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~person:"Fodor, Andy"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Glossary included"
~type_genre:"Thesis"
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Option trading
9
Optionsgeschäft
9
Volatility
6
Volatilität
6
USA
4
United States
4
Aktienoption
3
Börsenkurs
3
Capital income
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3
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1996-2009
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1996-2013
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Fodor, Andy
Ryu, Doojin
25
Wang, Xingchun
22
Zhang, Jin E.
18
Carr, Peter
16
Lee, Hangsuck
15
Hull, John
14
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Cui, Zhenyu
11
Zanette, Antonino
11
Lung, Peter P.
10
Madan, Dilip B.
10
Wu, Liuren
10
Chang, Chuang-chang
9
Doran, James S.
9
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9
Fusai, Gianluca
9
Schoutens, Wim
9
Cai, Ning
8
He, Xin-Jiang
8
Joshi, Mark S.
8
Kirkby, J. Lars
8
Orosi, Greg
8
Poteshman, Allen M.
8
Ruan, Xinfeng
8
Siu, Tak Kuen
8
Truong, Cameron
8
Yang, Heejin
8
Benth, Fred Espen
7
Dai, Min
7
Elliott, Robert J.
7
Hobson, David G.
7
Kim, Sol
7
Lee, Minha
7
Ronn, Ehud I.
7
Stentoft, Lars
7
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7
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7
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6
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Financial markets and portfolio management
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of risk
1
Review of asset pricing studies
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of futures markets
1
The journal of investing : JOI
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Variation in option implied volatility spread and future stock returns
DeLisle, R. Jared
;
Diavatopoulos, Dean
;
Fodor, Andy
; …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 152-160
Persistent link: https://www.econbiz.de/10013258547
Saved in:
2
A closer look at the disposition effect in U.S. equity option markets
Bergsma, Kelley
;
Fodor, Andy
;
Tedford, Emily
- In:
The journal of behavioral finance : a publication of …
21
(
2020
)
1
,
pp. 66-77
Persistent link: https://www.econbiz.de/10012180528
Saved in:
3
Returns to option strategies following class action lawsuits
Diavatopoulos, Dean
;
Fodor, Andy
;
Krieger, Kevin
- In:
The journal of investing : JOI
29
(
2019
)
1
,
pp. 119-131
Persistent link: https://www.econbiz.de/10013177290
Saved in:
4
Anchoring and probability weighting in option prices
DeLisle, R. Jared
;
Diavatopoulos, Dean
;
Fodor, Andy
; …
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 614-638
Persistent link: https://www.econbiz.de/10011950850
Saved in:
5
Call-put implied volatility spreads and option returns
Doran, James S.
;
Fodor, Andy
;
Jiang, Danling
- In:
Review of asset pricing studies
3
(
2013
)
2
,
pp. 258-290
Persistent link: https://www.econbiz.de/10010249050
Saved in:
6
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
Diavatopoulos, Dean
;
Doran, James S.
;
Fodor, Andy
; …
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 786-802
Persistent link: https://www.econbiz.de/10009540475
Saved in:
7
Do option open-interest changes foreshadow future equity returns?
Fodor, Andy
;
Krieger, Kevin
;
Doran, James S.
- In:
Financial markets and portfolio management
25
(
2011
)
3
,
pp. 265-280
Persistent link: https://www.econbiz.de/10009295464
Saved in:
8
Option market efficiency and analyst recommendations
Doran, James S.
;
Fodor, Andy
;
Krieger, Kevin
- In:
Journal of business finance & accounting : JBFA
37
(
2010
)
5/6
,
pp. 560-590
Persistent link: https://www.econbiz.de/10008698693
Saved in:
9
Film-specific option risk and implications for asset pricing
Doran, James S.
;
Fodor, Andy
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 17-52
Persistent link: https://www.econbiz.de/10003900327
Saved in:
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