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~isPartOf:"Finance research letters"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Schätzung"
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Schätzung
Option trading
91
Optionsgeschäft
91
Option pricing theory
66
Optionspreistheorie
66
Volatility
36
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36
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21
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21
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options
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Cremers, Martijn
1
Felföldi-Szűcs, Nóra
1
Fodor, Andrew
1
Forte, Santiago
1
Hattori, Takahiro
1
Jitsawatpaiboon, Kanokrak
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Králik, Balázs
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Lemmon, Michael L.
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Trojani, Fabio
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Finance research letters
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
17
Research paper series / Swiss Finance Institute
13
Journal of banking & finance
9
Journal of financial economics
9
International review of economics & finance : IREF
7
Discussion paper / Tinbergen Institute
6
Working paper
6
Applied economics
5
Journal of econometrics
5
Journal of financial markets
5
SFB 649 Discussion Paper
5
SFB 649 discussion paper
5
Staff reports / Federal Reserve Bank of New York
5
Swiss Finance Institute Research Paper
5
The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Working paper / Centre for Financial Research
5
Cogent economics & finance
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
Bank of England Working Paper
3
CESifo Working Paper
3
CFS working paper series
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DIW Berlin Discussion Paper
3
Journal of risk and financial management : JRFM
3
MNB Working Papers
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MNB working papers
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The journal of finance : the journal of the American Finance Association
3
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Annals of finance
2
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ECONIS (ZBW)
11
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1
Differences in trading and pricing between stock and index options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
Saved in:
2
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:
3
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
4
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
5
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
6
Variance risk premiums and aging firms
Neururer, Thaddeus
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014581299
Saved in:
7
Time-varying skew in vix derivatives pricing
Yuan, Peixuan
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
Saved in:
8
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
9
Put-call parity in a crypto option market : evidence from Binance
Felföldi-Szűcs, Nóra
;
Králik, Balázs
;
Váradi, Kata
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490726
Saved in:
10
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
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