Similar Search Results

Understanding ETF options : profitable strategies for diversified, low-risk investing

Trester, Kenneth R. - 2012

Persistent link: https://www.econbiz.de/10009356050

Mispricing and trading profits in exchange-traded notes

Diavatopoulos, Dean; Geman, Hélyette; Thukral, Lovjit; … - In: The journal of investing 23 (2014) 1, pp. 67-78

Persistent link: https://www.econbiz.de/10011312853

Exchange traded funds market reactions to option introduction

Hunsader, Kent; Javine, Victoria; Dickens, Ross N. - In: Banking and finance review 4 (2012) 2, pp. 71-84

Persistent link: https://www.econbiz.de/10009729565

Crooked volatility smiles : evidence from leveraged and inverse ETF options

Deng, Geng; Dulaney, Tim; McCann, Craig; Yan, Mike - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 278-294

Persistent link: https://www.econbiz.de/10010259400

Analysis of the impact of improved market trading efficiency on the speculation-hedging relation

Ivanov, Stoyu I. - In: Journal of risk finance : the convergence of financial … 15 (2014) 2, pp. 180-194

Persistent link: https://www.econbiz.de/10010337462

Active QQQ covered call strategies

Simon, David P. - In: The journal of alternative investments 16 (2013/14) 3, pp. 25-36

Persistent link: https://www.econbiz.de/10010248334

Valuation, empirical analysis, and optimal exercise of open-end turbo certificates

Paik, Sebastian - 2013

Persistent link: https://www.econbiz.de/10010254201

Leveraged ETF options implied volatility paradox : a statistical study

Härdle, Wolfgang; Nasekin, Sergey; Hong, Zhiwu - 2016

In this paper, we study the statistical properties of the moneyness scaling transformation by Leung and Sircar (2015). This transformation adjusts the moneyness coordinate of the implied volatility smile in an attempt to remove the discrepancy between the IV smiles for levered and unlevered ETF...

Persistent link: https://www.econbiz.de/10011437891

Implied volatility of leveraged ETF options

Leung, Tim; Sircar, Kaushik Ronnie - In: Applied mathematical finance 22 (2015) 1/2, pp. 162-188

Persistent link: https://www.econbiz.de/10010505139

Deviations from put-call parity and volatility prediction : evidence from the Taiwan index option market

Chen, Chin-Ho; Chung, Huimin; Yuan, Shu-Fang - In: The journal of futures markets 34 (2014) 12, pp. 1122-1145

Persistent link: https://www.econbiz.de/10010508675