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isPartOf:"MPRA Paper"
~isPartOf:"Journal of financial markets"
~isPartOf:"Journal of monetary economics"
~subject:"CAPM"
~subject:"Option trading"
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CAPM
Option trading
Volatility
247
Volatilität
159
volatility
84
Theorie
66
Theory
66
Börsenkurs
49
Share price
49
Estimation
37
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Option pricing theory
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Rourke, Thomas
2
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1
Alexander, Carol
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Cao, Charles Q.
1
Carverhill, Andrew
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Journal of financial markets
Journal of monetary economics
Journal of banking & finance
72
The journal of futures markets
64
Journal of financial economics
56
International journal of theoretical and applied finance
47
Finance research letters
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Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc.
33
International review of financial analysis
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Journal of economic dynamics & control
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The review of financial studies
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International journal of financial engineering
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Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
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Economics letters
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
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Annals of finance
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Research in international business and finance
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Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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The journal of computational finance
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ECONIS (ZBW)
31
RePEc
3
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1
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
2
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
3
Information flow and credit rating announcements
Khorram, Mehdi
;
Mo, Haitao
;
Sanger, Gary C.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466326
Saved in:
4
Net buying pressure and the information in bitcoin option trades
Alexander, Carol
;
Deng, Jun
;
Feng, Jianfen
;
Wan, Huning
- In:
Journal of financial markets
63
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014278620
Saved in:
5
Firm fundamentals and the cross-section of implied volatility shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
Saved in:
6
Option trading volume by moneyness, firm fundamentals, and expected stock returns
Zhou, Yi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013254032
Saved in:
7
The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping
;
Yao, Tong
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
61
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
Saved in:
8
Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
Saved in:
9
The memory of stock return volatility : asset pricing implications
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012631778
Saved in:
10
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
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