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Weekly options on stock pinning

Zhang, Ge; Chen, Haiyang; Cai, Francis - In: The journal of business and economic studies 21 (2015) 1/2, pp. 62-73

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Clustering of trading activity in the DAX index options market

Koch, Alexander K.; Lazarov, Zdravetz N. - 2001

, options with strikes ending on 50 are less traded than options with strikes ending on 00. Clustering is higher when options … clustering, grid size, and the options' characteristics. To our knowledge this paper is the first to explore how the grid size of …

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A panel clustering approach to analyzing bubble behavior

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Thai stock news classification based on price changes and sentiments

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A panel clustering approach to analyzing bubble behavior

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A general framework of derivatives pricing

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Predicting the trend of stock index based on feature engineering and CatBoost model

Xu, Renzhe; Chen, Yudong; Xiao, Tenglong; Wang, Jingli; … - In: International journal of financial engineering 8 (2021) 2, pp. 1-17

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Simultaneous effects of clustering and endogeneity on the underpricing difference of IPO firms : a global evidence

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Fixed price and book building methods in an exogenous environment : evidence from Indonesia stock market

Hanafi, Mamduh M. - In: Research in international business and finance 58 (2021), pp. 1-18

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