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~isPartOf:"Finance research letters"
~isPartOf:"The European journal of finance"
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Schätzung
Option trading
88
Optionsgeschäft
88
Option pricing theory
64
Optionspreistheorie
64
Volatility
29
Volatilität
29
Derivat
22
Derivative
22
Stochastic process
12
Stochastischer Prozess
12
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11
Börsenkurs
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Index-Futures
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Market microstructure
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11
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Ap Gwilym, Owain
1
Chen, XiaoHua
1
Corrado, Charles Joseph
1
Felföldi-Szűcs, Nóra
1
Forte, Santiago
1
García-Machado, Juan J.
1
Hattori, Takahiro
1
Jitsawatpaiboon, Kanokrak
1
Králik, Balázs
1
Lovreta, Lidija
1
Marabel Romo, Jacinto
1
Maré, E.
1
Neururer, Thaddeus
1
Ruan, Xinfeng
1
Rybczyński, Jarosław
1
Selby, Michael J. P.
1
Su, Tie
1
Varson, Paula L.
1
Venter, Pierre J
1
Verousis, Thanos
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Finance research letters
The European journal of finance
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 financial markets
5
Management science : journal of the Institute for Operations Research and the Management Sciences
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 journal of derivatives : the official publication of the International Association of Financial Engineers
5
Working paper / Centre for Financial Research
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
International review of financial analysis
4
Journal of econometrics
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
3
Cogent economics & finance
3
DIW Berlin Discussion Paper
3
Journal of risk and financial management : JRFM
3
MNB Working Papers
3
MNB working papers
3
The journal of finance : the journal of the American Finance Association
3
Working papers on finance
3
Annals of finance
2
Applied economics letters
2
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ECONIS (ZBW)
11
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1
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
2
Option prices aas predictors of stock prices : intraday adjustments to information releases
Varson, Paula L.
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10001219144
Saved in:
3
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:
4
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
5
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
6
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
7
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:
8
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:
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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