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~isPartOf:"Asia-Pacific journal of financial studies"
~isPartOf:"Empirical research on the German capital market : with 60 tables"
~isPartOf:"International review of financial analysis"
~subject:"Optionspreistheorie"
~subject:"Volatility"
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Optionspreistheorie
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18
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Asia-Pacific journal of financial studies
Empirical research on the German capital market : with 60 tables
International review of financial analysis
Journal of financial economics
13
Journal of banking & finance
12
The journal of futures markets
12
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A.
- In:
International review of financial analysis
28
(
2013
),
pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
Saved in:
2
ITMs versus OTMs
Yoon, Sun-joong
;
Kang, So Hyun
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10009618794
Saved in:
3
Relationship between executive stock option exercises and earnings management
Lee, Kyung Tae
;
Lee, Sang Cheol
;
Choi, Suhyeun
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
6
,
pp. 856-888
Persistent link: https://www.econbiz.de/10009412146
Saved in:
4
The effect of mergers on implied volatility of equity options
Geppert, Gero
;
Kamerschen, David R.
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 330-344
Persistent link: https://www.econbiz.de/10003765060
Saved in:
5
Stock index futures arbitrage in emerging markets : Polish evidence
Białkowski, Je̜drzej
;
Jakubowski, Jacek
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 363-381
Persistent link: https://www.econbiz.de/10003765100
Saved in:
6
Impact of stock option listings on return and risk characteristics in Finland
Sahlström, Petri
- In:
International review of financial analysis
10
(
2001
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10001573044
Saved in:
7
Time-lags between price changes of stocks and stock options
Gais, Martina
;
Hecker, Renate
;
Wenger, Ekkehard
- In:
Empirical research on the German capital market : with …
,
(pp. 255-279)
.
1999
Persistent link: https://www.econbiz.de/10001427684
Saved in:
8
Impact of stock price jumps on option values
Trautmann, Siegfried
;
Beinert, Michaela
- In:
Empirical research on the German capital market : with …
,
(pp. 303-322)
.
1999
Persistent link: https://www.econbiz.de/10001427695
Saved in:
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