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~person:"Chang, Chuang-chang"
~person:"Perrakis, Stylianos"
~person:"Poteshman, Allen M."
~person:"Richardson, Matthew"
~subject:"1996-2001"
~subject:"Anlageverhalten"
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Search: subject:"European option"
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1996-2001
Anlageverhalten
Option trading
51
Optionsgeschäft
51
Option pricing theory
21
Optionspreistheorie
21
Financial market
20
Finanzmarkt
20
USA
17
United States
17
Hedging
11
Index futures
9
Index-Futures
9
Börsenkurs
8
Share price
8
Theorie
8
Theory
8
Demand
7
Nachfrage
7
Aktienindex
6
Behavioural finance
6
Derivat
6
Derivative
6
Handelsvolumen der Börse
6
Stock index
6
Trading volume
6
Transaction costs
6
Transaktionskosten
6
Volatility
6
Volatilität
6
Portfolio selection
5
Portfolio-Management
5
Securities trading
5
Wertpapierhandel
5
Bid-ask spread
4
Geld-Brief-Spanne
4
Risikoaversion
4
Risk aversion
4
Taiwan
4
1986-2006
3
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Free
5
Undetermined
2
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Book / Working Paper
6
Article
4
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Arbeitspapier
4
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
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English
10
Author
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Chang, Chuang-chang
Perrakis, Stylianos
Poteshman, Allen M.
Richardson, Matthew
Thomsett, Michael C.
12
Ryu, Doojin
6
Choy, Siu Kai
5
Cici, Gjergji
5
Palacios, Luis-Felipe
5
Bernales, Alejandro
4
Fodor, Andy
4
Heston, Steven L.
4
Levy, Jared
4
Ofek, Eli
4
Pedersen, Lasse Heje
4
Verousis, Thanos
4
Zhdanov, Alexei
4
Cofnas, Abe
3
Dorn, Daniel
3
Eisdorfer, Assaf
3
Garleanu, Nicolae
3
Hsieh, Pei-Fang
3
Kang, Jangkoo
3
Kim, Da-Hea
3
Li, Shuaiqi
3
Passarelli, Dan
3
Sinclair, Euan
3
Wang, Yaw-Huei
3
Wei, Jason
3
Whitelaw, Robert F.
3
Bamberg, Günter
2
Borochin, Paul
2
Byun, Suk Joon
2
Cañón, Carlos Iván
2
Chang, Chuang-Chang
2
Chatterjea, Arkadev
2
Chesney, Marc
2
Coakley, Jerry
2
Cosma, Antonio
2
Crameri, Remo
2
Cremers, Martijn
2
DeLisle, R. Jared
2
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National Bureau of Economic Research
2
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NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Discussion paper / Centre for Economic Policy Research
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
The review of financial studies
1
Working papers / Rodney L. White Center for Financial Research
1
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ECONIS (ZBW)
10
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1
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10
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10
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date (oldest first)
1
Sophistication, sentiment, and misreaction
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
Saved in:
2
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:
3
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
-
2005
Persistent link: https://www.econbiz.de/10003240184
Saved in:
4
Investor Behavior in the Option Market
Lakonishok, Josef
-
2004
This paper investigates the behavior of investors in the equity option market using a unique and detailed dataset of open interest and volume for all contracts listed on the Chicago Board Options Exchange over the 1990 through 2001 period. We document major stylized facts about the option market...
Persistent link: https://www.econbiz.de/10012468429
Saved in:
5
Limited Arbitrage and Short Sales Restrictions : Evidence from the Options Markets
Ofek, Eli
-
2003
In this paper, we investigate empirically the well-known put-call parity no-arbitrage relation in the presence of short sale restrictions. We use a new and comprehensive sample of options on individual stocks in combination with a measure of the cost and difficulty of short selling, specifically...
Persistent link: https://www.econbiz.de/10012469280
Saved in:
6
Limited arbitrage and short sales restrictions : evidence from the options markets
Ofek, Eli
;
Richardson, Matthew
;
Whitelaw, Robert F.
-
2002
Persistent link: https://www.econbiz.de/10001731357
Saved in:
7
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031
Saved in:
8
Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors : evidence from the option market
Mahani, Reza S.
;
Poteshman, Allen M.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 635-655
Persistent link: https://www.econbiz.de/10003759710
Saved in:
9
Demand-based option pricing
Garleanu, Nicolae B.
;
Pedersen, Lasse Heje
;
Poteshman, …
-
2006
Persistent link: https://www.econbiz.de/10003294309
Saved in:
10
Limited arbitrage and short sales restrictions : evidence from the options markets
Ofek, Eli
;
Richardson, Matthew
;
Whitelaw, Robert F.
- In:
Journal of financial economics
74
(
2004
)
2
,
pp. 305-342
Persistent link: https://www.econbiz.de/10002399257
Saved in:
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