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Option trading
94
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94
Option pricing theory
43
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Volatility
42
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Chang, Chuang-chang
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Journal of banking & finance
MPRA Paper
228
The journal of futures markets
194
International journal of theoretical and applied finance
112
IZA Discussion Papers
106
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
GE, Growth, Math methods
83
Review of derivatives research
75
Discussion paper series / IZA
70
CESifo Working Paper
67
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56
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53
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Mathematical finance : an international journal of mathematics, statistics and financial theory
49
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47
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46
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44
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43
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41
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40
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36
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35
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34
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34
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33
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32
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ECONIS (ZBW)
94
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1
Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
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2
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca
;
Meucci, Attilio
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2076-2088
Persistent link: https://www.econbiz.de/10003778620
Saved in:
3
How does the call market method affect price efficiency? : evidence from the Singapore Stock Market
Chang, Rosita P.
;
Rhee, S. Ghon
;
Stone, Gregory R.
; …
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2205-2219
Persistent link: https://www.econbiz.de/10003778704
Saved in:
4
Computing the market price of volatility risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
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5
Identifying volatility risk premia from fixed income Asian options
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 652-661
Persistent link: https://www.econbiz.de/10003820565
Saved in:
6
Option trading and individual investor performance
Bauer, Rob
;
Cosemans, Mathijs
;
Eichholtz, Piet
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 731-746
Persistent link: https://www.econbiz.de/10003820948
Saved in:
7
Do informed option investors predict stock returns? : evidence from the Taiwan stock exchange
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Lai, Hung-neng
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 757-764
Persistent link: https://www.econbiz.de/10003820953
Saved in:
8
Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-fang
;
Wang, Yaw-huei
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
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9
Competition without fungibility : evidence from alternative market structures for derivatives
Bartram, Söhnke M.
;
Fehle, Frank
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 659-677
Persistent link: https://www.econbiz.de/10003429731
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10
Pension regulation and the market value of pension liabilities : a contingent claims analysis using Parisian options
Broeders, Dirk
;
Chen, An
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1201-1214
Persistent link: https://www.econbiz.de/10003978329
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