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~isPartOf:"Journal of financial markets"
~subject:"Option pricing theory"
~subject:"Optionsgeschäft"
~subject:"Price discovery"
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Option pricing theory
Optionsgeschäft
Price discovery
Börsenkurs
214
Share price
214
Capital income
74
Kapitaleinkommen
74
Theorie
51
Theory
51
Volatility
50
Volatilität
50
Aktienmarkt
46
Stock market
46
Securities trading
45
Wertpapierhandel
45
Estimation
39
Schätzung
39
Anlageverhalten
36
Behavioural finance
36
Liquidity
27
Portfolio selection
25
Portfolio-Management
25
Forecasting model
23
Prognoseverfahren
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Market microstructure
22
Marktmikrostruktur
22
Asymmetric information
21
Asymmetrische Information
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Electronic trading
21
Elektronisches Handelssystem
21
Liquidität
21
Optionspreistheorie
21
CAPM
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Handelsvolumen der Börse
20
Risikoprämie
20
Risk premium
20
Trading volume
20
Ankündigungseffekt
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Announcement effect
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Bourse
19
Börse
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44
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Rourke, Thomas
2
Stoll, Hans R.
2
Subrahmanyam, Marti G.
2
Alexandridis, Antonios K.
1
Anand, Amber
1
Apergis, Iraklis
1
Augustin, Patrick
1
Bangsgaard, Christine
1
Barraclough, Kathryn
1
Bechmann, Ken L.
1
Benos, Evangelos
1
Bernales, Alejandro
1
Bevilacqua, Mattia
1
Birru, Justin
1
Borochin, Paul A.
1
Brenner, Menachem
1
Cabrera, Juan
1
Carverhill, Andrew
1
Chen, Ding
1
Chen, Xi
1
Cicon, James E.
1
DeLisle, R. Jared
1
Deuskar, Prachi
1
Dijk, Dick van
1
Dimpfl, Thomas
1
Feng, Shih-ping
1
Figlewski, Stephen
1
Finucane, Thomas J.
1
Foley, Sean
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Gatčev, Vladimir A.
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Gousgounis, Eleni
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Grass, Gunnar
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Guidolin, Massimo
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Guo, Biao
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Gupta, Anurag
1
Hung, Mao-Wei
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Ibikunle, Gbenga
1
Jiang, George J.
1
Kanne, Stefan
1
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Journal of financial markets
International journal of theoretical and applied finance
467
The journal of futures markets
279
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
254
Applied mathematical finance
240
Journal of banking & finance
231
Finance and stochastics
219
The journal of derivatives : the official publication of the International Association of Financial Engineers
207
Quantitative finance
199
Review of derivatives research
172
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
133
Finance research letters
122
International journal of financial engineering
116
Journal of mathematical finance
108
Computational economics
106
Risks : open access journal
93
Journal of financial economics
89
Research paper series / Swiss Finance Institute
88
The North American journal of economics and finance : a journal of financial economics studies
88
The European journal of finance
82
Asia-Pacific financial markets
77
International review of financial analysis
70
Journal of econometrics
68
Review of quantitative finance and accounting
64
Journal of financial and quantitative analysis : JFQA
63
Energy economics
60
NBER working paper series
60
The journal of finance : the journal of the American Finance Association
60
International review of economics & finance : IREF
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
The review of financial studies
57
Journal of empirical finance
56
SFB 649 discussion paper
54
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
Economic modelling
51
Journal of risk and financial management : JRFM
51
The journal of real estate finance and economics
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ECONIS (ZBW)
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The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas
- In:
Journal of financial markets
20
(
2014
),
pp. 175-193
Persistent link: https://www.econbiz.de/10010442379
Saved in:
2
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
3
Volatility-of-volatility and tail risk hedging returns
Park, Yang-Ho
- In:
Journal of financial markets
26
(
2015
),
pp. 38-63
Persistent link: https://www.econbiz.de/10011477272
Saved in:
4
Delta and vega exposure trading in stock and option markets
Maraachlian, Hilda
;
Rourke, Thomas
- In:
Journal of financial markets
18
(
2014
),
pp. 96-125
Persistent link: https://www.econbiz.de/10010442472
Saved in:
5
Option pricing with stochastic liquidity risk : theory and evidence
Feng, Shih-ping
;
Hung, Mao-Wei
;
Wang, Yaw-huei
- In:
Journal of financial markets
18
(
2014
),
pp. 77-95
Persistent link: https://www.econbiz.de/10010442476
Saved in:
6
The value of the wildcard option in cash-settled American index options
Lasser, Dennis J.
;
Spizman, Joshua D.
- In:
Journal of financial markets
28
(
2016
),
pp. 116-131
Persistent link: https://www.econbiz.de/10011722239
Saved in:
7
A new measure of the direction and timing of information flow between markets
Finucane, Thomas J.
- In:
Journal of financial markets
2
(
1999
)
2
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001426681
Saved in:
8
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
9
Investing in Chapter 11 stocks : trading, value, and performance
Li, Yuanzhi
;
Zhong, Zhaodong
- In:
Journal of financial markets
16
(
2013
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10009711279
Saved in:
10
Stock option contract adjustments : the case of special dividends
Barraclough, Kathryn
;
Stoll, Hans R.
;
Whaley, Robert E.
- In:
Journal of financial markets
15
(
2012
)
2
,
pp. 233-257
Persistent link: https://www.econbiz.de/10009614491
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