Narrow search
Showing 11 - 20 of 59,822
Cover Image
Determinants of put-call disparity : KOSPI 200 index options
Kim, Sam; Lockwood, Jimmy; Lockwood, Larry Joseph; … - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 303-314
Persistent link: https://www.econbiz.de/10014330974
Cover Image
Do liquidity and sampling methods matter in constructing volatility indices? : empirical evidence from Taiwan
Tzang, Shyh-weir; Hung, Chih-hsing; Wang, Chou-wen; … - In: International review of economics & finance : IREF 20 (2011) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10009304121
Cover Image
Behaviour and determinants of implied volatility in Indian market
Narain; Nigam, Narander Kumar; Pandey, Piyush - In: Journal of advances in management research : JAMR 13 (2016) 3, pp. 271-291
Persistent link: https://www.econbiz.de/10011634555
Cover Image
On the nature of (jump) skewness risk premia
Orłowski, Piotr; Schneider, Paul; Trojani, Fabio - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Cover Image
Is there price discovery in equity options?
Muravyev, Dmitriy; Pearson, Neil D.; Broussard, John Paul - In: Journal of financial economics 107 (2013) 2, pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
Cover Image
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
Cover Image
Ironing out the kinks in executive compensation : linking incentive pay to average stock prices
Tian, Yisong Sam - In: Journal of banking & finance 37 (2013) 2, pp. 415-432
Persistent link: https://www.econbiz.de/10009705644
Cover Image
Is trading in the shortest-term index options profitable?
Pan, Ging-Ginq; Shiu, Yung-Ming; Wu, Tu-Cheng - In: Review of derivatives research 22 (2019) 1, pp. 169-201
Persistent link: https://www.econbiz.de/10012311668
Cover Image
Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Chen, Yangyang; Koutsantony, Constantine; Truong, Cameron; … - In: Journal of international financial markets, … 23 (2013), pp. 379-401
Persistent link: https://www.econbiz.de/10009707491
Cover Image
Das theoretische Konzept eines Volatilitätsderivates und seine Anwendung auf die DAX-Optionen
Roth, Randolf - 1999
Persistent link: https://www.econbiz.de/10001376233