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Search: subject:"put-call parity"
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Option trading
32
Optionsgeschäft
32
Put-call parity
31
Option pricing theory
28
Optionspreistheorie
28
put-call parity
25
Derivat
11
Derivative
11
Volatility
11
Volatilität
11
Efficient market hypothesis
10
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10
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10
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10
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9
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9
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9
Capital income
7
Kapitaleinkommen
7
Theorie
7
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7
Aktienoption
6
CAPM
6
Index futures
6
Index-Futures
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Put-Call Parity
6
Stock option
6
Transaction costs
6
Anlageverhalten
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Behavioural finance
5
Incomplete market
5
Price discovery
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Unvollkommener Markt
5
China
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Article
63
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English
54
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Grundy, Bruce D.
3
Agrawal, Puja
2
Atilgan, Yigit
2
Carr, Peter
2
Cerreia-Vioglio, S.
2
Fisher, Travis
2
Herdegen, Martin
2
Hertrich, Markus
2
Hiraki, Kazuhiro
2
Hoque, Ariful
2
Lim, Bryan
2
Muravyev, Dmitriy
2
Nandan, Tanuj
2
Ofek, Eli
2
Pearson, Neil D.
2
Richardson, Matthew
2
Ruf, Johannes
2
Ryu, Doojin
2
Schweizer, Martin
2
Skiadopoulos, George
2
Verwijmeren, Patrick
2
Whitelaw, Robert F.
2
Yang, Heejin
2
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1
Azzone, Michele
1
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1
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1
Ben Hamad, Salah
1
Bollinger, Thomas R.
1
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1
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1
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1
Buyuksahin, Bahattin
1
Byun, Suk Joon
1
Chateauneuf, Alain
1
Chen, Lien-Chuan
1
Chen, Lien-chuan
1
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1
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1
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
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1
Dipartimento di Economia e Finanza (DEF), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)
1
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1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Finance research letters
4
Journal of financial economics
4
Finance and Stochastics
3
The European journal of finance
3
Australian Journal of Management
2
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Journal of Financial Economics
2
Journal of banking & finance
2
Research in international business and finance
2
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The journal of futures markets
2
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Finante - provocarile viitorului (Finance - Challenges of the Future)
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
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1
International Journal of Business and Economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
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International review of economics & finance : IREF
1
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1
Journal of Economic Theory
1
Journal of economic theory
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Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Modern economy
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Monetary and Economic Studies
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Multinational Finance Journal
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ECONIS (ZBW)
47
RePEc
27
EconStor
2
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1
Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
Saved in:
2
Does market efficiency matter for Shanghai 50 ETF index options?
Hoque, Ariful
;
Le, Thi
;
Hasan, Morshadul
;
Abedin, …
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014451551
Saved in:
3
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/10014480627
Saved in:
4
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:
5
The GameStop short squeeze :
put-call
parity
and the effect of frictions before, during and after the squeeze
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 635-661
Persistent link: https://www.econbiz.de/10014293176
Saved in:
6
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
7
The risk-neutral non-additive probability with market frictions
Chateauneuf, Alain
;
Cornet, Bernard
- In:
Economic theory bulletin
10
(
2022
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10013262870
Saved in:
8
Put-call
parity
in a crypto option market : evidence from Binance
Felföldi-Szűcs, Nóra
;
Králik, Balázs
;
Váradi, Kata
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490726
Saved in:
9
Options, put-call parities, and option strategies : theory and empirical results
Lee, Cheng F.
;
Yeh, Wen-Chi
-
2024
Persistent link: https://www.econbiz.de/10015050151
Saved in:
10
Determinants of put-call disparity : KOSPI 200 index options
Kim, Sam
;
Lockwood, Jimmy
;
Lockwood, Larry Joseph
; …
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 303-314
Persistent link: https://www.econbiz.de/10014330974
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