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subject:"Theory"
~subject:"Optionsgeschäft"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Theory
Optionsgeschäft
Aktienoption
1,654
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685
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387
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Bernales, Alejandro
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6
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Journal of financial economics
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9
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International review of economics & finance : IREF
7
Review of quantitative finance and accounting
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Working paper / National Bureau of Economic Research, Inc.
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance research letters
5
International journal of theoretical and applied finance
5
Journal of financial markets
5
Research paper series / Swiss Finance Institute
5
Review of derivatives research
5
The accounting review : a publication of the American Accounting Association
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The journal of corporate finance : contracting, governance and organization
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4
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Finanzmarkt und Portfolio-Management
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Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Swiss Finance Institute Research Paper
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Theoretical economics letters
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Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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ECONIS (ZBW)
435
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1
Self-pricing options
Edelman, David
-
2023
Persistent link: https://www.econbiz.de/10014477093
Saved in:
2
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
3
A joint factor model for bonds, stocks, and options
Bali, Turan G.
;
Beckmeyer, Heiner
;
Goyal, Amit
-
2023
-
This version: November 8, 2023
Persistent link: https://www.econbiz.de/10014483091
Saved in:
4
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
5
Are equity option returns abnormal? : IPCA says no
Goyal, Amit
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013415307
Saved in:
6
Liquidity provision to leveraged ETFs and equity options rebalancing flows : evidence from end-of-day stock prices
Barbon, Andrea
;
Beckmeyer, Heiner
;
Buraschi, Andrea
; …
-
2022
Persistent link: https://www.econbiz.de/10013192393
Saved in:
7
Behavioural agency and firm productivity : revisiting the incentive alignment qualities of stock options
Zolotoy, Leon
;
O'Sullivan, Don
;
Martin, Geoffrey
- In:
Journal of management studies : JMS
59
(
2022
)
7
,
pp. 1756-1787
Persistent link: https://www.econbiz.de/10013393595
Saved in:
8
Stock-based compensation and insider trading with liquidity signal
Hahn, Guangsug
;
Kwon, Joon Yeop
- In:
Korea and the world economy
23
(
2022
)
3
,
pp. 167-184
Persistent link: https://www.econbiz.de/10013490763
Saved in:
9
Time series variation in the efficacy of executive risk-taking incentives : the role of market-wide uncertainty
Cadman, Brian D.
;
Campbell, John L.
;
Johnson, Ryan G.
- In:
The accounting review : a publication of the American …
99
(
2024
)
2
,
pp. 113-141
Persistent link: https://www.econbiz.de/10014496166
Saved in:
10
Implied volatility spread and stock mispricing
Cao, Zhen
;
Chelikani, Surya
;
Kilic, Osman
;
Wang, Xuewu
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 79-91
Persistent link: https://www.econbiz.de/10014513781
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