//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Investor expectations of volat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Share price
12,581
Börsenkurs
12,570
Volatility
10,944
Volatilität
10,417
Capital income
9,962
Kapitaleinkommen
9,954
Stock market
5,699
Aktienmarkt
5,685
Estimation
5,340
Schätzung
5,332
Theorie
5,193
Theory
5,193
Portfolio selection
3,262
Portfolio-Management
3,262
Forecasting model
2,974
Prognoseverfahren
2,974
Option pricing theory
2,969
Optionspreistheorie
2,968
Behavioural finance
2,876
Anlageverhalten
2,875
Welt
2,716
World
2,715
ARCH model
2,586
ARCH-Modell
2,586
Announcement effect
2,541
Ankündigungseffekt
2,536
CAPM
2,310
Risk
2,257
Risiko
2,191
Derivative
2,150
Derivat
2,143
USA
2,035
United States
2,033
China
1,959
Stochastic process
1,707
Stochastischer Prozess
1,707
Financial crisis
1,644
Finanzkrise
1,630
Risk premium
1,520
Risikoprämie
1,517
more ...
less ...
Online availability
All
Undetermined
Free
48,954
Type of publication
All
Article
26,669
Book / Working Paper
2,617
Journal
6
Other
1
Type of publication (narrower categories)
All
Article in journal
25,362
Aufsatz in Zeitschrift
25,362
Arbeitspapier
1,640
Working Paper
1,640
Graue Literatur
1,615
Non-commercial literature
1,615
Aufsatz im Buch
560
Book section
560
Conference paper
214
Konferenzbeitrag
214
Hochschulschrift
104
research-article
96
Lehrbuch
37
Aufsatzsammlung
34
Thesis
29
Collection of articles of several authors
25
Sammelwerk
25
Textbook
25
Konferenzschrift
16
Systematic review
12
Übersichtsarbeit
12
Amtsdruckschrift
11
Government document
11
review-article
8
Handbook
6
Handbuch
6
Collection of articles written by one author
5
Ratgeber
5
Sammlung
5
conceptual-paper
4
Bibliografie
3
Case study
3
Fallstudie
3
Festschrift
3
Formelsammlung
3
Glossar enthalten
3
Glossary included
3
Nachruf
3
Bibliografie enthalten
2
Bibliography included
2
more ...
less ...
Language
All
English
28,321
Undetermined
667
German
285
Spanish
9
Portuguese
5
French
4
Polish
1
Russian
1
Chinese
1
more ...
less ...
Author
All
Gupta, Rangan
210
Bouri, Elie
105
Ma, Feng
105
Tiwari, Aviral Kumar
90
Zaremba, Adam
90
Wohar, Mark E.
69
Hammoudeh, Shawkat
65
Narayan, Paresh Kumar
64
Ryu, Doojin
62
Wang, Yudong
59
Xuan Vinh Vo
59
Zhang, Yaojie
58
Xiong, Xiong
56
Salisu, Afees A.
52
Mensi, Walid
51
Shahzad, Syed Jawad Hussain
50
Zhang, Wei
50
Demirer, Rıza
49
Lucey, Brian M.
49
Liang, Chao
48
Balcilar, Mehmet
47
Kang, Sang Hoon
47
Corbet, Shaen
46
Fabozzi, Frank J.
45
Pierdzioch, Christian
44
Yin, Libo
44
Ji, Qiang
42
Umar, Zaghum
42
Roubaud, David
41
Goodell, John W.
40
Shen, Dehua
39
Wei, Yu
39
Jawadi, Fredj
38
Lee, Cheng F.
38
Wen, Fenghua
38
Bahmani-Oskooee, Mohsen
37
McAleer, Michael
37
Caporale, Guglielmo Maria
35
Gil-Alaña, Luis A.
35
Sensoy, Ahmet
35
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
57
National Bureau of Economic Research
46
OECD
21
World Bank
19
Springer Fachmedien Wiesbaden
17
Edward Elgar Publishing
8
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
6
Springer International Publishing
5
Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
5
Centre for Economic Policy Research
4
Organisation for Economic Co-operation and Development
4
Springer-Verlag GmbH
4
Centre de développement, Organisation de Coopération et de Développement Économiques (OCDE)
3
De Gruyter Oldenbourg
3
Peter Lang GmbH
3
World Bank Group
3
World Scientific Publishing Co. Pte. Ltd.
3
Bank of England
2
Cambridge University Press
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
International Energy Agency
2
Maine
2
NetLibrary, Inc
2
Universität Mannheim
2
Walter de Gruyter Inc.
2
World Bank / Development Research Group / Macroeconomics and Growth
2
Bank of Kentucky
1
Berliner Wissenschafts-Verlag
1
Boom, Bust, and Beyond: New Perspectives on the 1719-20 Stock Euphoria <Veranstaltung> <2018, Tübingen>
1
Derivative Markets Conference <2022, Online>
1
Département d'Économie Appliquée (DULBEA), Solvay Brussels School of Economics and Management
1
East India Company
1
FAO
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Government of Uganda
1
Grand Canal Company
1
Great Britain / Board of Inland Revenue
1
Humboldt-Universität zu Berlin
1
IEAP Meeting: Investor Emotions & Asset Pricing <1., 2022, Lille>
1
IFAD
1
more ...
less ...
Published in...
All
Finance research letters
1,440
International review of financial analysis
792
Energy economics
683
Discussion paper / Centre for Economic Policy Research
638
International review of economics & finance : IREF
616
The North American journal of economics and finance : a journal of financial economics studies
578
Journal of banking & finance
528
Pacific-Basin finance journal
524
Applied economics
519
Research in international business and finance
460
Working paper / National Bureau of Economic Research, Inc.
414
Economic modelling
404
Journal of financial economics
367
Applied economics letters
359
Journal of empirical finance
343
Quantitative finance
343
Journal of international financial markets, institutions & money
313
Economics letters
290
Management science : journal of the Institute for Operations Research and the Management Sciences
274
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
273
Review of quantitative finance and accounting
257
Discussion papers / CEPR
256
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
245
The European journal of finance
239
The journal of corporate finance : contracting, governance and organization
226
Journal of econometrics
225
SpringerLink / Bücher
219
Journal of international money and finance
213
Journal of financial markets
212
The journal of futures markets
210
Journal of economic dynamics & control
199
International journal of theoretical and applied finance
198
Computational economics
196
Journal of financial and quantitative analysis : JFQA
192
The review of financial studies
188
International journal of economics and finance
179
International journal of finance & economics : IJFE
171
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
157
International journal of financial engineering
153
Global finance journal
147
more ...
less ...
Source
All
ECONIS (ZBW)
28,509
RePEc
666
Other ZBW resources
114
BASE
3
OLC EcoSci
1
Showing
1
-
10
of
29,293
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Early exercise, implied
volatility
spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
2
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
3
The options market reaction to bank loan announcements
Anagnostopoulou, Seraina C.
;
Ferentinou, Aikaterini C.
; …
- In:
Journal of financial services research : JFSR
53
(
2018
)
1
,
pp. 99-139
Persistent link: https://www.econbiz.de/10012023932
Saved in:
4
Too good to be true? : an analysis of the options market's reactions to earnings releases
Lu, Yan
;
Ray, Sugata
- In:
Journal of business finance & accounting : JBFA
43
(
2016
)
7/8
,
pp. 830-848
Persistent link: https://www.econbiz.de/10011627641
Saved in:
5
Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011752436
Saved in:
6
Dispersion trading : an empirical analysis on the S&P 100 options
Ferrari, Pierpaolo
;
Poy, Gabriele
;
Abate, Guido
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012056045
Saved in:
7
Pricing cryptocurrency options
Hou, Ai Jun
;
Wang, Weining
;
Chen, Cathy Y. H.
;
Härdle, …
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 250-279
Persistent link: https://www.econbiz.de/10012232938
Saved in:
8
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
9
Implied
volatility
slopes and jumps in bitcoin options market
Chen, Tian
;
Deng, Jun
;
Nie, Jing
- In:
Operations research letters : a journal of INFORMS …
55
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015049725
Saved in:
10
Variation in option implied
volatility
spread and future stock returns
DeLisle, R. Jared
;
Diavatopoulos, Dean
;
Fodor, Andy
; …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 152-160
Persistent link: https://www.econbiz.de/10013258547
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->