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~isPartOf:"Applied economics"
~isPartOf:"The European journal of finance"
~isPartOf:"The review of financial studies"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Derivat"
~subject:"Index futures"
~subject:"Share price"
~type_genre:"Article in journal"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes model
Derivat
Index futures
Share price
Option trading
74
Optionsgeschäft
74
Option pricing theory
34
Optionspreistheorie
34
Volatility
24
Volatilität
24
USA
21
United States
21
Theorie
20
Theory
20
Börsenkurs
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Estimation
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Schätzung
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Black-Scholes-Modell
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Derivative
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Index-Futures
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Aktienoption
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Capital income
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Hedging
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Kapitaleinkommen
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Portfolio selection
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Stochastic process
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Stock option
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Risiko
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Risk
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Bid-ask spread
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CAPM
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Geld-Brief-Spanne
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options
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English
33
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Gehricke, Sebastian A.
2
Poteshman, Allen M.
2
Romagnoli, Silvia
2
Zhang, Jin E.
2
Abad Díaz, David
1
Ap Gwilym, Owain
1
Aziz, Saqib
1
Bajo, Emanuele
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics
The European journal of finance
The review of financial studies
The journal of futures markets
68
International journal of theoretical and applied finance
41
Journal of banking & finance
36
Review of derivatives research
28
Applied mathematical finance
24
International review of economics & finance : IREF
24
Quantitative finance
23
Finance research letters
22
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of financial economics
19
International journal of financial engineering
17
International review of financial analysis
16
Journal of economic dynamics & control
15
Journal of mathematical finance
15
Journal of financial markets
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
The journal of computational finance
14
Computational economics
13
European journal of operational research : EJOR
13
Review of quantitative finance and accounting
13
The journal of derivatives : JOD
12
The journal of finance : the journal of the American Finance Association
11
Finance and stochastics
10
Journal of derivatives & hedge funds
10
Theoretical economics letters
10
Journal of empirical finance
9
Journal of financial and quantitative analysis : JFQA
9
Risks : open access journal
9
Applied economics letters
8
Applied financial economics
8
Cogent economics & finance
8
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Annals of finance
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ECONIS (ZBW)
33
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
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
Does option trading have a pervasive impact on underlying stock prices?
Ni, Sophie X.
;
Pearson, Neil D.
;
Poteshman, Allen M.
; …
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 1952-1986
Persistent link: https://www.econbiz.de/10012504731
Saved in:
5
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
6
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
7
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
8
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
9
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
10
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
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