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~isPartOf:"Journal of financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of futures markets"
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Search: subject:"European option"
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Option trading
255
Optionsgeschäft
255
Option pricing theory
112
Optionspreistheorie
112
Volatility
90
Volatilität
90
USA
54
United States
53
Theorie
39
Theory
39
Derivat
38
Derivative
38
Hedging
30
Börsenkurs
29
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24
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24
Capital income
20
Kapitaleinkommen
20
Capital market returns
19
Kapitalmarktrendite
19
Aktienoption
18
Handelsvolumen der Börse
18
Stock option
18
Trading volume
18
Stochastic process
17
Stochastischer Prozess
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Anlageverhalten
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Behavioural finance
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Forecasting model
15
Prognoseverfahren
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Risikoprämie
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Risk premium
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Index futures
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Index-Futures
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Bid-ask spread
12
Geld-Brief-Spanne
12
Ankündigungseffekt
11
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255
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Kang, Jangkoo
8
Ryu, Doojin
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Zhang, Jin E.
5
Kuo, I.-doun
4
Vipul
4
Chang, Chuang-chang
3
Chung, San-lin
3
DeLisle, R. Jared
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Kit, Pong Wong
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2
Alexander, Carol
2
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2
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2
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2
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2
Daigler, Robert T.
2
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2
Doran, James S.
2
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2
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2
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2
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2
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2
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2
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2
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Journal of financial markets
Review of quantitative finance and accounting
The journal of futures markets
International journal of theoretical and applied finance
112
Journal of banking & finance
95
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
61
Quantitative finance
59
Applied mathematical finance
55
Finance research letters
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
44
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
35
Computational economics
33
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
Journal of mathematical finance
29
International review of financial analysis
27
Research paper series / Swiss Finance Institute
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
NBER Working Paper
19
Risks : open access journal
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
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ECONIS (ZBW)
255
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255
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1
Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
Saved in:
2
Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
; …
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
Saved in:
3
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
4
The role of option-based information on StockTwits, options trading volume, and stock returns
Heng, Zin Yau
;
Leung, Henry
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1091-1125
Persistent link: https://www.econbiz.de/10014339375
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
7
Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.
;
Gay, Gerald D.
;
Ma, Han
;
Ren, Honglin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
Saved in:
8
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
9
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
10
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
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