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~subject:"Anlageverhalten"
~subject:"Risiko"
~subject:"Volatility"
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THREE-POINT VOLATILITY SMILE C...
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Anlageverhalten
Risiko
Volatility
Capital income
14
Kapitaleinkommen
14
Options
13
Volatilität
11
Option trading
9
Optionsgeschäft
9
Skewness
9
Börsenkurs
8
Share price
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Estimation
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Risikoprämie
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Risk premium
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Schätzung
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Theorie
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Theory
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Derivat
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Derivative
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Behavioural finance
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Option pricing theory
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Optionspreistheorie
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Implied volatility
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Welt
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World
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Aktienmarkt
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Derivatives
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Equity premium
3
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Amaya, Diego
1
Aragon, George O.
1
Barinov, Alexander
1
Bessembinder, Hendrik
1
Birru, Justin
1
Bollerslev, Tim
1
Christoffersen, Peter F.
1
Conrad, Jennifer S.
1
Cooper, Michael J.
1
Cremers, Martijn
1
Dezsö, Cristian L.
1
Eraker, Bjørn
1
Fleckenstein, Matthias
1
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1
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1
Geske, Robert Leonard
1
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1
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1
Kapadia, Nishad
1
Koijen, Ralph S. J.
1
Maheu, John M.
1
Manela, Asaf
1
Marsh, Ian
1
Martin, J. Spencer
1
McCurdy, Thomas H.
1
Moreira, Alan
1
Moskowitz, Tobias J.
1
Pedersen, Lasse Heje
1
Ready, Mark J.
1
Ross, David Gaddis
1
Schlag, Christian
1
Shi, Zhen
1
Subrahmanyam, Avanidhar
1
Thimme, Julian
1
Todorov, Viktor
1
Vasquez, Aurelio
1
Vrugt, Evert B.
1
Wang, Baolian
1
Weber, Rüdiger
1
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Journal of financial economics
Research paper series / Swiss Finance Institute
55
Journal of banking & finance
33
Swiss Finance Institute Research Paper
32
Discussion paper / Tinbergen Institute
28
Quantitative finance
28
International journal of theoretical and applied finance
22
Journal of risk and financial management : JRFM
21
Working paper
21
International review of financial analysis
19
Staff reports / Federal Reserve Bank of New York
19
Finance research letters
18
Cogent economics & finance
17
International Journal of Financial Studies : open access journal
16
Working paper / Centre for Financial Research
16
SFB 649 discussion paper
15
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
CFS working paper series
13
ECB Working Paper
13
Energy economics
13
Risks : open access journal
13
CESifo working papers
12
International review of economics & finance : IREF
12
The journal of futures markets
12
Working paper series / Centre for Practical Quantitative Finance
12
International journal of financial engineering
11
NBER working paper series
11
Working paper series / European Central Bank
11
Applied mathematical finance
10
FEDS Working Paper
10
Journal of empirical finance
10
MPRA Paper
10
SAFE working paper
10
Discussion paper
9
Finance and economics discussion series
9
Journal of econometrics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Review of quantitative finance and accounting
9
Annals of finance
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ECONIS (ZBW)
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1
Nominal price illusion
Birru, Justin
;
Wang, Baolian
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 578-598
Persistent link: https://www.econbiz.de/10011589946
Saved in:
2
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:
3
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:
4
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:
5
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
Aragon, George O.
;
Martin, J. Spencer
;
Shi, Zhen
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 345-361
Persistent link: https://www.econbiz.de/10012131547
Saved in:
6
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:
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
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