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Capital income
Valuation
979
valuation
865
options
414
Options
392
Theorie
247
Theory
234
Optionspreistheorie
225
Option pricing theory
219
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217
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futures
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Todorov, Viktor
3
Bollerslev, Tim
2
Borochin, Paul
2
Gagnon, Marie-Hélène
2
Kale, Jivendra K.
2
Lim, Tee
2
Mateus, Cesario
2
Power, Gabriel J.
2
Smith, Aaron D.
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Toupin, Dominique
2
Tutuncu, Lokman
2
Van Tassel, Peter
2
Zhao, Yanhui
2
Abedini, Bizhan
1
Afshari, Hossein
1
Aghaee, Saeid
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Alexandridis, Antonios K.
1
Apergis, Iraklis
1
Askari, Hesam Masoompoor
1
Badreddine, Sina
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1
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Contreras-Valdez, Mario I.
1
DeLisle, R. Jared
1
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Journal of banking & finance
4
Journal of financial economics
4
International journal of economic perspectives : IJEP
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Review of accounting studies
2
Staff reports / Federal Reserve Bank of New York
2
The journal of derivatives : JOD
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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European financial management : the journal of the European Financial Management Association
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Indian journal of economics & business : IJEB
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1
International journal of financial engineering
1
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Journal of applied econometrics
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1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial intermediation
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Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
1
Journal of mathematical finance
1
Journal of risk and financial management : JRFM
1
LSF research working paper series
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of financial economics : RFE
1
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ECONIS (ZBW)
68
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1
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
2
The impact of weekly
options
on stock returns and volatility
Cai, Francis
;
Xu, LianZan
;
Chen, Haiyang
;
Zhang, Ge
- In:
The international journal of finance
26
(
2014
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10010513612
Saved in:
3
Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario
;
Konsilp, Worawuth
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
Saved in:
4
The option to stock volume ratio and future returns
Johnson, Travis L.
;
So, Eric
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 262-286
Persistent link: https://www.econbiz.de/10009666658
Saved in:
5
The relevance of information and trading costs in explaining momentum profits : evidence from optioned and non-optioned stocks
Badreddine, Sina
;
Galariotis, Emilios C.
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 589-608
Persistent link: https://www.econbiz.de/10009623543
Saved in:
6
The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis
;
Blanchard, Gildas
;
Honarvar, Iman
; …
-
2015
Persistent link: https://www.econbiz.de/10011547101
Saved in:
7
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
8
Information gains from using short-dated
options
for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
9
Who and what drives informed
options
trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
10
The effect of option-implied skewness on delta- and vega-hedged option returns
Borochin, Paul
;
Wu, Zekun
;
Zhao, Yanhui
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803250
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