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Optionsgeschäft
Volatility
45
Volatilität
45
China
37
Option pricing theory
35
Optionspreistheorie
35
Theorie
32
Theory
32
Capital income
27
Kapitaleinkommen
27
Option trading
22
Risikoprämie
18
Risk premium
18
Forecasting model
17
Prognoseverfahren
17
Risiko
16
USA
16
United States
16
Börsenkurs
15
Risk
15
Share price
15
Estimation
13
Schätzung
13
CAPM
12
Derivat
11
Derivative
11
Hedging
10
Stochastic process
10
Stochastischer Prozess
10
Welt
10
World
10
Game theory
9
Innovation
9
Spieltheorie
9
Anlageverhalten
8
Behavioural finance
8
Capital market returns
8
Consumer behaviour
8
Index futures
8
Index-Futures
8
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19
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19
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1
Graue Literatur
1
Non-commercial literature
1
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1
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English
22
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Zhang, Jin E.
21
Ruan, Xinfeng
9
Gehricke, Sebastian A.
6
Li, Jianhui
3
Yue, Tian
3
Brenner, Menachem
2
Guo, Wei
2
Ou, Ernest Y.
2
Sun, Xiaoxia
2
Zhen, Fang
2
Cheng, Jun
1
Dai, Min
1
Ford, Jansson M.
1
Gehricke, Sebastian
1
Hao, Jinji
1
Jia, Xiaolan
1
Jitsawatpaiboon, Kanokrak
1
Li, Peifan
1
Lin, Wei
1
Pan, Zheyao
1
Tan, Eric K. M.
1
Yoon, Jungah
1
ZHAO, Huimin
1
Zhao, Huimin
1
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The journal of futures markets
5
Applied economics
2
Economics letters
1
Emerging markets review
1
Finance research letters
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Pacific-Basin finance journal
1
Review of derivatives research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
22
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1
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
2
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
3
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
4
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
7
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
8
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
9
Pricing continuously sampled Asian options with perturbation method
Zhang, Jin E.
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 535-560
Persistent link: https://www.econbiz.de/10001769708
Saved in:
10
Hedging volatility risk
Brenner, Menachem
;
Ou, Ernest Y.
;
Zhang, Jin E.
- In:
Journal of banking & finance
30
(
2006
)
3
,
pp. 811-821
Persistent link: https://www.econbiz.de/10003300389
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