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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Option trading"
~subject:"Volatilität"
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Option trading
Volatilität
Option pricing theory
5
Optionsgeschäft
5
Optionspreistheorie
5
Volatility
5
Implied volatility
3
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2
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7
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Li, Wei
2
Blau, Benjamin
1
Cheng, Louis T. W.
1
Dotsis, George
1
Du, Brian
1
Gu, Jenny
1
Hilliard, Jitka
1
Jones, Jeffrey S.
1
Li, Steven
1
Liu, Pu
1
Markellos, Raphaēl N.
1
Psychoyios, Dimitris
1
Wade, Chip
1
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1
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Review of quantitative finance and accounting
Research paper series / Swiss Finance Institute
47
Swiss Finance Institute Research Paper
33
Journal of banking & finance
28
Quantitative finance
28
Discussion paper / Tinbergen Institute
19
International review of financial analysis
19
Finance research letters
18
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper
15
The journal of futures markets
14
International review of economics & finance : IREF
13
Journal of risk and financial management : JRFM
13
Working Paper
13
Applied economics
12
International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of derivatives : JOD
11
Applied mathematical finance
10
Energy economics
10
Asia-Pacific journal of financial studies
9
Journal of empirical finance
9
The European journal of finance
9
Journal of econometrics
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
SFB 649 discussion paper
8
CPQF Working Paper Series
7
Cogent economics & finance
7
Economic modelling
7
International Journal of Financial Studies : open access journal
7
Journal of financial markets
7
Journal of risk
7
Review of derivatives research
7
Rotman School of Management Working Paper
7
SFB 649 Discussion Paper
7
Staff reports / Federal Reserve Bank of New York
7
Annals of finance
6
Discussion papers of interdisciplinary research project 373
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1
Comparing the information in short sales and put
options
Blau, Benjamin
;
Wade, Chip
- In:
Review of quantitative finance and accounting
41
(
2013
)
3
,
pp. 567-583
Persistent link: https://www.econbiz.de/10010188234
Saved in:
2
Relative option liquidity and price efficiency
Du, Brian
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1119-1135
Persistent link: https://www.econbiz.de/10012172939
Saved in:
3
A jump diffusion model for VIX volatility
options
and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
Saved in:
4
Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.
;
Gu, Jenny
;
Liu, Pu
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
Saved in:
5
Volatilities implied by price changes in the S&P 500
options
and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
6
The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye
;
Li, Wei
;
Cheng, Louis T. W.
- In:
Review of quantitative finance and accounting
32
(
2009
)
3
,
pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
Saved in:
7
The relationship between implied and realized volatility: evidence from the Australian stock index option market
Li, Steven
;
Yang, Qianqian
- In:
Review of quantitative finance and accounting
32
(
2009
)
4
,
pp. 405-419
Persistent link: https://www.econbiz.de/10003873809
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