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~subject:"Option trading"
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Option trading
Volatility
184
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184
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82
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82
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74
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74
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71
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Bai, Jennie
1
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Bollerslev, Tim
1
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Journal of financial economics
The journal of futures markets
61
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Applied mathematical finance
24
Review of derivatives research
24
Quantitative finance
21
Finance research letters
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of financial markets
15
International review of financial analysis
14
International journal of financial engineering
13
The journal of computational finance
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Applied economics
12
International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
10
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9
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9
European journal of operational research : EJOR
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Research paper series / Swiss Finance Institute
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Discussion paper / Tinbergen Institute
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
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7
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Asia-Pacific journal of financial studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance and stochastics
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Journal of international financial markets, institutions & money
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Swiss Finance Institute Research Paper
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Energy economics
5
Finanzmarkt und Portfolio-Management
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
4
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
5
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
6
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
7
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
8
Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
Saved in:
9
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
10
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
11
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
Saved in:
12
Option markets and implied volatility : past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
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