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On the use of options by mutual funds : do they know what they are doing?
Cici, Gjergji; Palacios, Luis-Felipe - In: Journal of banking & finance 50 (2015), pp. 157-168
Persistent link: https://www.econbiz.de/10010509619
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Returns and option activity over the option-expiration week for S&P 100 stocks
Stivers, Christopher T.; Sun, Licheng - In: Journal of banking & finance 37 (2013) 11, pp. 4126-4240
Persistent link: https://www.econbiz.de/10010245590
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Optimal delta hedging for options
Hull, John; White, Alan - In: Journal of banking & finance 82 (2017), pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
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Speculation, risk aversion, and risk premiums in the crude oil market
Li, Bingxin - In: Journal of banking & finance 95 (2018), pp. 64-81
Persistent link: https://www.econbiz.de/10011966710
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Trading behavior of retail investors in derivatives markets : evidence from Mini options
Li, Yubin; Zhao, Chen; Zhong, Zhaodong - In: Journal of banking & finance 133 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013256448
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The pricing of convexity risk and time decay in options markets
Figlewski, Stephen - In: Journal of banking & finance 18 (1994) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
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Currency risk hedging : futures vs. forward
Lioui, Abraham - In: Journal of banking & finance 22 (1998) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10001236710
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Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia; Del Viva, Luca - In: Journal of banking & finance 58 (2015), pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
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Pricing and static hedging of American-style knock-in options on defaultable stocks
Nunes, Joaõ Pedro Vidal; Ruas, João Pedro; Dias, … - In: Journal of banking & finance 58 (2015), pp. 343-360
Persistent link: https://www.econbiz.de/10011544015
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Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan - In: Journal of banking & finance 61 (2015) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10011586925