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~isPartOf:"Journal of financial markets"
~subject:"Optionsgeschäft"
~subject:"Price discovery"
~subject:"Risk premium"
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Optionsgeschäft
Price discovery
Risk premium
Börsenkurs
206
Share price
206
Capital income
72
Kapitaleinkommen
72
Theorie
50
Theory
50
Volatility
49
Volatilität
49
Aktienmarkt
44
Securities trading
44
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Option pricing theory
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48
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Chen, Xi
2
Rourke, Thomas
2
Subrahmanyam, Marti G.
2
Wang, Junbo
2
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2
Alexandridis, Antonios K.
1
Anand, Amber
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Chen, Ding
1
Chung, Kee H.
1
Chuwonganant, Chairat
1
Cicon, James E.
1
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Journal of financial markets
Journal of banking & finance
113
The journal of futures markets
107
International journal of theoretical and applied finance
97
Finance research letters
87
Journal of financial economics
87
Review of derivatives research
62
The journal of computational finance
59
Quantitative finance
57
Applied mathematical finance
55
NBER working paper series
55
The North American journal of economics and finance : a journal of financial economics studies
55
The journal of derivatives : the official publication of the International Association of Financial Engineers
54
International review of financial analysis
53
Journal of economic dynamics & control
51
Working paper / National Bureau of Economic Research, Inc.
50
International review of economics & finance : IREF
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
42
NBER Working Paper
40
Journal of empirical finance
37
Research paper series / Swiss Finance Institute
36
International journal of financial engineering
35
Review of quantitative finance and accounting
33
Journal of international financial markets, institutions & money
32
Journal of mathematical finance
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Pacific-Basin finance journal
32
The review of financial studies
30
European journal of operational research : EJOR
29
Finance and stochastics
29
Energy economics
28
The European journal of finance
28
Applied economics
27
Computational economics
27
Discussion paper / Centre for Economic Policy Research
27
Economic modelling
26
Swiss Finance Institute Research Paper
24
The journal of finance : the journal of the American Finance Association
24
Economics letters
23
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
48
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Stock illiquidity and option returns
Kanne, Stefan
;
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
Journal of financial markets
63
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014278623
Saved in:
10
Firm fundamentals and the cross-section of implied volatility shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
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