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Lux, Thomas
44
Caporale, Guglielmo Maria
42
Hautsch, Nikolaus
41
Dow, James
33
Campbell, John Y.
32
Foucault, Thierry
29
Härdle, Wolfgang
29
Gupta, Rangan
27
Timmermann, Allan
26
Veronesi, Pietro
26
Westerhoff, Frank H.
26
Gorton, Gary
25
Jarrow, Robert A.
25
Lo, Andrew W.
25
Subrahmanyam, Avanidhar
24
Ryu, Doojin
23
Shleifer, Andrei
23
Weber, Michael
23
Bansal, Ravi
21
Chiarella, Carl
21
Gil-Alaña, Luis A.
21
Stambaugh, Robert F.
21
Wang, Jiang
21
Bekaert, Geert
20
Grammig, Joachim
19
He, Xue-zhong
19
Zaremba, Adam
19
Abel, Andrew B.
18
Bollerslev, Tim
18
Engle, Robert F.
18
Hess, Dieter
18
Shiller, Robert J.
18
Sornette, Didier
18
Bali, Turan G.
17
Bohl, Martin T.
17
Hong, Harrison G.
17
Jovanovic, Boyan
17
Pesaran, M. Hashem
17
Platen, Eckhard
17
Stein, Jeremy C.
17
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Birkbeck College / Department of Economics
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Rodney L. White Center for Financial Research
6
Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Universität Mannheim
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Australian National University / Faculty of Economics and Commerce
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
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Institut für Höhere Studien
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Chicago / Center for Research in Security Prices
3
American Finance Association
2
Center for Economic Research <Tilburg>
2
Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Erasmus Research Institute of Management
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European University Institute / Department of Economics
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Institut for Finansiering <Frederiksberg>
2
International Monetary Fund
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Johannes Gutenberg-Universität Mainz
2
Karlsruher Institut für Technologie
2
Massachusetts Institute of Technology / Department of Economics
2
Pensions Institute
2
Robert Schuman Centre for Advanced Studies
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
The Wharton Financial Institutions Center
2
USA / Department of Agriculture
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Exeter / Department of Economics
2
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NBER working paper series
209
Working paper / National Bureau of Economic Research, Inc.
202
NBER Working Paper
161
The journal of finance : the journal of the American Finance Association
145
The review of financial studies
135
Journal of financial economics
126
Finance research letters
117
Journal of banking & finance
116
Discussion paper / Centre for Economic Policy Research
94
International review of financial analysis
89
Journal of empirical finance
83
Economics letters
76
International review of economics & finance : IREF
71
Journal of economic dynamics & control
69
Economic modelling
63
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of financial and quantitative analysis : JFQA
56
Journal of financial markets
56
Review of quantitative finance and accounting
53
The journal of futures markets
53
The European journal of finance
52
Applied economics
51
Research paper series / Swiss Finance Institute
51
Applied economics letters
50
The American economic review
48
Quantitative finance
47
Applied financial economics
46
Management science : journal of the Institute for Operations Research and the Management Sciences
46
CESifo working papers
43
Journal of econometrics
41
Journal of forecasting
39
Journal of international financial markets, institutions & money
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Computational economics
38
Pacific-Basin finance journal
38
Journal of accounting & economics
37
SFB 649 discussion paper
37
Journal of economic behavior & organization : JEBO
36
International journal of theoretical and applied finance
35
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
11,422
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1
Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.
;
Park, Hun Y.
-
1994
Persistent link: https://www.econbiz.de/10000952926
Saved in:
2
Die Reaktion des Schweizer Aktienmarktes auf die Einführung standardisierter Aktienoptionen
Windlin, Peter
-
1996
Persistent link: https://www.econbiz.de/10000953798
Saved in:
3
New evidence on price and volatility effects of stock option introductions
Kabir, Rezaul
-
1997
Persistent link: https://www.econbiz.de/10000959703
Saved in:
4
Impact de la liquidation d'une option sur un marché d'action
Boyer, Cécile
;
Demange, Gabrielle
- In:
Annales d'économie et de statistique
(
2004
),
pp. 119-139
Persistent link: https://www.econbiz.de/10002506300
Saved in:
5
The valuation of reset options when underlying assets are autocorrelated
Liu, Yu-hong
;
Jiang, I-ming
;
Lee, Shih-cheng
;
Chen, Yu-ting
- In:
The international journal of business and finance …
5
(
2011
)
2
,
pp. 95-114
Persistent link: https://www.econbiz.de/10008809184
Saved in:
6
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
Saved in:
7
American-type options : stochastic approximation methods
Silvestrov, Dmitrii
-
2015
Persistent link: https://www.econbiz.de/10010236724
Saved in:
8
Performance evaluation of two earnings based valuation models in detecting equity mispricing and growth option of firms
Karim, Mohammad A.
;
Zhang, Shaorong
- In:
International journal of behavioural accounting and …
5
(
2015
)
3/4
,
pp. 346-373
Persistent link: https://www.econbiz.de/10011550169
Saved in:
9
Rare disasters and exchange rates
Farhi, Emmanuel
;
Gabaix, Xavier
- In:
The quarterly journal of economics
131
(
2016
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10011517262
Saved in:
10
Learning, rare disasters, and asset prices
Lu, Yang K.
;
Siemer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010432467
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