynamics & control
10
Journal of financial economics
10
European journal of operational research : EJOR
8
Journal of econometrics
8
Applied economics letters
6
Journal of financial and quantitative analysis : JFQA
6
The journal of asset management
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
The journal of derivatives : JOD
6
Annals of finance
5
Economics letters
5
Pacific-Basin finance journal
5
Theoretical economics letters
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Energy economics
4
Finance and stochastics
4
International journal of finance & economics : IJFE
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Review of finance : journal of the European Finance Association
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of financial economics
3
Economic modelling
3
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ECONIS (ZBW)
514
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1
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
2
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
3
Implied volatility spread and stock mispricing
Cao, Zhen
;
Chelikani, Surya
;
Kilic, Osman
;
Wang, Xuewu
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 79-91
Persistent link: https://www.econbiz.de/10014513781
Saved in:
4
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
5
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
6
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
7
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
8
A model-free approximation for barrier options in a general stochastic volatility framework
Rolloos, Frido
;
Shiraya, Kenichiro
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
Saved in:
9
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
10
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
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