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~person:"Guo, Biao"
~person:"Maurer, Raimond"
~person:"Vorst, Ton"
~subject:"Volatility"
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Volatility
Option trading
23
Optionsgeschäft
23
Theorie
16
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14
Option pricing theory
9
Optionspreistheorie
9
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6
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Guo, Biao
Maurer, Raimond
Vorst, Ton
Ryu, Doojin
14
Zhang, Jin E.
14
Todorov, Viktor
11
Guirguis, Michel
10
Carr, Peter
9
Fodor, Andy
9
Wang, Xingchun
9
Giglio, Stefano
8
Kelly, Bryan T.
8
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8
Ruan, Xinfeng
8
Wu, Liuren
8
Cui, Zhenyu
7
Fusari, Nicola
7
Yang, Heejin
7
Alexander, Carol
6
Andersen, Torben
6
Dew-Becker, Ian
6
Diavatopoulos, Dean
6
Farkas, Walter
6
Jacquier, Antoine (Jack)
6
Kim, Sol
6
Muck, Matthias
6
Nguyen, Duy
6
Rockinger, Michael
6
Shaikh, Imlak
6
Alòs, Elisa
5
Bernales, Alejandro
5
Donders, Monique
5
Doran, James S.
5
Gehricke, Sebastian A.
5
Goldstein, Robert S.
5
Kirkby, J. Lars
5
Lian, Guanghua
5
Lung, Peter P.
5
Madan, Dilip B.
5
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5
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Report / Erasmus Center for Financial Research, Erasmus University
3
Journal of banking & finance
2
The journal of futures markets
2
Emerging markets, finance and trade : EMFT
1
European financial management : the journal of the European Financial Management Association
1
Finanzmarkt und Portfolio-Management
1
International review of financial analysis
1
Journal of financial markets
1
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1
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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ECONIS (ZBW)
14
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1
Firm fundamentals and the cross-section of implied volatility shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
Saved in:
2
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
3
Does the listing of optionsimprove forecasting power? : evidence from the Shanghai Stock Exchange
Guo, Biao
;
Wang, Zhen
;
Fan, Shuyu
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
15
,
pp. 4300-4308
Persistent link: https://www.econbiz.de/10013463027
Saved in:
4
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
5
CDS inferred stock volatility
Guo, Biao
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 745-757
Persistent link: https://www.econbiz.de/10011568556
Saved in:
6
The Nelson-Siegel model of the term structure of option implied volatility and volatility components
Guo, Biao
;
Han, Qian
;
Zhao, Bin
- In:
The journal of futures markets
34
(
2014
)
8
,
pp. 788-806
Persistent link: https://www.econbiz.de/10010507936
Saved in:
7
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
Saved in:
8
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael
;
Maurer, Raimond
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
4
,
pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
Saved in:
9
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael
-
1999
Persistent link: https://www.econbiz.de/10013442977
Saved in:
10
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988106
Saved in:
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