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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Search: subject:"implied volatility"
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Volatility
28
Volatilität
28
Implied volatility
12
Forecasting model
10
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10
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9
Option pricing theory
9
Optionspreistheorie
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DeLisle, R. Jared
2
Ackert, Lucy F.
1
Azhar Mohamad
1
Benavides, Guillermo
1
Bernales, Alejandro
1
Borochin, Paul A.
1
Boughrara, Adel
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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1
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1
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1
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1
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1
Fang, Tong
1
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1
Filis, George
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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1
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1
Kassa, Haimanot
1
Khorram, Mehdi
1
Kim, Namhyoung
1
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1
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Journal of empirical finance
Journal of financial markets
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
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
6
Applied economics letters
6
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
6
Journal of financial economics
5
Pacific-Basin finance journal
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ECONIS (ZBW)
28
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1
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
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
Variation in option
implied
volatility
spread and future stock returns
DeLisle, R. Jared
;
Diavatopoulos, Dean
;
Fodor, Andy
; …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 152-160
Persistent link: https://www.econbiz.de/10013258547
Saved in:
5
Uncertainty matters in US financial information spillovers : evidence from a directed acyclic graph approach
Su, Zhi
;
Liu, Peng
;
Fang, Tong
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 229-242
Persistent link: https://www.econbiz.de/10013334871
Saved in:
6
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:
7
Implied
volatility
indices : a review
Fassas, Athanasios P.
;
Siriopoulos, Costas
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 303-329
Persistent link: https://www.econbiz.de/10012655056
Saved in:
8
Implied
volatility
of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 464-479
Persistent link: https://www.econbiz.de/10012655531
Saved in:
9
Does happiness forecast
implied
volatility
? : evidence from nonparametric wave-based Granger causality testing
Li, Yue
;
Goodell, John W.
;
Shen, Dehua
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 113-122
Persistent link: https://www.econbiz.de/10012656244
Saved in:
10
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:
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