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118
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109
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106
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104
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101
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100
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96
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89
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89
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88
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88
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86
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85
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85
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83
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82
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79
Lien, Da-hsiang Donald
79
Allen, David E.
77
Bohl, Martin T.
77
Hull, John
77
Joshi, Mark S.
77
Cui, Zhenyu
74
Faff, Robert W.
74
Platen, Eckhard
72
Shleifer, Andrei
70
Theissen, Erik
70
Benth, Fred Espen
69
Plastun, Alex
68
Wohar, Mark E.
68
Stentoft, Lars
67
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Veronesi, Pietro
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66
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Basel Committee on Banking Supervision
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International Organization of Securities Commissions
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Université Paris-Dauphine (Paris IX)
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Verlag Dr. Kovač
10
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Devlet İstatistik Enstitüsü
9
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NBER working paper series
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723
The journal of finance : the journal of the American Finance Association
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Journal of financial economics
707
International review of financial analysis
685
International journal of theoretical and applied finance
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NBER Working Paper
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Journal of financial and quantitative analysis : JFQA
505
Applied economics
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Applied economics letters
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The review of financial studies
434
Applied financial economics
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
408
Review of quantitative finance and accounting
381
Research in international business and finance
364
Journal of empirical finance
346
The European journal of finance
336
Economic modelling
321
Journal of international financial markets, institutions & money
321
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
317
Economics letters
315
Mathematical finance : an international journal of mathematics, statistics and financial theory
310
Quantitative finance
305
The journal of derivatives : the official publication of the International Association of Financial Engineers
297
Discussion paper / Centre for Economic Policy Research
296
Applied mathematical finance
288
Finance and stochastics
271
The journal of computational finance
270
Journal of financial markets
266
Journal of economic dynamics & control
264
Journal of risk and financial management : JRFM
264
The journal of corporate finance : contracting, governance and organization
246
Management science : journal of the Institute for Operations Research and the Management Sciences
241
Research paper series / Swiss Finance Institute
234
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ECONIS (ZBW)
78,540
RePEc
1,035
EconStor
818
USB Cologne (EcoSocSci)
776
USB Cologne (business full texts)
94
BASE
34
OLC EcoSci
22
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Showing
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10
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date (oldest first)
1
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
2
The options market reaction to bank loan announcements
Anagnostopoulou, Seraina C.
;
Ferentinou, Aikaterini C.
; …
- In:
Journal of financial services research : JFSR
53
(
2018
)
1
,
pp. 99-139
Persistent link: https://www.econbiz.de/10012023932
Saved in:
3
Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
Saved in:
4
Price discovery in near- and away-from-the-money option markets
Rourke, Thomas
- In:
The financial review : the official publication of the …
48
(
2013
)
1
,
pp. 25-48
Persistent link: https://www.econbiz.de/10009717669
Saved in:
5
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
6
Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram
;
Ryu, Doojin
- In:
Asian economic journal : journal of the East Asian …
30
(
2016
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
Saved in:
7
Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun
;
Christie-David, Rohan
;
Miao, Hong
; …
- In:
Journal of banking & finance
61
(
2015
),
pp. 237-250
Persistent link: https://www.econbiz.de/10011545291
Saved in:
8
Price Discovery Through Options
Malamud, Semyon
-
2014
a novel object, the second
derivative
of the signal-to-noise ratio, whose sign determines whether particular shapes of …
Persistent link: https://www.econbiz.de/10013046035
Saved in:
9
The impact of embedded location options on price discovery of agricultural futures contracts : the evidence from the Chana contract
Mansabdar, Sanjay
;
Yaganti, Hussain C.
;
Basu, Sankarshan
- In:
Journal of Indian business research
14
(
2022
)
3
,
pp. 301-318
Persistent link: https://www.econbiz.de/10013288116
Saved in:
10
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
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