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~isPartOf:"The European journal of finance"
~isPartOf:"The review of financial studies"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Derivat"
~subject:"Index futures"
~subject:"Share price"
~type_genre:"Article in journal"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes model
Derivat
Index futures
Share price
Option trading
54
Optionsgeschäft
54
USA
21
United States
21
Option pricing theory
20
Optionspreistheorie
20
Theorie
19
Theory
19
Volatility
12
Volatilität
12
Börsenkurs
9
Derivative
8
Portfolio selection
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Portfolio-Management
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Estimation
6
Hedging
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Schätzung
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Bid-ask spread
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Black-Scholes-Modell
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Capital income
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Geld-Brief-Spanne
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Index-Futures
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Kapitaleinkommen
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Aktie
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Aktienoption
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Asymmetric information
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Asymmetrische Information
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Handelsvolumen der Börse
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Liquidity
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4
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24
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24
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Poteshman, Allen M.
2
Romagnoli, Silvia
2
Abad Díaz, David
1
Ap Gwilym, Owain
1
Bajo, Emanuele
1
Bakshi, Gurdip S.
1
Ballotta, Laura
1
Barbi, Massimiliano
1
Barraclough, Kathryn
1
Berkman, Henk
1
Carr, Peter
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Chen, XiaoHua
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1
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1
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1
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1
Han, Bing
1
Jackwerth, Jens Carsten
1
Kapadia, Nikunj
1
Kyriakou, Ioannis
1
Kōnstantinidēs, Giōrgos
1
Li, Zelei
1
Linn, Matthew
1
Liu, Xiaoquan
1
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1
Ni, Sophie X.
1
Nieto Domenech, Belen
1
Pan, Jun
1
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1
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1
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1
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1
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1
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1
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1
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1
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The European journal of finance
The review of financial studies
The journal of futures markets
66
International journal of theoretical and applied finance
41
Journal of banking & finance
36
Review of derivatives research
28
Applied mathematical finance
24
International review of economics & finance : IREF
24
Finance research letters
22
Quantitative finance
22
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of financial economics
19
International journal of financial engineering
17
Journal of economic dynamics & control
15
Journal of mathematical finance
15
International review of financial analysis
14
Journal of financial markets
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Computational economics
13
European journal of operational research : EJOR
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Review of quantitative finance and accounting
13
The journal of computational finance
13
The journal of derivatives : JOD
12
The journal of finance : the journal of the American Finance Association
11
Finance and stochastics
10
Journal of derivatives & hedge funds
10
Theoretical economics letters
10
Applied economics
9
Journal of empirical finance
9
Journal of financial and quantitative analysis : JFQA
9
Risks : open access journal
9
Applied economics letters
8
Applied financial economics
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Cogent economics & finance
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Annals of finance
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
24
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Does option trading have a pervasive impact on underlying stock prices?
Ni, Sophie X.
;
Pearson, Neil D.
;
Poteshman, Allen M.
; …
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 1952-1986
Persistent link: https://www.econbiz.de/10012504731
Saved in:
3
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
4
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
Saved in:
5
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
6
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
7
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
8
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
9
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
10
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
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