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~isPartOf:"Journal of financial markets"
~subject:"Derivative"
~subject:"Scientific modelling"
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Search: subject_exact:"Asian option"
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Option trading
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11
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Rourke, Thomas
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Journal of financial markets
The journal of futures markets
26
International journal of theoretical and applied finance
25
Review of derivatives research
18
Applied mathematical finance
16
International journal of financial engineering
14
Quantitative finance
14
Finance research letters
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International review of economics & finance : IREF
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European journal of operational research : EJOR
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wi - Wirtschaft
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ECONIS (ZBW)
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1
Informed options strategies before corporate events
Augustin, Patrick
;
Brenner, Menachem
;
Grass, Gunnar
; …
- In:
Journal of financial markets
63
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014278622
Saved in:
2
Price discovery in stock and options markets
Patel, Vinay
;
Putniņš, Tālis J.
;
Michayluk, David
; …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012631761
Saved in:
3
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
4
The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas
- In:
Journal of financial markets
20
(
2014
),
pp. 175-193
Persistent link: https://www.econbiz.de/10010442379
Saved in:
5
Delta and vega exposure trading in stock and option markets
Maraachlian, Hilda
;
Rourke, Thomas
- In:
Journal of financial markets
18
(
2014
),
pp. 96-125
Persistent link: https://www.econbiz.de/10010442472
Saved in:
6
Hedging costs, liquidity, and inventory management : the evidence from option market makers
Wu, Wei-shao
;
Liu, Yu-jane
;
Lee, Yi-tsung
;
Fok, Robert C. W.
- In:
Journal of financial markets
18
(
2014
),
pp. 25-48
Persistent link: https://www.econbiz.de/10010442502
Saved in:
7
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
8
The information content of net buying pressure : evidence from the KOSPI 200 index option market
Kang, Jangkoo
;
Park, Hyoung-Jin
- In:
Journal of financial markets
11
(
2008
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10003710468
Saved in:
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