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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~person:"Benth, Fred Espen"
~person:"Carayannopoulos, Peter"
~person:"Chang, Chuang-chang"
~person:"Jacobs, Kris"
~person:"Kräussl, Roman"
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Option trading
6
Optionsgeschäft
6
Emerging economies
2
Government securities
2
Handelsvolumen der Börse
2
Option pricing theory
2
Optionspreistheorie
2
Schwellenländer
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1989-1993
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Aktienoption
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Asymmetrische Information
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Capital income tax
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Mathematical programming
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Option illiquidity premium
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Stock option
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Benth, Fred Espen
Carayannopoulos, Peter
Chang, Chuang-chang
Jacobs, Kris
Kräussl, Roman
Kang, Jangkoo
7
Ryu, Doojin
6
Zhang, Jin E.
6
Chung, San-lin
4
Doran, James S.
4
Vipul
4
Wei, Jason
4
Choy, Siu Kai
3
Crouhy, Michel
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3
Fehle, Frank
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Guo, Shuxin
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Kit, Pong Wong
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Lee, Hangsuck
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3
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3
Shackleton, Mark B.
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Simon, David P.
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Tsai, Wei-che
3
Verousis, Thanos
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Wang, Yaw-huei
3
Agarwalla, Sobhesh Kumar
2
Ap Gwilym, Owain
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Bartram, Söhnke M.
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Bernales, Alejandro
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2
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Journal of banking & finance
The journal of futures markets
LSF research working paper series
4
CFS working paper series
3
Advanced series on statistical science & applied probability
2
CREATES research paper
2
Discussion paper / Tinbergen Institute
2
Finance and stochastics
2
International journal of theoretical and applied finance
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Journal of financial and quantitative analysis : JFQA
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advanced Series on Statistical Science and Applied Probability Ser
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Handbook of Economic Forecasting : volume 2, part A
1
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International journal of business
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1
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Review of quantitative finance and accounting
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Rotman School of Management Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
6
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1
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
Lin, Zih-Ying
;
Chang, Chuang-chang
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
94
(
2018
),
pp. 152-165
Persistent link: https://www.econbiz.de/10011966488
Saved in:
2
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
Saved in:
3
Do informed option investors predict stock returns? : evidence from the Taiwan stock exchange
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Lai, Hung-neng
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 757-764
Persistent link: https://www.econbiz.de/10003820953
Saved in:
4
Analytic approximation formulare for pricing forward-starting Asian options
Tsao, Chueh-yung
;
Chang, Chuang-chang
;
Lin, Chung-gee
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 487-516
Persistent link: https://www.econbiz.de/10001769702
Saved in:
5
The mispricing of callable US treasury bonds : a note
Carayannopoulos, Peter
- In:
The journal of futures markets
18
(
1998
)
3
,
pp. 329-342
Persistent link: https://www.econbiz.de/10001242650
Saved in:
6
The mispricing of US treasury callable bonds
Carayannopoulos, Peter
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 861-879
Persistent link: https://www.econbiz.de/10001190840
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