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~isPartOf:"Journal of financial economics"
~isPartOf:"Research in international business and finance"
~subject:"Volatilität"
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Volatilität
Capital income
18
Kapitaleinkommen
18
Volatility
17
Options
13
Börsenkurs
12
Share price
12
Skewness
11
Implied volatility
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Option trading
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Agarwal, Vineet
1
Amaya, Diego
1
Ayoub, Mahmoud
1
Barinov, Alexander
1
Bollerslev, Tim
1
Chandorkar, Pankaj
1
Chen, Wen-Ling
1
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1
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1
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1
Dezsö, Cristian L.
1
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1
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1
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1
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1
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1
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1
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1
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1
Manela, Asaf
1
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1
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1
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1
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1
Pedersen, Lasse Heje
1
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1
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Schlag, Christian
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Todorov, Viktor
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1
Vrugt, Evert B.
1
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Journal of financial economics
Research in international business and finance
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
13
Applied economics
12
The North American journal of economics and finance : a journal of financial economics studies
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 empirical finance
8
CPQF Working Paper Series
7
Journal of econometrics
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
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
Working paper series / Centre for Practical Quantitative 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)
17
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1
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:
2
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:
3
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:
4
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:
5
The asymmetric response of volatility to market changes and the volatility smile : evidence from Australian
options
Tanha, Hassan
;
Dempsey, Michael
- In:
Research in international business and finance
34
(
2015
),
pp. 164-176
Persistent link: https://www.econbiz.de/10011325745
Saved in:
6
Better the devil you know : the influence of political incumbency on Australian financial market uncertainty
Smales, Lee A.
- In:
Research in international business and finance
33
(
2015
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011325891
Saved in:
7
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:
8
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
9
Implied volatility duration : a measure for the timing of uncertainty resolution
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10013188678
Saved in:
10
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
1
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