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Does the market correctly value investment options? : editor's choice
Lyandres, Evgeny; Matveyev, Egor; Zhdanov, Alexei - In: Review of finance : journal of the European Finance … 24 (2020) 6, pp. 1159-1201
Persistent link: https://www.econbiz.de/10012403833
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Liquidity and arbitrage in options markets : a survival analysis approach
Deville, Laurent; Riva, Fabrice - In: Review of finance : journal of the European Finance … 11 (2007) 3, pp. 497-525
Persistent link: https://www.econbiz.de/10003714252
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Cautiousness, skewness preference, and the demand for options
Huang, James; Stapleton, Richard C. - In: Review of finance : journal of the European Finance … 18 (2014) 6, pp. 2375-2395
Persistent link: https://www.econbiz.de/10011288501
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Variance reduction for Asian options under a general model framework
Dingeç, Kemal Dinçer; Sak, Halis; Hörmann, Wolfgang - In: Review of finance : journal of the European Finance … 19 (2015) 2, pp. 907-949
Persistent link: https://www.econbiz.de/10011373327
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Hedging surprises, jumps, and model misspecification : a risk management perspective on hedging S&P 500 options
Kaeck, Andreas - In: Review of finance : journal of the European Finance … 17 (2013) 4, pp. 1535-1569
Persistent link: https://www.econbiz.de/10009776228
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What drives index options exposures?
Johnson, Tim; Liang, Mo; Liu, Yun - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 561-593
Persistent link: https://www.econbiz.de/10011990828
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Asymmetric volatility risk : evidence from option markets
Jackwerth, Jens Carsten; Vilkov, Grigory - In: Review of finance : journal of the European Finance … 23 (2019) 4, pp. 777-799
Persistent link: https://www.econbiz.de/10012035136
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How do short-sale costs affect put options trading? : evidence from separating hedging and speculative shorting demands
Lin, Tse-Chun; Lu, Xiaolong - In: Review of finance : journal of the European Finance … 20 (2016) 5, pp. 1911-1943
Persistent link: https://www.econbiz.de/10011742289
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Default option exercise over the financial crisis and beyond
An, Xudong; Deng, Yongheng; Gabriel, Stuart A. - In: Review of finance : journal of the European Finance … 25 (2021) 1, pp. 153-187
Persistent link: https://www.econbiz.de/10012434689
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Common risk factors in cross-sectional FX options returns
Zhang, Xuanchen; So, Raymond H. Y.; Driouchi, Tarik - In: Review of finance : journal of the European Finance … 28 (2024) 3, pp. 897-944
Persistent link: https://www.econbiz.de/10015046169