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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~isPartOf:"The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA"
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Search: subject:"implied volatility"
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Volatility
24
Volatilität
24
Implied volatility
10
Forecasting model
8
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8
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8
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8
Optionspreistheorie
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Wang, Xuewu
2
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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
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
Journal of banking & finance
27
International review of financial analysis
25
Quantitative finance
24
Finance research letters
23
International Journal of Theoretical and Applied Finance (IJTAF)
23
Energy economics
19
International journal of theoretical and applied finance
19
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
International review of economics & finance : IREF
12
Journal of Banking & Finance
12
Review of Derivatives Research
11
International journal of financial engineering
10
Economic modelling
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied mathematical finance
8
Finance and Stochastics
8
Journal of international financial markets, institutions & money
8
Review of Quantitative Finance and Accounting
8
Asia-Pacific journal of financial studies
7
Finance and stochastics
7
Journal of Risk and Financial Management
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Physica A: Statistical Mechanics and its Applications
7
Review of derivatives research
7
The European Journal of Finance
7
The European journal of finance
7
Annals of finance
6
Applied Mathematical Finance
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Applied economics letters
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International journal of finance & economics : IJFE
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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Journal of financial economics
5
Pacific-Basin finance journal
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ECONIS (ZBW)
24
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1
Implied
volatility
spread and stock mispricing
Cao, Zhen
;
Chelikani, Surya
;
Kilic, Osman
;
Wang, Xuewu
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 79-91
Persistent link: https://www.econbiz.de/10014513781
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
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:
4
Global equity market leadership positions through
implied
volatility
measures
Parhizgari, Ali M.
;
Chaiyuth Padungsaksawasdi
- In:
Journal of empirical finance
61
(
2021
),
pp. 180-205
Persistent link: https://www.econbiz.de/10012693257
Saved in:
5
Options-implied information and the momentum cycle
Liu, Ming-Yu
;
Chuang, Wen-I
;
Lo, Chien-Ling
- In:
Journal of financial markets
53
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013271977
Saved in:
6
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Journal of empirical finance
63
(
2021
),
pp. 42-56
Persistent link: https://www.econbiz.de/10013258724
Saved in:
7
Does
implied
volatility
pricing follow the tenets of prospect theory?
Desmoulins-Lebeault, François
;
Meunier, Luc
;
Ohadi, Sima
- In:
The journal of behavioral finance : a publication of …
21
(
2020
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10012287185
Saved in:
8
Attention :
implied
volatility
spreads and stock returns
Gao, Xuechen
;
Wang, Xuewu
;
Yan, Zhipeng
- In:
The journal of behavioral finance : a publication of …
21
(
2020
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10012312341
Saved in:
9
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:
10
Anchoring-adjusted option pricing models
Siddiqi, Hammad
- In:
The journal of behavioral finance : a publication of …
20
(
2019
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10012180471
Saved in:
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