//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~source:"econis"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"implied volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
19
Volatilität
19
Forecasting model
8
Implied volatility
8
Prognoseverfahren
8
Estimation
6
Option pricing theory
6
Optionspreistheorie
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Capital income
5
Kapitaleinkommen
5
Option trading
5
Optionsgeschäft
5
Risikoprämie
5
Risk premium
5
Theorie
4
Theory
4
Börsenkurs
3
Index futures
3
Index-Futures
3
Option implied volatility
3
Realized volatility
3
Share price
3
Time series analysis
3
Volatility risk premium
3
Yield curve
3
Zeitreihenanalyse
3
Zinsstruktur
3
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Credit rating
2
Geldpolitik
2
Implied volatility spread
2
Kreditwürdigkeit
2
Method of moments
2
Momentenmethode
2
Monetary policy
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Ackert, Lucy F.
1
Benavides, Guillermo
1
Bernales, Alejandro
1
Borochin, Paul A.
1
Cao, Charles Q.
1
Capistrán Carmona, Carlos
1
Chaiyuth Padungsaksawasdi
1
Chen, Ding
1
Chen, Ying
1
Chuang, Wen-I
1
Cicon, James E.
1
Cipollini, Andrea
1
D'Addona, Stefano
1
DeLisle, R. Jared
1
Degiannakis, Stavros
1
Ding, Wenjie
1
Filis, George
1
Gospodinov, Nikolaj
1
Guan, Zhengfei
1
Guidolin, Massimo
1
Guo, Biao
1
Han, Qian
1
Hassani, Hossein
1
Jamali, Ibrahim
1
Kaminska, Iryna
1
Khorram, Mehdi
1
Kim, Namhyoung
1
Kluger, Brian D.
1
Lee, Jaewook
1
Liu, Ming-Yu
1
Lo Cascio, Iolanda
1
Lo, Chien-Ling
1
Marinelli, Carlo
1
Mazouz, Khelifa
1
Miao, Hong
1
Mo, Haitao
1
Muzzioli, Silvia
1
Myers, Robert J.
1
Niu, Linlin
1
Parhizgari, Ali M.
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of financial markets
Journal of banking & finance
27
International review of financial analysis
25
Quantitative finance
24
Finance research letters
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
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
Journal of international financial markets, institutions & money
8
Asia-Pacific journal of financial studies
7
Finance and stochastics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Review of derivatives research
7
The European journal of finance
7
Annals of finance
6
Applied economics letters
6
International journal of finance & economics : IJFE
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Review of quantitative finance and accounting
6
Journal of financial economics
5
Pacific-Basin finance journal
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The journal of computational finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
Global business review
4
Global finance journal
4
International journal of economics and finance
4
Investment management and financial innovations
4
Journal of econometrics
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The effects of conference call tones on market perceptions of value uncertainty
Borochin, Paul A.
;
Cicon, James E.
;
DeLisle, R. Jared
; …
- In:
Journal of financial markets
40
(
2018
),
pp. 75-91
Persistent link: https://www.econbiz.de/10012001842
Saved in:
9
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
10
Default prediction models : the role of forward-looking measures of returns and volatility
Miao, Hong
;
Ramchander, Sanjay
;
Ryan, Patricia
;
Wang, …
- In:
Journal of empirical finance
46
(
2018
),
pp. 146-162
Persistent link: https://www.econbiz.de/10012103422
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->