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~isPartOf:"Journal of financial economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Volatilität"
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Volatilität
Volatility
18
Option trading
16
Optionsgeschäft
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Option pricing theory
11
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Amaya, Diego
2
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Journal of financial economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
34
Quantitative finance
26
Journal of banking & finance
24
Swiss Finance Institute Research Paper
22
International review of financial analysis
19
Discussion paper / Tinbergen Institute
18
Finance research letters
17
International journal of theoretical and applied finance
17
Working Paper
13
Working paper
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Applied economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / Centre for Practical Quantitative Finance
12
Applied mathematical finance
10
Energy economics
10
International review of economics & finance : IREF
10
Journal of risk and financial management : JRFM
10
The journal of futures markets
10
International journal of financial engineering
9
Asia-Pacific journal of financial studies
8
Journal of econometrics
8
Journal of empirical finance
8
CPQF Working Paper Series
7
Journal of international financial markets, institutions & money
7
SFB 649 Discussion Paper
7
SFB 649 discussion paper
7
Staff reports / Federal Reserve Bank of New York
7
The European journal of finance
7
Annals of finance
6
Economic modelling
6
FINRISK Working Paper Series
6
Finance and stochastics
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Research in international business and finance
6
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
6
Discussion papers of interdisciplinary research project 373
5
ECB Working Paper
5
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
18
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1
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
Saved in:
2
Forward-looking market risk premium
Duan, Jin-Chuan
;
Zhang, Weiqi
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10010258775
Saved in:
3
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
4
Differences in trading and pricing between stock and index
options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
Saved in:
5
The informational content of high-frequency option prices
Amaya, Diego
;
Bégin, Jean-François
;
Gauthier, Geneviève
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2166-2201
Persistent link: https://www.econbiz.de/10013267926
Saved in:
6
Capital structure effects on the prices of equity call
options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
7
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
8
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
9
Who profits from trading
options
?
Hu, Jianfeng
;
Kirilova, Antonia
;
Park, Seongkyu
;
Ryu, Doojin
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4742-4761
Persistent link: https://www.econbiz.de/10015046402
Saved in:
10
Volatility and the cross-section of returns on FX
options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
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