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~person:"Cao, Charles Q."
~person:"Cao, Melanie"
~person:"Carverhill, Andrew"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Option trading
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Cao, Charles Q.
Cao, Melanie
Carverhill, Andrew
Ryu, Doojin
28
Hull, John
27
Wang, Xingchun
22
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
21
Perrakis, Stylianos
21
Zhang, Jin E.
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18
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18
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17
Lee, Hangsuck
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15
Todorov, Viktor
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Fusari, Nicola
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Pedersen, Lasse Heje
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Wu, Liuren
14
Bebchuk, Lucian A.
13
Guirguis, Michel
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Kōnstantinidēs, Giōrgos
13
Orosi, Greg
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Journal of financial markets
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2
Review of derivatives research
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The journal of business : B
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1
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
2
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
3
The decline of informed trading in the equity and options markets
Cao, Charles Q.
;
Gempesaw, David
;
Simin, Timothy T.
- In:
The journal of alternative investments
21
(
2018
)
2
,
pp. 16-29
Persistent link: https://www.econbiz.de/10011966305
Saved in:
4
The information content of an open limit-order book
Cao, Charles Q.
;
Hansch, Oliver
;
Wang, Xiaoxin
- In:
The journal of futures markets
29
(
2009
)
1
,
pp. 16-41
Persistent link: https://www.econbiz.de/10003826609
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5
Option market liquidity : commonality and other characteristics
Cao, Melanie
;
Wei, Jason
- In:
Journal of financial markets
13
(
2010
)
1
,
pp. 20-48
Persistent link: https://www.econbiz.de/10003935474
Saved in:
6
The smirk in the S&P500 futures options prices : a linearized factor analysis
Carverhill, Andrew
;
Cheuk, Terry Hon Fu
;
Dyrting, Sigurd
- In:
Review of derivatives research
12
(
2009
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10003874306
Saved in:
7
Informational content of option volume prior to takeovers
Cao, Charles Q.
;
Chen, Zhiwu
;
Griffin, John M.
- In:
The journal of business : B
78
(
2005
)
3
,
pp. 1073-1109
Persistent link: https://www.econbiz.de/10003051100
Saved in:
8
Vulnerable options, risky corporate bond, and credit spread
Cao, Melanie
;
Wei, Jason
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 301-327
Persistent link: https://www.econbiz.de/10001567418
Saved in:
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