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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Asymmetric information"
~subject:"Volatilität"
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Search: subject_exact:"Option trading"
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Asymmetric information
Volatilität
Option trading
83
Optionsgeschäft
83
Option pricing theory
59
Optionspreistheorie
59
Theorie
40
Theory
40
Hedging
19
Volatility
19
Derivat
17
Derivative
17
Black-Scholes model
12
Black-Scholes-Modell
12
Estimation
8
Index futures
8
Index-Futures
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Share price
7
Asymmetrische Information
6
Informed trading
6
Portfolio selection
6
Portfolio-Management
6
Yield curve
5
Zinsstruktur
5
American options
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Implied volatility
4
Options
4
Risikoprämie
4
Risk premium
4
Search theory
4
Suchtheorie
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Taiwan
4
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4
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24
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24
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English
24
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Liu, Dehong
4
Lung, Peter P.
4
Lin, Yueh-neng
2
Ryu, Doojin
2
Alvarez, Luis H. R.
1
Alòs, Elisa
1
Carr, Peter
1
Chang, Chien-Hung
1
Chen, Cathy Yi-Hsuan
1
Chen, Yin-jung
1
Chen, Zhanyu
1
Chung, Kee H.
1
Fukasawa, Masaaki
1
Goard, Joanna
1
Han, Chuan-Hsiang
1
Hong, Hui
1
Hu, May
1
Huang, Zhenhuan
1
Hughen, J. Christopher
1
Hung, Chih-hsing
1
Kuo, Chii-Shyan
1
Kuo, I.-doun
1
Kutan, Ali Mustafa
1
Lallemand, Justin
1
Le, Van
1
Lee, Roger
1
Li, Haitao
1
Liang, Yucong
1
Lin, Anchor Y.
1
Lin, Bing-huei
1
Mazur, Mathew
1
Narayan, Paresh Kumar
1
Park, Jason
1
Park, Seongkyu Gilbert
1
Qiu, Qi
1
Rheinländer, Thorsten
1
Romano, Marc
1
Shyu, David So-de
1
Sui, Cong
1
Sung, Hao-Chang
1
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International review of economics & finance : IREF
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
69
Journal of banking & finance
46
International journal of theoretical and applied finance
34
Applied mathematical finance
24
Review of derivatives research
24
Finance research letters
22
Quantitative finance
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of financial markets
18
International review of financial analysis
16
International journal of financial engineering
13
Journal of financial economics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of computational finance
13
Applied economics
12
Journal of economic dynamics & control
11
Journal of econometrics
10
Research paper series / Swiss Finance Institute
10
Review of quantitative finance and accounting
10
Applied financial economics
9
Computational economics
9
European journal of operational research : EJOR
9
The review of financial studies
9
Applied economics letters
8
Journal of empirical finance
8
Journal of financial and quantitative analysis : JFQA
8
Swiss Finance Institute Research Paper
8
Discussion paper / Tinbergen Institute
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance and stochastics
6
Global finance journal
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ECONIS (ZBW)
24
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1
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
2
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
3
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
4
Index option trading and equity volatility : evidence from the SSE 50 and CSI 500 stocks
Sui, Cong
;
Lung, Peter P.
;
Yang, Mo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 60-75
Persistent link: https://www.econbiz.de/10012672300
Saved in:
5
CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu
;
Yoon, Sun-Joong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 839-859
Persistent link: https://www.econbiz.de/10012487455
Saved in:
6
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
7
Price discovery in the price disagreement between equity and option markets : evidence from SSE ETF50 options of China
Liu, Dehong
;
Qiu, Qi
;
Hughen, J. Christopher
;
Lung, Peter P.
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 557-571
Persistent link: https://www.econbiz.de/10012372858
Saved in:
8
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
Saved in:
9
The impact of short sale restrictions on informed trading in the stock and options markets
Le, Van
;
Zurbruegg, Ralf
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 262-273
Persistent link: https://www.econbiz.de/10011624726
Saved in:
10
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
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