//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~subject:"Option trading"
~type:"article"
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:"implied volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option trading
Volatility
42
Volatilität
42
Implied volatility
21
Option pricing theory
15
Optionspreistheorie
15
Börsenkurs
12
Share price
12
Aktienmarkt
11
Capital income
11
Estimation
11
Kapitaleinkommen
11
Optionsgeschäft
11
Schätzung
11
Stock market
11
Forecasting model
10
Prognoseverfahren
10
Risikoprämie
6
Risk premium
6
Welt
6
World
6
ARCH model
5
ARCH-Modell
5
Anlageverhalten
5
Behavioural finance
5
Coronavirus
5
Risiko
5
Risk
5
VIX
5
Yield curve
5
Zinsstruktur
5
COVID-19
4
Derivat
4
Derivative
4
Oil price
4
Theorie
4
Theory
4
USA
4
United States
4
Ölpreis
4
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Ackert, Lucy F.
1
Byström, Hans N. E.
1
Cao, Charles Q.
1
Chen, Ding
1
Fan, Qingqian
1
Feng, Sixian
1
Forte, Santiago
1
Guan, Zhengfei
1
Guo, Biao
1
Hattori, Takahiro
1
Jin, Xuejun
1
Jitsawatpaiboon, Kanokrak
1
Khorram, Mehdi
1
Kluger, Brian D.
1
Lovreta, Lidija
1
Luo, Xingguo
1
Mo, Haitao
1
Myers, Robert J.
1
Qi, Li
1
Ruan, Xinfeng
1
Sanger, Gary C.
1
Simin, Timothy T.
1
Wang, Zhiguang
1
Wu, Feng
1
Xiao, Han
1
Zhou, Guofu
1
Zhu, Fangfei
1
Zhu, Yabei
1
more ...
less ...
Published in...
All
Finance research letters
Journal of empirical finance
Journal of financial markets
Journal of banking & finance
12
International review of financial analysis
9
Quantitative finance
9
The journal of futures markets
8
Applied mathematical finance
7
Applied economics
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
International journal of theoretical and applied finance
4
Journal of financial economics
4
Review of derivatives research
4
Applied economics letters
3
Asia-Pacific journal of financial studies
3
Economic modelling
3
Energy economics
3
Finance and stochastics
3
Global business and finance review
3
Journal of international financial markets, institutions & money
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Review of quantitative finance and accounting
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of finance
2
Annals of financial economics
2
Computational management science
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Financial innovation : FIN
2
Global business review
2
Global finance journal
2
International journal of economics and finance
2
International journal of finance & economics : IJFE
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of Indian business research
2
Journal of econometrics
2
Journal of emerging market finance
2
Journal of risk and financial management : JRFM
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Firm fundamentals and the cross-section of
implied
volatility
shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
Saved in:
2
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
3
Information flow and credit rating announcements
Khorram, Mehdi
;
Mo, Haitao
;
Sanger, Gary C.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466326
Saved in:
4
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
5
An empirical study on the characterization of
implied
volatility
and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
6
Predicting the equity premium with the
implied
volatility
spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
7
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
8
Implied
volatility
and investor beliefs in experimental asset markets
Ackert, Lucy F.
;
Kluger, Brian D.
;
Qi, Li
- In:
Journal of financial markets
43
(
2019
),
pp. 121-136
Persistent link: https://www.econbiz.de/10012316306
Saved in:
9
Do spillover effects between crude oil and natural gas markets disappear? : evidence from option markets
Zhu, Fangfei
;
Zhu, Yabei
;
Jin, Xuejun
;
Luo, Xingguo
- In:
Finance research letters
24
(
2018
),
pp. 25-33
Persistent link: https://www.econbiz.de/10011982448
Saved in:
10
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->