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Working paper / National Bureau of Economic Research, Inc.
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
171
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152
Discussion paper / Centre for Economic Policy Research
108
Journal of banking & finance
100
Journal of financial economics
80
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Finance and economics discussion series
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International review of financial analysis
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Energy economics
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International review of economics & finance : IREF
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Economics letters
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Journal of economics and finance
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Global finance journal
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Economic modelling
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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RePEc
7
OLC EcoSci
3
Showing
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1
Testing momentum effectfor the US market : from equity to option strategies
Siri, Julián R.
;
Serur, Juan A.
;
Dapena, José P.
-
2017
Conventional financial theory considers ex-ante that risk, generally measured by the
volatility
, has to be …
Persistent link: https://www.econbiz.de/10011757486
Saved in:
2
Option pricing and strategies in investing
Bookstaber, Richard M.
-
1984
-
3. print
Persistent link: https://www.econbiz.de/10001936060
Saved in:
3
The option value of investment in R & D
Neil, David J.
;
Hickey, Nigel A.
- In:
Valuation of intangible assets in global operations
,
(pp. 125-146)
.
2001
Persistent link: https://www.econbiz.de/10001677606
Saved in:
4
The complete guide to spread trading
Schap, Keith
-
2005
Persistent link: https://www.econbiz.de/10002709189
Saved in:
5
Strategies for the options trader
Cleeton, Claud E.
-
1979
Persistent link: https://www.econbiz.de/10001682368
Saved in:
6
Maturity driven mispricing of options
Eisdorfer, Assaf
;
Sadka, Ronnie
;
Zhdanov, Alexei
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 514-542
Persistent link: https://www.econbiz.de/10012805807
Saved in:
7
Trading in the options market around financial analysts' consensus revisions
Hayunga, Darren K.
;
Lung, Peter P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 725-747
Persistent link: https://www.econbiz.de/10010487740
Saved in:
8
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
9
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
10
Option markets and implied
volatility
: past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
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