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~isPartOf:"Applied economics"
~subject:"Behavioural finance"
~subject:"Capital income"
~subject:"Finanzanalyse"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Option trading"
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Behavioural finance
Capital income
Finanzanalyse
Volatility
Option trading
20
Optionsgeschäft
20
Option pricing theory
14
Optionspreistheorie
14
Volatilität
12
Black-Scholes model
5
Black-Scholes-Modell
5
Estimation
5
Schätzung
5
Aktienoption
3
CAPM
3
Index futures
3
Index-Futures
3
Stochastic process
3
Stochastischer Prozess
3
Stock option
3
Aktienmarkt
2
Anlageverhalten
2
Börsenkurs
2
Derivat
2
Derivative
2
Forecasting model
2
Implied volatility (IV)
2
Kapitaleinkommen
2
Prognoseverfahren
2
Risiko
2
Risk
2
Securities trading
2
Share price
2
Stock market
2
Wertpapierhandel
2
option pricing
2
1994
1
1994-2004
1
1999-2004
1
2006
1
ARCH model
1
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9
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14
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Aufsatz in Zeitschrift
Article in journal
14
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English
14
Author
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Gehricke, Sebastian A.
2
Zhang, Jin E.
2
Assimakopoulos, V.
1
Barai, Parama
1
Chen, Jian
1
Dempsey, Michael
1
Elyasiani, Elyas
1
Ferruz Agudo, Luis
1
Gambarelli, Luca
1
Giannelos, K.
1
Guo, Wei
1
Huang, Wei
1
Huang, Zhuo
1
Kyriacou, Kyriacos
1
Li, Xiaoping
1
Lin, Chien-chih
1
Ma, Chenghu
1
Maris, K.
1
Mase, Bryan
1
Muzzioli, Silvia
1
Muñoz, Fernando
1
Nikolopoulos, K.
1
Park, Seongkyu
1
Pati, Pratap Chandra
1
Rajib, Prabina
1
Ruan, Xinfeng
1
Ryu, Doojin
1
Tanha, Hassan
1
Tong, Chen
1
Vargas, María
1
Wang, Tianyi
1
Ze-To, Samuel Yau Man
1
Zhou, Chunyang
1
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Applied economics
The journal of futures markets
77
Journal of banking & finance
52
International journal of theoretical and applied finance
36
Review of derivatives research
26
Applied mathematical finance
25
Finance research letters
22
Quantitative finance
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Journal of financial economics
17
Journal of financial markets
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
International journal of financial engineering
15
International review of financial analysis
15
International review of economics & finance : IREF
14
Journal of economic dynamics & control
13
Journal of financial and quantitative analysis : JFQA
12
The journal of computational finance
12
The North American journal of economics and finance : a journal of financial economics studies
11
Computational economics
10
Journal of econometrics
10
Review of quantitative finance and accounting
10
The journal of finance : the journal of the American Finance Association
10
Applied financial economics
9
European journal of operational research : EJOR
9
Journal of empirical finance
9
The European journal of finance
9
Journal of international financial markets, institutions & money
8
The journal of derivatives : JOD
8
Applied economics letters
7
Asia-Pacific journal of financial studies
7
Finance and stochastics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Review of Pacific Basin financial markets and policies
7
The review of financial studies
7
Annals of finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of economics and finance
6
Journal of mathematical finance
6
Pacific-Basin finance journal
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ECONIS (ZBW)
14
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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
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:
3
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:
4
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:
5
Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
Saved in:
6
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
7
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:
8
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:
9
Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
10
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
Saved in:
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