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Search: subject:"Put-call parity"
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Capital income
Option trading
31
Optionsgeschäft
31
Put-call parity
30
Option pricing theory
27
Optionspreistheorie
27
put-call parity
25
Derivat
11
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Börsenkurs
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Kapitaleinkommen
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Theorie
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Theory
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Aktienoption
6
CAPM
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Index futures
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Index-Futures
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Put-Call Parity
6
Stock option
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Transaction costs
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Anlageverhalten
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Behavioural finance
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Incomplete market
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Price discovery
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Unvollkommener Markt
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China
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Choquet pricing
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Equity options
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Forecasting model
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Hedging
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Option pricing
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Atilgan, Yigit
1
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1
Goncalves-Pinto, Luis
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Hameed, Allaudeen
1
Heijden, Thijs van der
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Hiraki, Kazuhiro
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ECONIS (ZBW)
7
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1
The contribution of transaction costs to expected stock returns : a novel measure
Hiraki, Kazuhiro
;
Skiadopoulos, George
-
2023
allows explaining the size of alphas reported by previous literature on the predictive ability of deviations from
put-call
…
parity
. …
Persistent link: https://www.econbiz.de/10014231634
Saved in:
2
Why do option prices predict stock returns? : the role of price pressure in the stock market
Goncalves-Pinto, Luis
;
Grundy, Bruce D.
;
Hameed, Allaudeen
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 3903-3926
Persistent link: https://www.econbiz.de/10012297731
Saved in:
3
Do options price predictable patterns in future stock returns? : evidence from accounting anomalies
Schonberger, Bryce
;
Subramanyam, K. R.
;
Hong, Hyun A.
-
2015
-
Draft: August 2015
. Evidence from
put-call
parity
violations suggests that they do not. Rather, option prices accurately track contemporaneous …
Persistent link: https://www.econbiz.de/10011807960
Saved in:
4
Put-call
parity
in equity options markets : recent evidence
Krause, Timothy A.
- In:
Theoretical economics letters
9
(
2019
)
4
,
pp. 563-569
Persistent link: https://www.econbiz.de/10012022919
Saved in:
5
Put-call
parity
violations and return predictability : evidence from the 2008 short sale ban
Nishiotis, George P.
;
Rompolis, Leonidas S.
- In:
Journal of banking & finance
106
(
2019
),
pp. 276-297
Persistent link: https://www.econbiz.de/10012224284
Saved in:
6
Gambling preference and individual equity option returns
Byun, Suk Joon
;
Kim, Da-Hea
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
Saved in:
7
Volatility spreads and earnings announcement returns
Atilgan, Yigit
- In:
Journal of banking & finance
38
(
2014
),
pp. 205-215
Persistent link: https://www.econbiz.de/10010340778
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