//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
~person:"León Valle, Ángel Manuel"
~person:"Shackleton, Mark B."
~person:"Verousis, Thanos"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Asian option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option trading
4
Optionsgeschäft
4
Handelsvolumen der Börse
2
Theorie
2
Theory
2
Trading volume
2
Volatility
2
Volatilität
2
2004-2014
1
Amsterdam
1
Capital market returns
1
Financial market regulation
1
Finanzmarktregulierung
1
Futures
1
Hedging
1
Kapitalmarktrendite
1
Market liquidity
1
Marktliquidität
1
Option pricing theory
1
Optionspreistheorie
1
Spot market
1
Spotmarkt
1
Statistical error
1
Statistischer Fehler
1
USA
1
United States
1
conditional duration
1
information
1
liquidity
1
options
1
stocks
1
trading volume
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
León Valle, Ángel Manuel
Shackleton, Mark B.
Verousis, Thanos
Kang, Jangkoo
7
Ryu, Doojin
6
Zhang, Jin E.
5
Vipul
4
Chung, San-lin
3
Kit, Pong Wong
3
Lee, Hangsuck
3
Simon, David P.
3
Agarwalla, Sobhesh Kumar
2
Carayannopoulos, Peter
2
Daigler, Robert T.
2
DeLisle, R. Jared
2
Diavatopoulos, Dean
2
Doran, James S.
2
Elliott, Robert J.
2
Fehle, Frank
2
Fung, Joseph K. W.
2
Guo, Biao
2
Guo, Shuxin
2
Ha, Hongjun
2
He, Xin-Jiang
2
Huang, Zhuo
2
Hung, Mao-Wei
2
Kim, Da-Hea
2
Kim, Hwa-sung
2
Kim, In-joon
2
Kuipers, David R.
2
Kuo, I.-doun
2
Lee, Minha
2
Lei, Adrian C. H.
2
Lepone, Andrew
2
Lin, Sha
2
Liu, Qiang
2
Lyuu, Yuh-dauh
2
Mahul, Olivier
2
Nordén, Lars
2
Peterson, David R.
2
Ruan, Xinfeng
2
Shiraya, Kenichiro
2
more ...
less ...
Published in...
All
The journal of futures markets
Journal of banking & finance
2
The European journal of finance
2
CEMFI working paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / LSE Financial Markets Group
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
Finance : revue de l'Association Française de Finance
1
Finance research letters
1
Información comercial española / Cuadernos económicos
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of multinational financial management
1
Working papers / University of Kent, Kent Business School
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Information and the arrival rate of option trading volume
Zhang, Mengyu
;
Verousis, Thanos
;
Kalaitzoglou, Iordanis
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 605-644
Persistent link: https://www.econbiz.de/10013187564
Saved in:
2
The impact of a premium-based tick size on equity option liquidity
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 397-417
Persistent link: https://www.econbiz.de/10011568431
Saved in:
3
Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures
Fu, Xi
;
Sandri, Matteo
;
Shackleton, Mark B.
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1029-1056
Persistent link: https://www.econbiz.de/10011569013
Saved in:
4
On the errors and comparison of Vega estimation methods
Chung, San-lin
;
Shackleton, Mark B.
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10002528175
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->