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~isPartOf:"International review of financial analysis"
~isPartOf:"The review of financial studies"
~subject:"Derivat"
~subject:"USA"
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Derivat
USA
Option trading
57
Optionsgeschäft
57
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26
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20
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17
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17
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15
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International review of financial analysis
The review of financial studies
The journal of futures markets
70
Journal of banking & finance
24
International journal of theoretical and applied finance
23
Journal of financial and quantitative analysis : JFQA
19
Review of derivatives research
19
Journal of financial economics
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of finance : the journal of the American Finance Association
17
Applied mathematical finance
16
Quantitative finance
16
International review of economics & finance : IREF
15
Working paper / National Bureau of Economic Research, Inc.
15
International journal of financial engineering
14
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial markets
11
Applied financial economics
8
Global finance journal
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Review of quantitative finance and accounting
8
The European journal of finance
8
Energy economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
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Applied economics letters
6
Discussion paper / Centre for Economic Policy Research
6
Economic modelling
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Journal of econometrics
6
The journal of business : B
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The journal of computational finance
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Annals of finance
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Computational economics
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
34
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
3
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
4
Option return predictability with machine learning and big data
Bali, Turan G.
;
Beckmeyer, Heiner
;
Mörke, Mathis
; …
- In:
The review of financial studies
36
(
2023
)
9
,
pp. 3548-3602
Persistent link: https://www.econbiz.de/10014331550
Saved in:
5
COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
6
A model-free term structure of U.S. dividend premiums
Ulrich, Maxim
;
Florig, Stephan
;
Seehuber, Ralph
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1289-1318
Persistent link: https://www.econbiz.de/10014228803
Saved in:
7
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
8
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
9
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
10
Implied stochastic volatility models
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 394-450
Persistent link: https://www.econbiz.de/10012405816
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