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~person:"Gehricke, Sebastian A."
~person:"Kwok, Yue-Kuen"
~person:"Truong, Cameron"
~subject:"Anlageverhalten"
~subject:"Volatility"
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Anlageverhalten
Volatility
Option trading
31
Optionsgeschäft
31
Option pricing theory
15
Optionspreistheorie
15
Theorie
9
Theory
9
Volatilität
9
Börsenkurs
7
Share price
7
Black-Scholes model
5
Black-Scholes-Modell
5
Gewinn
5
Handelsvolumen der Börse
5
Profit
5
Trading volume
5
Ankündigungseffekt
4
Announcement effect
4
Behavioural finance
4
Aktienoption
3
Calendar effect
3
Capital market returns
3
Derivat
3
Derivative
3
Index futures
3
Index-Futures
3
Kalendereffekt
3
Kapitalmarktrendite
3
Stock option
3
Asymmetric information
2
Asymmetrische Information
2
CAPM
2
Convertible bond
2
Earnings announcement
2
Implied volatility (IV)
2
Risiko
2
Risk
2
Search theory
2
Suchtheorie
2
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2
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Article
11
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11
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11
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English
11
Author
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Gehricke, Sebastian A.
Kwok, Yue-Kuen
Truong, Cameron
Ryu, Doojin
18
Zhang, Jin E.
15
Thomsett, Michael C.
12
Fodor, Andy
11
Todorov, Viktor
11
Guirguis, Michel
10
Bernales, Alejandro
9
Carr, Peter
9
Wang, Xingchun
9
Giglio, Stefano
8
Kelly, Bryan T.
8
McAleer, Michael
8
Ruan, Xinfeng
8
Wu, Liuren
8
Cui, Zhenyu
7
Fusari, Nicola
7
Yang, Heejin
7
Alexander, Carol
6
Alòs, Elisa
6
Andersen, Torben
6
Dew-Becker, Ian
6
Diavatopoulos, Dean
6
Farkas, Walter
6
Guo, Biao
6
Jacquier, Antoine (Jack)
6
Kim, Sol
6
Lung, Peter P.
6
Muck, Matthias
6
Nguyen, Duy
6
Rockinger, Michael
6
Shaikh, Imlak
6
Vorst, Ton
6
Wang, Yaw-Huei
6
Choy, Siu Kai
5
Cici, Gjergji
5
Donders, Monique
5
Doran, James S.
5
Goldstein, Robert S.
5
Kirkby, J. Lars
5
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Applied economics
2
Journal of international financial markets, institutions & money
2
Applied mathematical finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of behavioral and experimental finance
1
Journal of business finance & accounting : JBFA
1
Operations research letters
1
Pacific-Basin finance journal
1
The journal of futures markets
1
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ECONIS (ZBW)
11
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
3
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
4
Option traders are concerned about climate risks : ESG ratings and short-term sentiment
Ford, Jansson M.
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Journal of behavioral and experimental finance
35
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014227611
Saved in:
5
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
6
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
7
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
8
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
9
Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Chen, Yangyang
;
Koutsantony, Constantine
;
Truong, Cameron
; …
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 379-401
Persistent link: https://www.econbiz.de/10009707491
Saved in:
10
The options market response to accounting earnings announcements
Truong, Cameron
;
Corrado, Charles Joseph
;
Chen, Yangyang
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 423-450
Persistent link: https://www.econbiz.de/10009623553
Saved in:
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