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Delta Hedging in Financial Eng...
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Capital income
8
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8
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McCurdy, Thomas H.
2
Todorov, Viktor
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Zhao, Xiaofei
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Bollerslev, Tim
1
Cacho-Diaz, Julio
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Pearson, Neil D.
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Sentana, Enrique
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Journal of financial economics
Operations research
30
Russian Economic Developments
30
MPRA Paper
26
CREATES Research Papers
19
Strategic HR Review
17
Journal of econometrics
16
Post-Print / HAL
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Physica A: Statistical Mechanics and its Applications
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Industrial and Commercial Training
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Energy economics
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International Journal of Contemporary Hospitality Management
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International Productivity Monitor
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International review of financial analysis
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World Bank - Discussion Papers
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Worldwide Hospitality and Tourism Themes
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International Journal of Physical Distribution & Logistics Management
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International journal of financial engineering
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Competence Center Finanz- und Bankmanagement : ccfb
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
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
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2
Pre-trade hedging : Evidence from the issuance of retail structured products
Henderson, Brian J.
;
Pearson, Neil D.
;
Wang, Li
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 108-128
Persistent link: https://www.econbiz.de/10012631073
Saved in:
3
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
4
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
5
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
6
Do
jumps
contribute to the dynamics of the equity premium
Maheu, John M.
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
Saved in:
7
Systemic co-
jumps
Caporin, Massimiliano
;
Kolokolov, Aleksey
;
Renò, Roberto
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 563-591
Persistent link: https://www.econbiz.de/10011818207
Saved in:
8
News as sources of
jumps
in stock returns : evidence from 21 million news articles for 9000 companies
Jeon, Yoontae
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013473803
Saved in:
9
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:
10
Economic momentum and currency returns
Dahlquist, Magnus
;
Hasseltoft, Henrik
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10012545382
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