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~isPartOf:"Journal of financial economics"
~subject:"Options"
~subject:"Volatilität"
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Options
Volatilität
Capital income
14
Kapitaleinkommen
14
Volatility
11
Option trading
9
Optionsgeschäft
9
Skewness
9
Börsenkurs
8
Share price
8
Estimation
7
Risikoprämie
7
Risk premium
7
Schätzung
7
Theorie
7
Theory
7
Derivat
6
Derivative
6
Anlageverhalten
5
Behavioural finance
5
Forecasting model
5
Option pricing theory
5
Optionspreistheorie
5
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5
CAPM
4
Hedging
4
Implied volatility
4
Portfolio selection
4
Portfolio-Management
4
Welt
4
World
4
Aktienmarkt
3
Derivatives
3
Equity premium
3
Gambling
3
Glücksspiel
3
Risiko
3
Risk
3
Statistical distribution
3
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3
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20
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20
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20
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English
20
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Aragon, George O.
2
Martin, J. Spencer
2
Amaya, Diego
1
Barinov, Alexander
1
Birru, Justin
1
Bollerslev, Tim
1
Borochin, Paul
1
Chaigneau, Pierre
1
Christoffersen, Peter F.
1
Cremers, Martijn
1
Dezsö, Cristian L.
1
Edmans, Alex
1
Fleckenstein, Matthias
1
Fullwood, Jonathan
1
Gandhi, Priyank
1
Geske, Robert Leonard
1
Golec, Joseph
1
Golez, Benjamin
1
Gottlieb, Daniel
1
Hu, Jianfeng
1
Jackwerth, Jens Carsten
1
Jacobs, Kris
1
James, Jessica
1
Johnson, Travis L.
1
Koijen, Ralph S. J.
1
Liu, Hong
1
Maheu, John M.
1
Manela, Asaf
1
Marsh, Ian
1
McCurdy, Thomas H.
1
Moreira, Alan
1
Moskowitz, Tobias J.
1
Pedersen, Lasse Heje
1
Ross, David Gaddis
1
Schlag, Christian
1
Shi, Zhen
1
So, Eric
1
Subrahmanyam, Avanidhar
1
Tang, Xiaoxiao
1
Thimme, Julian
1
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Journal of financial economics
Research paper series / Swiss Finance Institute
35
Journal of banking & finance
30
Quantitative finance
30
Swiss Finance Institute Research Paper
22
Discussion paper / Tinbergen Institute
20
Finance research letters
20
International review of financial analysis
20
International journal of theoretical and applied finance
18
Working Paper
15
International review of economics & finance : IREF
14
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper
13
Applied economics
12
Working paper series / Centre for Practical Quantitative Finance
12
Energy economics
11
Applied mathematical finance
10
International journal of financial engineering
10
Journal of risk and financial management : JRFM
10
The journal of futures markets
10
Asia-Pacific journal of financial studies
9
Economic modelling
9
Journal of econometrics
9
Journal of empirical finance
9
Journal of international financial markets, institutions & money
9
Review of Derivatives Research
9
Review of derivatives research
8
Annals of finance
7
CPQF Working Paper Series
7
Global finance journal
7
MPRA Paper
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Review of quantitative finance and accounting
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
Economics Papers from University Paris Dauphine
6
FINRISK Working Paper Series
6
Finance and stochastics
6
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ECONIS (ZBW)
20
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1
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20
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date (oldest first)
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
The option to stock volume ratio and future returns
Johnson, Travis L.
;
So, Eric
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 262-286
Persistent link: https://www.econbiz.de/10009666658
Saved in:
4
A unique view of hedge fund derivatives usage : safeguard or speculation?
Aragon, George O.
;
Martin, J. Spencer
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 436-456
Persistent link: https://www.econbiz.de/10009666817
Saved in:
5
Pinning in the S&P 500 futures
Golez, Benjamin
;
Jackwerth, Jens Carsten
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
Saved in:
6
Does option trading convey stock price information?
Hu, Jianfeng
- In:
Journal of financial economics
111
(
2014
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10010375919
Saved in:
7
Using
options
to measure the full value-effect of an event : application to Obamacare
Borochin, Paul
;
Golec, Joseph
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 169-193
Persistent link: https://www.econbiz.de/10011590075
Saved in:
8
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:
9
Does improved information improve incentives?
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
- In:
Journal of financial economics
130
(
2018
)
2
,
pp. 291-307
Persistent link: https://www.econbiz.de/10012051316
Saved in:
10
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:
1
2
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