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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Option trading"
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Search: subject:"implied volatility"
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Option trading
Volatility
27
Volatilität
27
Implied volatility
14
Forecasting model
10
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10
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9
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9
Option pricing theory
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Time series analysis
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Ackert, Lucy F.
1
Cao, Charles Q.
1
Chen, Ding
1
Chen, Jing
1
Chen, Yangyang
1
Corrado, Charles Joseph
1
Finta, Marinela Adriana
1
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1
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1
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1
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1
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1
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1
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Journal of empirical finance
Journal of financial markets
Journal of international financial markets, institutions & money
Journal of banking & finance
12
International review of financial analysis
9
Quantitative finance
9
The journal of futures markets
8
Applied mathematical finance
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Finance research letters
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International journal of financial engineering
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Asia-Pacific journal of financial studies
3
Economic modelling
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Finance and stochastics
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Global business and finance review
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Review of quantitative finance and accounting
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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8
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1
Firm fundamentals and the cross-section of
implied
volatility
shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
Saved in:
2
Information flow and credit rating announcements
Khorram, Mehdi
;
Mo, Haitao
;
Sanger, Gary C.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466326
Saved in:
3
Does the world smile together? : a network analysis of global index option implied volatilities
Chen, Jing
;
Han, Qian
;
Ryu, Doojin
;
Tang, Jing
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357053
Saved in:
4
Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Finta, Marinela Adriana
;
Ornelas, José Renato Haas
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013358775
Saved in:
5
Predicting the equity premium with the
implied
volatility
spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
6
Implied
volatility
and investor beliefs in experimental asset markets
Ackert, Lucy F.
;
Kluger, Brian D.
;
Qi, Li
- In:
Journal of financial markets
43
(
2019
),
pp. 121-136
Persistent link: https://www.econbiz.de/10012316306
Saved in:
7
Risk-adjusted
implied
volatility
and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
8
The options market response to accounting earnings announcements
Truong, Cameron
;
Corrado, Charles Joseph
;
Chen, Yangyang
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 423-450
Persistent link: https://www.econbiz.de/10009623553
Saved in:
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