//--> //--> //-->
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
~isPartOf:"Applied economics"
~person:"Lin, Chien-chih"
~person:"Park, Seongkyu"
~person:"Zhang, Jin E."
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Black-Scholes model
Option trading
4
Optionsgeschäft
4
Black-Scholes-Modell
3
Option pricing theory
3
Optionspreistheorie
3
Volatility
3
Volatilität
3
Anlageverhalten
2
Derivat
2
Derivative
2
Estimation
2
Implied volatility (IV)
2
Index futures
2
Index-Futures
2
Schätzung
2
Account-level trade and quote data
1
Aktienoption
1
CAPM
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Financial crisis
1
Finanzkrise
1
IV smirk
1
IV smirks
1
SPY options
1
Stochastic process
1
Stochastischer Prozess
1
Stock option
1
VIX futures ETN
1
VXX
1
VXX options
1
global financial crisis (GFC)
1
heterogeneous beliefs
1
index options
1
lottery stocks
1
option price
1
options multiplier
1
prediction
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Lin, Chien-chih
Park, Seongkyu
Zhang, Jin E.
Gehricke, Sebastian A.
2
Aziz, Saqib
1
Elyasiani, Elyas
1
Guo, Wei
1
Jalan, Akanksha
1
Matkovskyy, Roman
1
Muzzioli, Silvia
1
Ruan, Xinfeng
1
Ryu, Doojin
1
more ...
less ...
Published in...
All
Applied economics
Journal of behavioral and experimental finance
1
Pacific-Basin finance journal
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->