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~isPartOf:"Applied economics letters"
~person:"Ambros, Maximilian"
~person:"Azhar Mohamad"
~person:"Bali, Rakesh"
~person:"Grobys, Klaus"
~person:"Wang, Xingchun"
~person:"Yang, Heejin"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"China"
~subject:"Volatilität"
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Börsenkurs
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Volatilität
Option pricing theory
8
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Ambros, Maximilian
Azhar Mohamad
Bali, Rakesh
Grobys, Klaus
Wang, Xingchun
Yang, Heejin
Ryu, Doojin
8
Schaub, Mark
6
Kim, Hyeyoen
4
Dajcman, Silvo
3
Jung, Hojin
3
Li, Meng
3
Alsaifi, Khaled
2
Bonilla, Claudio A.
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2
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2
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Ciner, Cetin
2
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2
Ferris, Stephen P.
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Gil-Alaña, Luis A.
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Goutte, Stéphane
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Holmes, Mark J.
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Jiang, Yonghong
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Kim, Jong-Min
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Li, Ming-yuan Leon
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Ma, Feng
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Manahov, Viktor
2
McGuinness, Paul B.
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Mu, Yuandong
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Applied economics letters
Finance research letters
5
The journal of futures markets
5
Review of derivatives research
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Economics letters
2
Emerging markets review
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International review of economics & finance : IREF
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International review of financial analysis
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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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
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:
3
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
4
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
5
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
6
An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 921-924
Persistent link: https://www.econbiz.de/10009763253
Saved in:
7
Seasonality in ex dividend day returns
Bali, Rakesh
- In:
Applied economics letters
10
(
2003
)
14
,
pp. 929-932
Persistent link: https://www.econbiz.de/10001876575
Saved in:
8
COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian
;
Frenkel, Michael
;
Toan Luu Duc Huynh
; …
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574
Saved in:
9
Further evidence from ex-dividend days
Bali, Rakesh
;
Francis, Jack Clark
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 537-540
Persistent link: https://www.econbiz.de/10009630679
Saved in:
10
Investor sentiment, trading behavior and stock returns
Ryu, Doojin
;
Kim, Hyeyoen
;
Yang, Heejin
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 826-830
Persistent link: https://www.econbiz.de/10011714297
Saved in:
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