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~person:"Bernales, Alejandro"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Mathematical programming"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Behavioural finance
Black-Scholes model
Index futures
Mathematical programming
United States
Option trading
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Optionsgeschäft
6
Option pricing theory
5
Optionspreistheorie
5
Aktienoption
4
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4
Volatility
3
Volatilität
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Asymmetric information
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Index-Futures
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Dynamic equilibrium model
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Bernales, Alejandro
Ryu, Doojin
10
Zhang, Jin E.
8
Poteshman, Allen M.
7
Wu, Liuren
7
Carr, Peter
6
Alexander, Carol
5
Doran, James S.
5
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Shaikh, Imlak
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Truong, Cameron
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3
Jackwerth, Jens Carsten
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Journal of banking & finance
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Finance research letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Learning and index option returns
Bernales, Alejandro
;
Cortazar, Gonzalo
;
Salamunic, Luka
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 327-339
Persistent link: https://www.econbiz.de/10012262478
Saved in:
2
Do investors follow the herd in option markets?
Bernales, Alejandro
;
Verousis, Thanos
;
Voukelatos, Nikolaos
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521178
Saved in:
3
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
4
Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
Saved in:
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