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~isPartOf:"International review of financial analysis"
~isPartOf:"The review of financial studies"
~subject:"Risk premium"
~subject:"USA"
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Risk premium
USA
Option trading
54
Optionsgeschäft
54
United States
26
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19
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Poteshman, Allen M.
3
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Wu, Liuren
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International review of financial analysis
The review of financial studies
The journal of futures markets
53
Journal of banking & finance
21
Journal of financial and quantitative analysis : JFQA
19
Working paper / National Bureau of Economic Research, Inc.
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
The journal of finance : the journal of the American Finance Association
14
Journal of financial economics
11
Journal of financial markets
9
Discussion paper / Centre for Economic Policy Research
6
International review of economics & finance : IREF
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Review of derivatives research
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied financial economics
5
CREATES research paper
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Journal of empirical finance
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Global finance journal
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Advances in quantitative analysis of finance and accounting : a research annual
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Applied economics letters
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Economic review
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Executive compensation and shareholder value : theory and evidence
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Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
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NBER Working Paper
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Review of quantitative finance and accounting
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The journal of alternative investments
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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American journal of agricultural economics
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ECONIS (ZBW)
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1
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:
2
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:
3
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
Saved in:
4
Does option trading have a pervasive impact on underlying stock prices?
Ni, Sophie X.
;
Pearson, Neil D.
;
Poteshman, Allen M.
; …
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 1952-1986
Persistent link: https://www.econbiz.de/10012504731
Saved in:
5
Informed trading by advisor banks : evidence from options holdings
Lowry, Michelle
;
Rossi, Marco
;
Zhu, Zhongyan
- In:
The review of financial studies
32
(
2019
)
2
,
pp. 605-645
Persistent link: https://www.econbiz.de/10012033512
Saved in:
6
Demand for crash insurance, intermediary constraints, and risk premia in financial markets
Chen, Hui
;
Joslin, Scott
;
Ni, Sophie Xiaoyan
- In:
The review of financial studies
32
(
2019
)
1
,
pp. 228-265
Persistent link: https://www.econbiz.de/10012033392
Saved in:
7
Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais
- In:
International review of financial analysis
64
(
2019
),
pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
Saved in:
8
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
Saved in:
9
Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing
;
Yang, Cheng-Yu
- In:
International review of financial analysis
44
(
2016
),
pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
Saved in:
10
Can "high costs" justify weak demand for the home equity conversion mortgage?
Davidoff, Thomas
- In:
The review of financial studies
28
(
2015
)
8
,
pp. 2364-2398
Persistent link: https://www.econbiz.de/10011401218
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