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Share price
Option pricing theory
2,864
Optionspreistheorie
2,862
Volatilität
1,062
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1,061
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1,019
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1,019
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177
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142
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Ryu, Doojin
5
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3
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2
Cao, Jie
2
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2
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2
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2
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2
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2
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2
Miao, Hong
2
Ramchander, Sanjay
2
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2
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2
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2
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2
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2
Veronesi, Pietro
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Bei Chen
1
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1
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Finance research letters
9
The journal of futures markets
6
Journal of banking & finance
5
Journal of econometrics
5
Quantitative finance
5
Research paper series / Swiss Finance Institute
5
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4
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4
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4
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3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
Asia-Pacific journal of financial studies
2
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2
Economics letters
2
International journal of financial engineering
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics
2
Journal of financial economics
2
Review of Pacific Basin financial markets and policies : RPBFMP
2
Review of finance : journal of the European Finance Association
2
Springer eBook Collection / Business and Economics
2
The European journal of finance
2
The journal of corporate finance : contracting, governance and organization
2
Accounting and finance
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of finance
1
Applied economics letters
1
Asian economic journal : journal of the East Asian Economic Association
1
BestMasters
1
Betriebswirtschaftliche Studien
1
Contemporary studies in economic and financial analysis
1
Contributions to Economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Die Betriebswirtschaft : DBW
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ECONIS (ZBW)
136
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1
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
2
Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives
Sani, Sulaiman
;
Mhone, Peter Y.
;
Mhlongo, Mfundo
; …
- In:
Operations research forum
5
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014517567
Saved in:
3
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
4
Role of OTC options in stock price efficiency : evidence from the Chinese market
Zhou, Yaping
;
Diao, Xundi
;
Lv, Dayong
- In:
Accounting and finance
63
(
2023
)
4
,
pp. 4629-4655
Persistent link: https://www.econbiz.de/10014477159
Saved in:
5
The term structure of short selling costs
Weitzner, Gregory
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2125-2161
Persistent link: https://www.econbiz.de/10014445766
Saved in:
6
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
7
Vix modeling for a market insider
Hess, Markus
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014497258
Saved in:
8
Option pricing with overnight and intraday volatility
Liang, Fang
;
Du, Lingshan
;
Huang, Zhuo
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
Saved in:
9
Investor attention and option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
10
Why does volatility uncertainty predict equity option returns?
Cao, Jie
;
Vasquez, Aurelio
;
Xiao, Xiao
;
Zhan, Xintong
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014305078
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