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~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial markets"
~subject:"Optionsgeschäft"
~subject:"Price discovery"
~subject:"Risk premium"
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Optionsgeschäft
Price discovery
Risk premium
Börsenkurs
890
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890
Capital income
340
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340
Aktienmarkt
313
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Wang, Xingchun
5
Lee, Hangsuck
4
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2
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2
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2
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1
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1
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1
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1
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1
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Finance research letters
Journal of financial markets
Journal of banking & finance
113
The journal of futures markets
107
International journal of theoretical and applied finance
97
Journal of financial economics
87
Review of derivatives research
62
The journal of computational finance
59
Quantitative finance
57
Applied mathematical finance
55
NBER working paper series
55
The North American journal of economics and finance : a journal of financial economics studies
55
The journal of derivatives : the official publication of the International Association of Financial Engineers
54
International review of financial analysis
53
Journal of economic dynamics & control
51
Working paper / National Bureau of Economic Research, Inc.
50
International review of economics & finance : IREF
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
42
NBER Working Paper
40
Journal of empirical finance
37
Research paper series / Swiss Finance Institute
36
International journal of financial engineering
35
Review of quantitative finance and accounting
33
Journal of international financial markets, institutions & money
32
Journal of mathematical finance
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Pacific-Basin finance journal
32
The review of financial studies
30
European journal of operational research : EJOR
29
Finance and stochastics
29
Energy economics
28
The European journal of finance
28
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27
Computational economics
27
Discussion paper / Centre for Economic Policy Research
27
Economic modelling
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The journal of finance : the journal of the American Finance Association
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Economics letters
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ECONIS (ZBW)
135
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1
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun
;
Park, Hyungbin
- In:
Finance research letters
13
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
Saved in:
2
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
3
The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas
- In:
Journal of financial markets
20
(
2014
),
pp. 175-193
Persistent link: https://www.econbiz.de/10010442379
Saved in:
4
The critical stock price for the American put option
Chung, Y. Peter
;
Johnson, Herbert
;
Polimenis, Vassilis
- In:
Finance research letters
8
(
2011
)
1
,
pp. 8-14
Persistent link: https://www.econbiz.de/10009272379
Saved in:
5
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
6
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
7
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
8
Volatility-of-volatility and tail risk hedging returns
Park, Yang-Ho
- In:
Journal of financial markets
26
(
2015
),
pp. 38-63
Persistent link: https://www.econbiz.de/10011477272
Saved in:
9
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
10
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
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