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~isPartOf:"Applied economics letters"
~isPartOf:"International journal of economics and finance"
~subject:"Announcement effect"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Announcement effect
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587
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267
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Schaub, Mark
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Ryu, Doojin
4
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Applied economics letters
International journal of economics and finance
Finance research letters
545
Journal of banking & finance
376
International review of financial analysis
363
NBER working paper series
289
International review of economics & finance : IREF
272
Journal of financial economics
269
Pacific-Basin finance journal
257
Working paper / National Bureau of Economic Research, Inc.
243
The North American journal of economics and finance : a journal of financial economics studies
234
Applied economics
233
Journal of empirical finance
223
Research in international business and finance
213
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204
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199
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191
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180
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173
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
171
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168
The journal of futures markets
158
The European journal of finance
154
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153
Applied financial economics
142
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142
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137
Economics letters
130
The review of financial studies
126
Management science : journal of the Institute for Operations Research and the Management Sciences
123
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118
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116
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
114
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Cogent economics & finance
103
Investment management and financial innovations
103
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1
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:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
The relationships between foreign exchange volatility skew and jump risk
Chia Rui Ming Daryl
- In:
International journal of economics and finance
6
(
2014
)
6
,
pp. 70-83
Persistent link: https://www.econbiz.de/10010370842
Saved in:
7
A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol
;
Park, Sang Beom
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
Saved in:
8
Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna
;
Arekar, Kirti
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
Saved in:
9
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
10
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
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