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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial markets"
~subject:"Optionsgeschäft"
~subject:"Price discovery"
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Optionsgeschäft
Price discovery
Börsenkurs
801
Share price
801
Capital income
313
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313
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238
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238
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International review of financial analysis
Journal of financial markets
The journal of futures markets
102
International journal of theoretical and applied finance
83
Journal of banking & finance
67
Review of derivatives research
60
The journal of computational finance
58
Finance research letters
57
Quantitative finance
54
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of economic dynamics & control
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
International journal of financial engineering
32
International review of economics & finance : IREF
31
Journal of financial economics
31
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29
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28
European journal of operational research : EJOR
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Journal of mathematical finance
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Review of quantitative finance and accounting
26
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24
Research paper series / Swiss Finance Institute
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Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of international financial markets, institutions & money
19
Asia-Pacific financial markets
18
Economic modelling
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Risks : open access journal
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The European journal of finance
18
The journal of derivatives : JOD
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Applied economics
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Insurance / Mathematics & economics
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Swiss Finance Institute Research Paper
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Economics letters
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Energy economics
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
72
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1
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:
2
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:
3
Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing
;
Yang, Cheng-Yu
- In:
International review of financial analysis
44
(
2016
),
pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
Saved in:
4
Delta and vega exposure trading in stock and option markets
Maraachlian, Hilda
;
Rourke, Thomas
- In:
Journal of financial markets
18
(
2014
),
pp. 96-125
Persistent link: https://www.econbiz.de/10010442472
Saved in:
5
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
6
Test of recent advances in extracting information from option prices
Healy, J. V.
;
Gregoriou, Andros
;
Hudson, Robert
- In:
International review of financial analysis
56
(
2018
),
pp. 292-302
Persistent link: https://www.econbiz.de/10012006295
Saved in:
7
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
8
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
9
Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A.
- In:
International review of financial analysis
28
(
2013
),
pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
Saved in:
10
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
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