//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Do option open-interest change...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Effizienzmarkthypothese
7,777
Efficient market hypothesis
7,775
Börsenkurs
2,651
Share price
2,633
Theorie
2,603
Theory
2,582
Aktienmarkt
1,951
Stock market
1,931
Schätzung
1,547
Estimation
1,533
Anlageverhalten
1,447
Behavioural finance
1,444
Capital income
1,426
Kapitaleinkommen
1,426
market efficiency
1,113
Market efficiency
1,091
USA
882
Finanzmarkt
870
United States
870
Financial market
868
Volatility
814
Volatilität
794
Investor sentiment
601
Prognoseverfahren
525
Forecasting model
515
Portfolio-Management
497
Portfolio selection
495
Welt
486
World
481
CAPM
465
Wertpapierhandel
423
Securities trading
417
options
415
Ankündigungseffekt
414
Announcement effect
409
Options
393
Deutschland
370
Finanzanalyse
361
Financial analysis
358
Germany
353
more ...
less ...
Online availability
All
Free
3,282
Undetermined
3,101
Type of publication
All
Article
6,893
Book / Working Paper
3,894
Other
13
Type of publication (narrower categories)
All
Article in journal
5,586
Aufsatz in Zeitschrift
5,586
Working Paper
1,365
Graue Literatur
1,313
Non-commercial literature
1,313
Arbeitspapier
1,207
Hochschulschrift
368
Aufsatz im Buch
348
Book section
348
Thesis
325
Article
94
Bibliografie enthalten
82
Bibliography included
82
research-article
76
Collection of articles written by one author
57
Sammlung
57
Collection of articles of several authors
43
Sammelwerk
43
Conference paper
34
Konferenzbeitrag
34
Systematic review
29
Übersichtsarbeit
29
Aufsatzsammlung
27
Konferenzschrift
14
Amtsdruckschrift
11
Case study
11
Fallstudie
11
Government document
11
Conference proceedings
9
Forschungsbericht
9
Reprint
9
Lehrbuch
6
Textbook
6
review-article
6
Glossar enthalten
5
Glossary included
5
Mehrbändiges Werk
4
Mikroform
4
Multi-volume publication
4
Conference Paper
3
more ...
less ...
Language
All
English
9,073
Undetermined
1,174
German
384
French
60
Spanish
47
Portuguese
17
Italian
13
Polish
10
Czech
8
Russian
7
Hungarian
3
Lithuanian
3
Swedish
2
Danish
1
Croatian
1
Japanese
1
Dutch
1
Romanian
1
Turkish
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
54
Kirchler, Michael
42
Gil-Alaña, Luis A.
37
McAleer, Michael
36
Huber, Jürgen
32
Plastun, Alex
31
Subrahmanyam, Avanidhar
31
Hirshleifer, David
30
Theissen, Erik
28
Kim, Jae H.
25
Paul, Rodney J.
24
Vives, Xavier
24
Yang, Chunpeng
24
Weinbach, Andrew P.
23
Ryu, Doojin
21
Teoh, Siew Hong
21
Charles, Amélie
20
Shiller, Robert J.
20
Hrazdil, Karel
19
Menkhoff, Lukas
19
Mittnik, Stefan
19
Pesaran, M. Hashem
19
Chang, Chia-Lin
18
Darné, Olivier
18
Gupta, Rangan
18
Chung, Dennis Y.
17
Kochman, Ladd Michael
17
Urquhart, Andrew
17
Chordia, Tarun
16
Irwin, Scott H.
16
Krieger, Kevin
16
Lim, Kian-Ping
16
Lo, Andrew W.
16
Schmidt, Carsten
16
Betzer, André
15
Kempf, Alexander
15
Kräussl, Roman
15
Metghalchi, Massoud
15
Schiereck, Dirk
15
Blau, Benjamin
14
more ...
less ...
Institution
All
National Bureau of Economic Research
93
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
76
EconWPA
36
C.E.P.R. Discussion Papers
32
Université Paris-Dauphine (Paris IX)
17
HAL
14
International Monetary Fund (IMF)
11
Society for Computational Economics - SCE
9
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
8
Tilburg University, Center for Economic Research
8
Center for Economic Research <Tilburg>
7
Department of Economics and Finance, College of Business and Economics
7
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
7
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
7
School of Management, Yale University
7
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
7
Center for Financial Studies
6
Institut für Weltwirtschaft (IfW)
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Agricultural and Applied Economics Association - AAEA
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
5
Department of Economics, Auburn University
5
Department of Economics, Rutgers University-New Brunswick
5
Economics Department, Queen's University
5
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
5
Institute for the Study of Labor (IZA)
5
Institute of Economic Research, Kyoto University
5
NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
5
School of Economics and Finance, Business School
5
School of Economics and Management, University of Aarhus
5
Faculdade de Economia, Universidade do Porto
4
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
4
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
Graduate School of Economics, Osaka University
4
Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
4
International Monetary Fund
4
Nationalekonomiska Institutionen, Ekonomihögskolan
4
Nationalekonomiska institutionen, Handelshögskolan
4
Tinbergen Instituut
4
more ...
less ...
Published in...
All
Finance research letters
148
International review of financial analysis
140
Journal of banking & finance
124
Journal of financial economics
110
Applied economics
107
International review of economics & finance : IREF
97
NBER working paper series
93
Working paper / National Bureau of Economic Research, Inc.
82
Applied economics letters
77
Applied financial economics
76
MPRA Paper
75
NBER Working Paper
67
The journal of futures markets
67
The European journal of finance
65
Review of quantitative finance and accounting
64
Research in international business and finance
63
Pacific-Basin finance journal
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Economics letters
57
Journal of international financial markets, institutions & money
57
Journal of financial markets
52
The North American journal of economics and finance : a journal of financial economics studies
51
Energy economics
49
Economic modelling
48
The review of financial studies
47
Journal of empirical finance
46
International journal of economics and finance
45
Discussion paper / Centre for Economic Policy Research
44
Management science : journal of the Institute for Operations Research and the Management Sciences
41
International journal of economics and financial issues : IJEFI
40
Journal of risk and financial management : JRFM
39
Global finance journal
38
Journal of international money and finance
37
The journal of finance : the journal of the American Finance Association
35
Journal of economics and finance
34
Finance India : the quarterly journal of Indian Institute of Finance
33
CEPR Discussion Papers
32
Finance
32
Investment management and financial innovations
32
Journal of economic behavior & organization : JEBO
30
more ...
less ...
Source
All
ECONIS (ZBW)
9,018
RePEc
1,364
EconStor
257
Other ZBW resources
86
BASE
62
USB Cologne (business full texts)
12
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
10,800
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and
options
exchanges
Emm, Ekaterina E.
;
Gay, Gerald D.
;
Ma, Han
;
Ren, Honglin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
Saved in:
2
The determinants of open interest in option markets
Harris, Jeffrey H.
;
Shafer, Michael T.
- In:
The financial review : the official publication of the …
57
(
2022
)
2
,
pp. 295-318
Persistent link: https://www.econbiz.de/10013189511
Saved in:
3
Information embedded in
options
open interest and their utility in directional trading
Avinash
;
Mallikarjunappa, T.
- In:
Asian journal of management science and applications : AJMSA
3
(
2017/2018
)
4
,
pp. 279-301
Persistent link: https://www.econbiz.de/10012042365
Saved in:
4
Testing the informativeness of non-price variables with MIDAS touch
Kotyan, Avinash
;
Mallikarjunappa, T.
- In:
IIMB management review
32
(
2020
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10012489685
Saved in:
5
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
Bakshi, Gurdip
;
Wu, Liuren
- In:
Management Science
56
(
2010
)
12
,
pp. 2251-2264
We exploit the information in the
options
market to study the variations of return risk and market prices of different … increase in market price coincided with an increased imbalance in open interest between put and call
options
. …
Persistent link: https://www.econbiz.de/10009218179
Saved in:
6
On the predictive role of large futures trades for S&P500 index returns : an analysis of COT data as an informative trading signal
Chen, Haojun
;
Maher, Daniela
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 177-201
Persistent link: https://www.econbiz.de/10010411744
Saved in:
7
Information, Alternative Markets, and Security Price Processes: A Survey of Literature
Bhuyan, Rafiqul
-
EconWPA
-
2002
information contents of trading activities in derivatives markets. Both theoretical and empirical research on
options
market and …
Persistent link: https://www.econbiz.de/10005413117
Saved in:
8
On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal
Chen, Haojun
;
Maher, Daniela
- In:
Journal of International Financial Markets, …
27
(
2013
)
C
,
pp. 177-201
This study examines the information role of large S&P500 futures trades (commercial, noncommercial, dealers, asset managers, and hedge funds) in shaping index returns. Using consolidated data across both standard and E-mini futures contracts, we find that commercial firms’ net trading level...
Persistent link: https://www.econbiz.de/10010718962
Saved in:
9
Derivatives and default risk
Scholz, Sebastian
-
2010
is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose.
Options
are less … welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy,
options
are the preferred …
Persistent link: https://www.econbiz.de/10003951795
Saved in:
10
Leverage effect and introduction of
options
and futures impact on equity market : a study in Indian context
Kumar, Atul
;
Raman, T. V.
;
Rastogi, Sanjay
- In:
Indian journal of economics & business : IJEB
17
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10012649820
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->