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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Anlageverhalten"
~subject:"Capital income"
~subject:"Kreditrisiko"
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Anlageverhalten
Capital income
Kreditrisiko
Option pricing theory
58
Optionspreistheorie
58
Theorie
27
Theory
27
USA
17
United States
17
Volatility
15
Volatilität
15
Kapitaleinkommen
7
Option trading
7
Optionsgeschäft
7
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Commodity derivative
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Derivat
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Derivative
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Estimation
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1996-2010
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Feunou, Bruno
2
Christoffersen, Peter F.
1
Cremers, Martijn
1
Eisdorfer, Assaf
1
Fan, Zhenzhen
1
Hu, Guanglian
1
Ibáñez, Alfredo
1
Jacobs, Kris
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Liu, Yuguo
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Meddahi, Nour
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Okou, Cédric
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Paraskevopoulos, Ioannis
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Rubinstein, Mark
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Sadka, Ronnie
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Vasquez, Aurelio
1
Weinbaum, David
1
Xiao, Xiao
1
Xing, Yuhang
1
Zhang, Xiaoyan
1
Zhao, Rui
1
Zhdanov, Alexei
1
Zhou, Hao
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
33
Journal of banking & finance
33
Review of derivatives research
21
Journal of financial economics
19
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
15
The journal of futures markets
15
Applied mathematical finance
13
Insurance / Mathematics & economics
13
The journal of computational finance
12
Finance research letters
11
International journal of financial engineering
11
Research paper series / Swiss Finance Institute
11
Review of quantitative finance and accounting
11
International review of financial analysis
10
Journal of economic dynamics & control
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The European journal of finance
10
Applied economics letters
9
Asia-Pacific financial markets
9
Journal of empirical finance
9
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
The review of financial studies
8
Finance and stochastics
7
International review of economics & finance : IREF
7
Journal of financial markets
7
The journal of finance : the journal of the American Finance Association
7
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
6
Review of finance : journal of the European Finance Association
6
Annals of financial economics
5
Journal of econometrics
5
Risks : open access journal
5
Swiss Finance Institute Research Paper
5
The journal of fixed income
5
Bloomberg financial series
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
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The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
2
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
3
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:
4
Good volatility, bad volatility, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
5
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
6
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
7
The sensitivity of American options to suboptimal exercise strategies
Ibáñez, Alfredo
;
Paraskevopoulos, Ioannis
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10008909153
Saved in:
8
What does the individual option volatility smirk tell us about future equity returns?
Xing, Yuhang
;
Zhang, Xiaoyan
;
Zhao, Rui
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 641-662
Persistent link: https://www.econbiz.de/10008657211
Saved in:
9
Deviations from put-call parity and stock return predictability
Cremers, Martijn
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 335-367
Persistent link: https://www.econbiz.de/10003990691
Saved in:
10
Derivatives performance attribution
Rubinstein, Mark
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001569200
Saved in:
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