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~person:"Backus, David"
~person:"Chang, Chuang-chang"
~person:"Perrakis, Stylianos"
~person:"Poteshman, Allen M."
~person:"Todorov, Viktor"
~subject:"United States"
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United States
Option trading
68
Optionsgeschäft
68
Option pricing theory
29
Optionspreistheorie
29
Financial market
25
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25
USA
21
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17
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17
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11
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1986-2006
7
Aktienindex
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Backus, David
Chang, Chuang-chang
Perrakis, Stylianos
Poteshman, Allen M.
Todorov, Viktor
Jackwerth, Jens Carsten
7
Kōnstantinidēs, Giōrgos
7
Kelly, Bryan T.
6
Pedersen, Lasse Heje
6
Doran, James S.
5
Ederington, Louis H.
5
Giglio, Stefano
5
Kolb, Robert W.
5
Wu, Liuren
5
Beber, Alessandro
4
Brandt, Michael W.
4
Chalmers, John M. R.
4
Chernov, Mikhail
4
Edelen, Roger M.
4
Fodor, Andy
4
Kadlec, Gregory B.
4
Martin, Ian
4
Whaley, Robert E.
4
Anand, Amber
3
Audrino, Francesco
3
Bliss, Robert R.
3
Boyle, Phelim P.
3
Campbell, T. Colin
3
Carr, Peter
3
Chaput, J. Scott
3
Colangelo, Dominik
3
Cordier, James
3
Czerwonko, Michal
3
Dew-Becker, Ian
3
Egelkraut, Thorsten Michael
3
Gallmeyer, Michael F.
3
Garleanu, Nicolae
3
Gross, Michael
3
Holowczak, Richard
3
Hull, John
3
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5
The review of financial studies
4
The journal of finance : the journal of the American Finance Association
3
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2
The journal of business : B
2
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ECONIS (ZBW)
21
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1
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:
2
Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2010
Persistent link: https://www.econbiz.de/10009503559
Saved in:
3
Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2009
Persistent link: https://www.econbiz.de/10003872484
Saved in:
4
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
-
2008
Persistent link: https://www.econbiz.de/10003791478
Saved in:
5
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
(
contributor
); …
-
2005
We document widespread violations of stochastic dominance in the one-month S&P 500 index options market over the period 1986-2002. These violations imply that a trader can improve her expected utility by engaging in a zero-net-cost trade. We allow the market to be incomplete and also imperfect...
Persistent link: https://www.econbiz.de/10003222135
Saved in:
6
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
-
2005
Persistent link: https://www.econbiz.de/10003240184
Saved in:
7
Demand-based option pricing
Garleanu, Nicolae
(
contributor
); …
-
2005
derivative and its payoffs. For a
European
option
, for instance, the strike price, maturity date, and whether the option is a …
Persistent link: https://www.econbiz.de/10003726854
Saved in:
8
The information of option volume for future stock prices
Pan, Jun
;
Poteshman, Allen M.
-
2004
Persistent link: https://www.econbiz.de/10002485370
Saved in:
9
Are options on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
Saved in:
10
Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 1969-2012
Persistent link: https://www.econbiz.de/10009514112
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