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~person:"Zhang, Jin E."
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Black-Scholes-Modell"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes model
Black-Scholes-Modell
Index futures
Volatility
Option trading
18
Optionsgeschäft
18
Volatilität
13
Option pricing theory
12
Optionspreistheorie
12
Estimation
4
Index-Futures
4
Risiko
4
Risk
4
Schätzung
4
China
3
Derivat
3
Derivative
3
Index derivative
3
Indexderivat
3
Risikoprämie
3
Risk premium
3
Anlageverhalten
2
COVID-19
2
Coronavirus
2
Forecasting model
2
Implied volatility (IV)
2
Prognoseverfahren
2
Welt
2
World
2
prediction
2
2015
1
ARCH model
1
ARCH-Modell
1
Aktienoption
1
American options
1
CSI 300 Index options
1
CSR
1
Capital income
1
Capital market returns
1
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Article
14
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Aufsatz in Zeitschrift
Bibliografie
Article in journal
14
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
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English
14
Author
All
Zhang, Jin E.
Ryu, Doojin
17
Carr, Peter
9
Wang, Xingchun
9
Ruan, Xinfeng
8
Fodor, Andy
7
Yang, Heejin
7
Fusai, Gianluca
6
Gehricke, Sebastian A.
6
Guo, Biao
6
Kim, Sol
6
Kirkby, J. Lars
6
Lung, Peter P.
6
Shaikh, Imlak
6
Wu, Liuren
6
Zanette, Antonino
6
Bernales, Alejandro
5
Doran, James S.
5
Elliott, Robert J.
5
Muzzioli, Silvia
5
Padhi, Puja
5
Pirjol, Dan
5
Singh, Vipul Kumar
5
Todorov, Viktor
5
Zhu, Lingjiong
5
Agarwalla, Sobhesh Kumar
4
Alexander, Carol
4
Choy, Siu Kai
4
Cui, Zhenyu
4
Diavatopoulos, Dean
4
Dotsis, George
4
Drimus, Gabriel
4
Escobar, Marcos
4
Farkas, Walter
4
Härdle, Wolfgang
4
Kang, Jangkoo
4
Ko, Bangwon
4
Kuo, I.-doun
4
Kwok, Yue-Kuen
4
Lee, Hangsuck
4
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The journal of futures markets
3
Applied economics
2
Economics letters
1
Emerging markets review
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Pacific-Basin finance journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
14
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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
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
4
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
5
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
6
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
7
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
8
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:
9
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:
10
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:
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