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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The review of financial studies"
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Option trading
61
Optionsgeschäft
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21
Börsenkurs
12
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12
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12
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Kadan, Ohad
2
Acharya, Viral V.
1
Aït-Sahalia, Yacine
1
Back, Kerry E.
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Bakshi, Gurdip S.
1
Ball, Clifford A.
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Journal of financial and quantitative analysis : JFQA
The review of financial studies
The journal of futures markets
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Journal of banking & finance
32
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
Finance and stochastics
26
International journal of theoretical and applied finance
24
Review of derivatives research
20
Wiley trading series
16
The journal of computational finance
15
Journal of economic dynamics & control
12
Journal of financial economics
12
Working paper / National Bureau of Economic Research, Inc.
11
Applied mathematical finance
10
Finance : revue de l'Association Française de Finance
10
NBER working paper series
9
The journal of finance : the journal of the American Finance Association
9
Finanzmarkt und Portfolio-Management
8
Journal of financial markets
8
Asia-Pacific financial markets
7
Bloomberg financial series
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International review of economics & finance : IREF
7
NBER Working Paper
7
Research paper series / Swiss Finance Institute
7
Swiss Finance Institute Research Paper
7
Discussion paper / Centre for Economic Policy Research
6
Journal of international financial markets, institutions & money
6
Report / Erasmus Center for Financial Research, Erasmus University
6
SpringerLink / Bücher
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Always learning
5
Journal of econometrics
5
Pacific-Basin finance journal
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
The European journal of finance
5
wi - Wirtschaft
5
CREATES research paper
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ECONIS (ZBW)
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1
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:
2
Implied stochastic volatility models
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 394-450
Persistent link: https://www.econbiz.de/10012405816
Saved in:
3
Early exercise decision in American options with dividends, stochastic volatility, and jumps
Cosma, Antonio
;
Galluccio, Stefano
;
Pederzoli, Paola
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
1
,
pp. 331-356
Persistent link: https://www.econbiz.de/10012195573
Saved in:
4
Estimating the value of information
Kadan, Ohad
;
Manela, Asaf
- In:
The review of financial studies
32
(
2019
)
3
,
pp. 951-991
Persistent link: https://www.econbiz.de/10012033526
Saved in:
5
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
Saved in:
6
Informed trading around stock split announcements : evidence from the option market
Gharghori, Philip
;
Maberly, Edwin D.
;
Nguyen, Annette
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 705-735
Persistent link: https://www.econbiz.de/10011742059
Saved in:
7
Sophistication, sentiment, and misreaction
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
Saved in:
8
A simple robust link between American puts and credit protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
Saved in:
9
New measures for performance evaluation
Cherny, Alexander
;
Madan, Dilip B.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2571-2606
Persistent link: https://www.econbiz.de/10003866781
Saved in:
10
Differences of opinion of public information and speculative trading in stocks and options
Cao, H. Henry
;
Ou-Yang, Hui
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 299-355
Persistent link: https://www.econbiz.de/10003836271
Saved in:
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