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~isPartOf:"Applied economics letters"
~isPartOf:"International journal of economics and finance"
~subject:"Announcement effect"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Option pricing theory"
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Announcement effect
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Option pricing theory
Börsenkurs
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595
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270
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270
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161
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Applied economics letters
International journal of economics and finance
Finance research letters
493
International journal of theoretical and applied finance
479
Journal of banking & finance
464
International review of financial analysis
323
Journal of financial economics
285
The journal of futures markets
283
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
NBER working paper series
252
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248
International review of economics & finance : IREF
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Pacific-Basin finance journal
231
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1
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
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2
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
3
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
4
Calculating implied volatility using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
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5
Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
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6
A note on applying option pricing theory to emerging mortgage and mortgage-backed securities markets
Fei, Peng
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 881-885
Persistent link: https://www.econbiz.de/10003996975
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7
Simpler proofs in finance and shout options
Ramprasath, L.
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
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8
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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9
Empirical performance of option pricing models : evidence from India
Singh, Vipul Kumar
- In:
International journal of economics and finance
5
(
2013
)
2
,
pp. 141-154
Persistent link: https://www.econbiz.de/10009705041
Saved in:
10
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
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