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~isPartOf:"The review of financial studies"
~language:"eng"
~subject:"Bid-ask spread"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Bid-ask spread
Option pricing theory
USA
47
United States
47
Aktienoption
41
Stock option
41
Pension fund
15
Pensionskasse
15
Theorie
12
Theory
12
Führungskräfte
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Volatilität
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Optionspreistheorie
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Aktie
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Aufsatz in Zeitschrift
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7
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English
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Bakshi, Gurdip S.
1
Christoffersen, Peter F.
1
Cvitanić, Jakša
1
Dybvig, Philip H.
1
Fournier, Mathieu
1
Glebkin, Sergei
1
Griffith, Todd
1
Jacobs, Kris
1
Kapadia, Nikunj
1
Loewenstein, Mark A.
1
Madan, Dilip B.
1
Malamud, Semyon
1
Muravyev, Dmitriy
1
Pearson, Neil D.
1
Teguia, Alberto
1
Van Ness, Robert A.
1
Wiener, Zvi
1
Zapatero, Fernando
1
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The review of financial studies
The journal of futures markets
16
Journal of financial economics
14
Journal of banking & finance
11
Review of quantitative finance and accounting
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
The journal of finance : the journal of the American Finance Association
7
Finance research letters
6
Insurance / Mathematics & economics
6
International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Review of derivatives research
5
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
Applied economics letters
3
Asia-Pacific journal of financial studies
3
International Journal of Portfolio Analysis and Management
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Journal of financial markets
3
Managerial finance
3
The European journal of finance
3
The journal of corporate finance : contracting, governance and organization
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Theoretical economics letters
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Asia-Pacific financial markets
2
European finance review : the official journal of the European Finance Association
2
European journal of operational research : EJOR
2
Financial management
2
International journal of financial engineering
2
International review of economics & finance : IREF
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international business and economics : JIBE
2
Journal of risk and financial management : JRFM
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Pacific-Basin finance journal
2
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ECONIS (ZBW)
7
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1
Illiquidity and higher cumulants
Glebkin, Sergei
;
Malamud, Semyon
;
Teguia, Alberto
- In:
The review of financial studies
36
(
2023
)
5
,
pp. 2131-2173
Persistent link: https://www.econbiz.de/10014320614
Saved in:
2
Order cancellations, fees, and execution quality in U.S. equity options
Griffith, Todd
;
Van Ness, Robert A.
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1534-1564
Persistent link: https://www.econbiz.de/10012198403
Saved in:
3
Options trading costs are lower than you think
Muravyev, Dmitriy
;
Pearson, Neil D.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 4973-5014
Persistent link: https://www.econbiz.de/10012387406
Saved in:
4
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
5
Analytic pricing of employee stock options
Cvitanić, Jakša
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 683-724
Persistent link: https://www.econbiz.de/10003716601
Saved in:
6
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
7
Employee reload options : pricing, hedging, and optimal exercise
Dybvig, Philip H.
;
Loewenstein, Mark A.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 145-171
Persistent link: https://www.econbiz.de/10001764188
Saved in:
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