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~isPartOf:"Journal of empirical finance"
~isPartOf:"The European journal of finance"
~subject:"Option trading"
~subject:"Risk premium"
~subject:"Volatilität"
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Option trading
Risk premium
Volatilität
CAPM
246
Theorie
146
Theory
146
Capital income
138
Kapitaleinkommen
138
Option pricing theory
121
Optionspreistheorie
121
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91
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2
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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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Journal of empirical finance
The European journal of finance
International journal of theoretical and applied finance
253
Journal of banking & finance
203
Journal of financial economics
176
Finance research letters
161
The journal of futures markets
155
Quantitative finance
147
NBER working paper series
139
Working paper / National Bureau of Economic Research, Inc.
124
Applied mathematical finance
115
Mathematical finance : an international journal of mathematics, statistics and financial theory
113
The journal of computational finance
113
Journal of economic dynamics & control
107
NBER Working Paper
102
The North American journal of economics and finance : a journal of financial economics studies
101
Review of derivatives research
96
The journal of derivatives : the official publication of the International Association of Financial Engineers
92
International review of economics & finance : IREF
85
Research paper series / Swiss Finance Institute
83
Finance and stochastics
77
Journal of econometrics
77
The review of financial studies
77
International review of financial analysis
73
International journal of financial engineering
71
Economic modelling
66
European journal of operational research : EJOR
66
Journal of mathematical finance
64
The journal of finance : the journal of the American Finance Association
63
Energy economics
62
Computational economics
60
Review of quantitative finance and accounting
57
Management science : journal of the Institute for Operations Research and the Management Sciences
56
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55
Annals of finance
49
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48
Economics letters
47
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ECONIS (ZBW)
135
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1
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135
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1
The
pricing
of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
2
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
3
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
4
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
5
The contributions of betas versus characteristics to the ESG premium
Ciciretti, Rocco
;
Dalò, Ambrogio
;
Dam, Lammertjan
- In:
Journal of empirical finance
71
(
2023
),
pp. 104-124
Persistent link: https://www.econbiz.de/10014293057
Saved in:
6
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
7
US risk premia under emerging markets constraints
Cavalcante Júnior, Elias
;
Chague, Fernando
;
De-Losso, …
- In:
Journal of empirical finance
67
(
2022
),
pp. 217-230
Persistent link: https://www.econbiz.de/10013464392
Saved in:
8
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
9
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
10
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
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