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~subject:"Anlageverhalten"
~subject:"CEV model"
~subject:"Capital income"
~type:"article"
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Anlageverhalten
CEV model
Capital income
Theorie
32
Theory
32
Option pricing theory
30
Optionspreistheorie
30
Hedging
13
Kapitaleinkommen
13
Börsenkurs
11
Share price
11
Volatility
11
Volatilität
11
Option trading
9
Optionsgeschäft
9
Estimation
8
Schätzung
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Forecasting model
6
Prognoseverfahren
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Real options analysis
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Realoptionsansatz
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Portfolio selection
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Portfolio-Management
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Behavioural finance
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Derivat
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Derivative
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Hypothek
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Index futures
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Capital market returns
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Großbritannien
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Immobilienmarkt
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Interest rate
3
Investor sentiment
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Kapitalmarktrendite
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Return predictability
3
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15
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English
15
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Shackleton, Mark B.
8
Chung, San-Lin
4
Chung, San-lin
4
Taylor, Stephen
4
Chen, Te-Feng
2
Tsai, Wei-Che
2
Tsai, Wei-che
2
Umutlu, Mehmet
2
Yu, Peng
2
Arisoy, Yakup Eser
1
Carnero, M. Angeles
1
Chordia, Tarun
1
Câmara, António
1
Fu, Xi
1
Gilder, Dudley
1
Hung, Chi-hsiou
1
Hung, Mao-Wei
1
Lin, Ji-chai
1
Liu, Wen-rang
1
Liu, Xiaoquan
1
Shih, Pai-Ta
1
Shih, Pai-ta
1
Sødal, Sigbjørn
1
Wang, Yaw-huei
1
Wei, Tzu-Wen
1
Xu, Xinzhong
1
Yan, Jiali
1
Yao, Yaqiong
1
Yeh, Chung-Ying
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Yeh, Chung-ying
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Journal of banking & finance
5
Applied economics letters
1
Economics letters
1
Financial analysts' journal : FAJ
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of Banking & Finance
1
Journal of empirical finance
1
Pacific-Basin finance journal
1
Review of asset pricing studies : RAPS
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
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ECONIS (ZBW)
15
RePEc
1
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1
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
2
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
3
Stock-return volatility and daily equity trading by investor groups in Korea
Umutlu, Mehmet
;
Shackleton, Mark B.
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 43-70
Persistent link: https://www.econbiz.de/10011535295
Saved in:
4
Cojumps in stock prices : empirical evidence
Gilder, Dudley
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
Journal of banking & finance
40
(
2014
),
pp. 443-459
Persistent link: https://www.econbiz.de/10010404700
Saved in:
5
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
6
Smooth pasting as rate of return equalization
Shackleton, Mark B.
;
Sødal, Sigbjørn
- In:
Economics letters
89
(
2005
)
2
,
pp. 200-206
Persistent link: https://www.econbiz.de/10003172064
Saved in:
7
Option-implied volatility measures and stock return predictability
Fu, Xi
;
Arisoy, Yakup Eser
;
Shackleton, Mark B.
; …
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10011687331
Saved in:
8
What drives a firm's ES performance? : evidence from stock returns
Shackleton, Mark B.
;
Yan, Jiali
;
Yao, Yaqiong
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449386
Saved in:
9
The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin
;
Liu, Wen-rang
;
Tsai, Wei-che
- In:
Journal of banking & finance
42
(
2014
),
pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
Saved in:
10
When does investor sentiment predict stock returns?
Chung, San-lin
;
Hung, Chi-hsiou
;
Yeh, Chung-ying
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
Saved in:
1
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