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~isPartOf:"Journal of financial markets"
~subject:"Optionsgeschäft"
~subject:"Price discovery"
~subject:"Prognoseverfahren"
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Optionsgeschäft
Price discovery
Prognoseverfahren
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
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Estimation
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Schätzung
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Market microstructure
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Elektronisches Handelssystem
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Liquidität
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Option pricing theory
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Optionspreistheorie
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CAPM
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Handelsvolumen der Börse
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Risikoprämie
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Risk premium
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Andersen, Torben
2
Bondarenko, Oleg
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Easley, David
2
Lin, Qi
2
O'Hara, Maureen
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Rourke, Thomas
2
Subrahmanyam, Marti G.
2
Wese Simen, Chardin
2
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2
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1
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Journal of financial markets
Finance research letters
147
Journal of banking & finance
125
The journal of futures markets
119
International review of financial analysis
104
International journal of theoretical and applied finance
91
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of empirical finance
80
Quantitative finance
79
International review of economics & finance : IREF
78
Journal of financial economics
73
Journal of forecasting
65
Review of derivatives research
62
The journal of computational finance
59
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Journal of economic dynamics & control
55
Applied economics
52
Applied mathematical finance
51
Economic modelling
50
Computational economics
49
Pacific-Basin finance journal
46
International journal of forecasting
44
Journal of international financial markets, institutions & money
44
Review of quantitative finance and accounting
44
The European journal of finance
44
Energy economics
42
International journal of financial engineering
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Research paper series / Swiss Finance Institute
39
Journal of econometrics
36
Journal of mathematical finance
35
NBER working paper series
35
European journal of operational research : EJOR
33
Research in international business and finance
33
Economics letters
32
Applied economics letters
31
Journal of risk and financial management : JRFM
31
Finance and stochastics
29
Financial innovation : FIN
29
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ECONIS (ZBW)
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1
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
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:
6
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
7
The information content of short-term options
Oikonomou, Ioannis
;
Stancu, Andrei
;
Symeonidis, Lazaros
; …
- In:
Journal of financial markets
46
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012317893
Saved in:
8
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
9
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
10
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
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