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~isPartOf:"Applied economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Behavioural finance"
~subject:"Capital income"
~subject:"Finanzanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Behavioural finance
Capital income
Finanzanalyse
Option trading
51
Optionsgeschäft
51
Option pricing theory
21
Optionspreistheorie
21
USA
19
United States
19
Volatility
19
Volatilität
19
Börsenkurs
7
Estimation
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Schätzung
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Share price
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Theorie
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Theory
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Anlageverhalten
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Black-Scholes model
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Black-Scholes-Modell
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Forecasting model
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Prognoseverfahren
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Aktienmarkt
4
Aktienoption
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CAPM
4
Index futures
4
Index-Futures
4
Securities trading
4
Stock market
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Stock option
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Wertpapierhandel
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Ankündigungseffekt
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Announcement effect
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Capital market returns
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Kapitaleinkommen
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Kapitalmarktrendite
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Aufsatz in Zeitschrift
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11
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English
11
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Chang, Chuang-chang
1
Cosma, Antonio
1
Eisdorfer, Assaf
1
Ferruz Agudo, Luis
1
Galluccio, Stefano
1
Gharghori, Philip
1
Hayunga, Darren K.
1
Hsieh, Pei-Fang
1
Huang, Wei
1
Li, Xiaoping
1
Lin, Chien-chih
1
Lung, Peter P.
1
Maberly, Edwin D.
1
Muñoz, Fernando
1
Nguyen, Annette
1
Park, Sangkyun
1
Park, Seongkyu
1
Pederzoli, Paola
1
Ryu, Doojin
1
Sadka, Ronnie
1
Scaillet, Olivier
1
Vargas, María
1
Wang, Yaw-Huei
1
Ze-To, Samuel Yau Man
1
Zhdanov, Alexei
1
Zhou, Chunyang
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Applied economics
Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
21
The journal of futures markets
21
Journal of financial markets
10
Journal of financial economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Journal of empirical finance
6
Review of derivatives research
6
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
International review of financial analysis
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The journal of derivatives : JOD
4
The journal of finance : the journal of the American Finance Association
4
International journal of economics and finance
3
International review of economics & finance : IREF
3
Journal of economic dynamics & control
3
Quantitative finance
3
Review of Pacific Basin financial markets and policies
3
The review of financial studies
3
Asia-Pacific journal of financial studies
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
International journal of financial engineering
2
International journal of theoretical and applied finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of business finance & accounting : JBFA
2
Journal of derivatives and quantitative studies
2
Journal of emerging market finance
2
Journal of financial intermediation
2
Journal of mathematical finance
2
Research bulletin / The Institute of Cost Accountants of India
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Review of asset pricing studies
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Review of behavioral finance : RBF
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Review of finance : journal of the European Finance Association
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The journal of applied business research
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ECONIS (ZBW)
11
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1
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
2
Maturity driven mispricing of options
Eisdorfer, Assaf
;
Sadka, Ronnie
;
Zhdanov, Alexei
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 514-542
Persistent link: https://www.econbiz.de/10012805807
Saved in:
3
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
4
Early exercise decision in American options with dividends, stochastic volatility, and jumps
Cosma, Antonio
;
Galluccio, Stefano
;
Pederzoli, Paola
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
1
,
pp. 331-356
Persistent link: https://www.econbiz.de/10012195573
Saved in:
5
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
6
Informed trading around stock split announcements : evidence from the option market
Gharghori, Philip
;
Maberly, Edwin D.
;
Nguyen, Annette
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 705-735
Persistent link: https://www.econbiz.de/10011742059
Saved in:
7
Sophistication, sentiment, and misreaction
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
Saved in:
8
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
9
Trading in the options market around financial analysts' consensus revisions
Hayunga, Darren K.
;
Lung, Peter P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 725-747
Persistent link: https://www.econbiz.de/10010487740
Saved in:
10
Are traditional timing models well specified?
Ferruz Agudo, Luis
;
Muñoz, Fernando
;
Vargas, María
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3433-3440
Persistent link: https://www.econbiz.de/10009357356
Saved in:
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