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~isPartOf:"Finance research letters"
~subject:"Aktienoption"
~subject:"Schätzung"
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Aktienoption
Schätzung
Option trading
64
Optionsgeschäft
64
Option pricing theory
47
Optionspreistheorie
47
Volatility
22
Volatilität
22
Derivat
14
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14
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9
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Ap Gwilym, Owain
1
Benzennou, Bouchra
1
Bernales, Alejandro
1
Cañón, Carlos Iván
1
Chintrakarn, Pandej
1
Chung, Y. Peter
1
Felföldi-Szűcs, Nóra
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Forte, Santiago
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Hattori, Takahiro
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1
Maré, E.
1
Neururer, Thaddeus
1
Polimenis, Vassilis
1
Ruan, Xinfeng
1
Venter, Pierre J
1
Verousis, Thanos
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Finance research letters
The journal of futures markets
24
Journal of banking & finance
17
Research paper series / Swiss Finance Institute
16
Journal of financial economics
11
Journal of financial markets
10
International review of economics & finance : IREF
9
Discussion paper / Tinbergen Institute
8
Review of quantitative finance and accounting
8
Working paper
8
Applied economics
7
Swiss Finance Institute Research Paper
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Working paper / Centre for Financial Research
7
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative finance
6
Annals of finance
5
Cogent economics & finance
5
International review of financial analysis
5
Journal of econometrics
5
Journal of international financial markets, institutions & money
5
Review of derivatives research
5
SFB 649 Discussion Paper
5
SFB 649 discussion paper
5
Staff reports / Federal Reserve Bank of New York
5
The journal of finance : the journal of the American Finance Association
5
Applied economics letters
4
CFS working paper series
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Asia-Pacific financial markets
3
Bank of England Working Paper
3
CESifo Working Paper
3
CFR working paper
3
DIW Berlin Discussion Paper
3
Financial innovation : FIN
3
International journal of theoretical and applied finance
3
Journal of financial and quantitative analysis : JFQA
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1
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:
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
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
4
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
5
The effect of CEO luck on the informativeness of stock prices : do lucky CEOs improve stock price informativeness?
Chintrakarn, Pandej
;
Jiraporn, Pornsit
;
Jiraporn, Napatsorn
- In:
Finance research letters
11
(
2014
)
3
,
pp. 289-294
Persistent link: https://www.econbiz.de/10010441843
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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