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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Option trading
31
Optionsgeschäft
31
Put-call parity
30
Option pricing theory
27
Optionspreistheorie
27
put-call parity
25
Derivat
11
Derivative
11
Volatility
11
Volatilität
11
Efficient market hypothesis
10
Effizienzmarkthypothese
10
Estimation
10
Schätzung
10
Arbitrage
9
Börsenkurs
9
Share price
9
Capital income
7
Theorie
7
Theory
7
Aktienoption
6
CAPM
6
Index futures
6
Index-Futures
6
Put-Call Parity
6
Stock option
6
Transaction costs
6
Anlageverhalten
5
Behavioural finance
5
Incomplete market
5
Price discovery
5
Unvollkommener Markt
5
China
4
Choquet pricing
4
Equity options
4
Forecasting model
4
Hedging
4
Option pricing
4
Prognoseverfahren
4
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English
7
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Atilgan, Yigit
1
Byun, Suk Joon
1
Goncalves-Pinto, Luis
1
Grundy, Bruce D.
1
Hameed, Allaudeen
1
Heijden, Thijs van der
1
Hiraki, Kazuhiro
1
Hong, Hyun A.
1
Kim, Da-Hea
1
Krause, Timothy A.
1
Nishiotis, George P.
1
Rompolis, Leonidas S.
1
Schonberger, Bryce
1
Skiadopoulos, George
1
Subramanyam, K. R.
1
Zhu, Yichao
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Journal of banking & finance
2
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Simon Business School Working Paper
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Simon Business School working paper
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Theoretical economics letters
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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
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:
5
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:
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
Saved in:
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