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~isPartOf:"Journal of banking & finance"
~person:"Bernales, Alejandro"
~person:"Chang, Chuang-chang"
~person:"Jacobs, Kris"
~person:"Sarkar, Sudipto"
~person:"Vorst, Ton"
~type:"article"
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Option trading
9
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9
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3
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3
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Bernales, Alejandro
Chang, Chuang-chang
Jacobs, Kris
Sarkar, Sudipto
Vorst, Ton
Choy, Siu Kai
3
Crouhy, Michel
3
Wei, Jason
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Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
9
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1
Do investors follow the herd in option markets?
Bernales, Alejandro
;
Verousis, Thanos
;
Voukelatos, Nikolaos
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521178
Saved in:
2
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:
3
Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
Saved in:
4
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:
5
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:
6
Effective duration of callable corporate bonds : theory and evidence
Sarkar, Sudipto
;
Hong, Gwangheon
- In:
Journal of banking & finance
28
(
2004
)
3
,
pp. 499-521
Persistent link: https://www.econbiz.de/10001911032
Saved in:
7
Probability of call and likelihood of the call feature in a corporate bond
Sarkar, Sudipto
- In:
Journal of banking & finance
25
(
2001
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10001550673
Saved in:
8
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
- In:
Journal of banking & finance
21
(
1997
)
8
,
pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
Saved in:
9
The impact of firm specific news on implied volatilities
Donders, Monique
- In:
Journal of banking & finance
20
(
1996
)
9
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
Saved in:
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