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~isPartOf:"Journal of financial economics"
~subject:"Derivative"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Derivative
Stochastischer Prozess
Volatilität
Option trading
41
Optionsgeschäft
41
Option pricing theory
21
Optionspreistheorie
21
Derivat
12
Volatility
12
Theorie
11
Theory
11
Estimation
9
Schätzung
9
Capital income
8
Kapitaleinkommen
8
Options
6
USA
6
United States
6
Börsenkurs
5
Hedging
5
Risikoprämie
5
Risk premium
5
Share price
5
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4
Handelsvolumen der Börse
4
Prognoseverfahren
4
Trading volume
4
Yield curve
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Zinsstruktur
4
Aktienoption
3
Black-Scholes model
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Black-Scholes-Modell
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Capital structure
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Implied volatility
3
Kapitalstruktur
3
Portfolio selection
3
Portfolio-Management
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Put-call parity
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Risk
3
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English
22
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Bakshi, Gurdip S.
2
Subrahmanyam, Avanidhar
2
Bai, Jennie
1
Barras, Laurent
1
Blanco, Iván
1
Bollerslev, Tim
1
Broussard, John Paul
1
Carr, Peter
1
Chen, Ding
1
Chen, Nai-fu
1
Corsi, Fulvio
1
Cremers, Martijn
1
Crosby, John
1
Dew-Becker, Ian
1
Figlewski, Stephen
1
Fleckenstein, Matthias
1
Fullwood, Jonathan
1
Fusari, Nicola
1
Gandhi, Priyank
1
Gao, Bin
1
Gao, Xiaohui
1
Geske, Robert Leonard
1
Giglio, Stefano
1
Goldstein, Robert S.
1
Golez, Benjamin
1
Hansen, Jorge W.
1
Härkönen, Hannu J.
1
Jackwerth, Jens Carsten
1
James, Jessica
1
Johnson, Herb
1
Johnson, Travis L.
1
Kelly, Bryan T.
1
Kitsul, Yuriy
1
La Vecchia, Davide
1
Li, Xindan
1
Madan, Dilip B.
1
Malkhozov, Aytek
1
Manela, Asaf
1
Marsh, Ian
1
Mixon, Scott
1
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Journal of financial economics
The journal of futures markets
91
International journal of theoretical and applied finance
58
Journal of banking & finance
49
Quantitative finance
41
Review of derivatives research
37
Applied mathematical finance
35
Finance research letters
33
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
The journal of computational finance
24
International journal of financial engineering
23
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of economic dynamics & control
22
Journal of financial markets
20
International review of financial analysis
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of mathematical finance
17
European journal of operational research : EJOR
16
Finance and stochastics
16
Computational economics
15
Applied economics
14
Applied financial economics
14
The journal of derivatives : JOD
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Risks : open access journal
13
The European journal of finance
13
Journal of econometrics
12
Review of quantitative finance and accounting
12
Annals of finance
11
Research paper series / Swiss Finance Institute
11
The journal of finance : the journal of the American Finance Association
11
Economic modelling
10
Energy economics
10
Applied economics letters
9
Global finance journal
9
Journal of risk and financial management : JRFM
9
Working paper / National Bureau of Economic Research, Inc.
9
Asia-Pacific financial markets
8
Discussion paper / Tinbergen Institute
8
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ECONIS (ZBW)
22
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22
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date (oldest first)
1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
3
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
4
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
5
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
6
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
7
Can financial innovation succeed by catering to behavioral preferences? : evidence from a callable options market
Li, Xindan
;
Subrahmanyam, Avanidhar
;
Yang, Xuewei
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 38-65
Persistent link: https://www.econbiz.de/10011969106
Saved in:
8
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
9
The bright side of financial derivatives : options trading and firm innovation
Blanco, Iván
;
Wehrheim, David
- In:
Journal of financial economics
125
(
2017
)
1
,
pp. 99-119
Persistent link: https://www.econbiz.de/10011751610
Saved in:
10
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
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