//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Option trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Black-Scholes model
Volatilität
Option trading
1,076
Optionsgeschäft
1,075
Option pricing theory
817
Optionspreistheorie
817
Volatility
412
Derivat
287
Derivative
287
Stochastic process
221
Stochastischer Prozess
221
Black-Scholes-Modell
127
Hedging
119
Börsenkurs
100
Share price
100
Portfolio selection
97
Portfolio-Management
97
Estimation
89
Schätzung
89
Capital income
83
Kapitaleinkommen
83
Risikoprämie
78
Risk premium
78
Theorie
77
Theory
77
Experiment
71
Index futures
71
Index-Futures
71
Forecasting model
69
Prognoseverfahren
69
Risk
65
Aktienoption
64
Risiko
64
Stock option
64
USA
63
United States
63
Option pricing
59
Anlageverhalten
58
Options
58
more ...
less ...
Online availability
All
Undetermined
Free
478
Type of publication
All
Article
492
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
479
Aufsatz in Zeitschrift
479
Aufsatz im Buch
12
Book section
12
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Conference paper
4
Konferenzbeitrag
4
more ...
less ...
Language
All
English
509
German
1
Author
All
Ryu, Doojin
10
Wang, Xingchun
9
Zhang, Jin E.
9
Thomsett, Michael C.
7
Kirkby, J. Lars
6
Yang, Heejin
6
Farkas, Walter
5
Guo, Biao
5
Ruan, Xinfeng
5
Todorov, Viktor
5
Agarwalla, Sobhesh Kumar
4
Bernales, Alejandro
4
Fodor, Andy
4
Gehricke, Sebastian A.
4
Giglio, Stefano
4
Gourier, Elise
4
Kelly, Bryan T.
4
Ko, Bangwon
4
Lee, Hangsuck
4
Ma, Yong
4
Necula, Ciprian
4
Pirjol, Dan
4
Shi, Yukun
4
Xu, Yaofei
4
Zanette, Antonino
4
Alòs, Elisa
3
Barletta, Andrea
3
Carr, Peter
3
Cui, Zhenyu
3
DeLisle, R. Jared
3
Diavatopoulos, Dean
3
Drimus, Gabriel
3
Elliott, Robert J.
3
Figueroa-López, José E.
3
Fusai, Gianluca
3
He, Xin-Jiang
3
Kim, Da-Hea
3
Kim, Sol
3
Kyriakou, Ioannis
3
Li, Chenxu
3
more ...
less ...
Published in...
All
The journal of futures markets
25
Journal of banking & finance
21
Quantitative finance
21
Finance research letters
18
The North American journal of economics and finance : a journal of financial economics studies
17
International journal of theoretical and applied finance
16
Review of derivatives research
15
Computational economics
14
The journal of computational finance
14
International journal of financial engineering
13
Journal of financial markets
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Applied economics
11
Applied mathematical finance
11
International review of economics & finance : IREF
11
International review of financial analysis
10
Journal of economic dynamics & control
10
Journal of financial economics
10
European journal of operational research : EJOR
8
Journal of econometrics
8
Applied economics letters
6
Journal of financial and quantitative analysis : JFQA
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
The journal of derivatives : JOD
6
Annals of finance
5
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
5
The journal of asset management
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economics letters
4
Energy economics
4
Finance and stochastics
4
Journal of international financial markets, institutions & money
4
Research paper series / Swiss Finance Institute
4
SpringerLink / Bücher
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of financial economics
3
International journal of economics and finance
3
International journal of theoretical and applied finance : IJTAF
3
Investment management and financial innovations
3
more ...
less ...
Source
All
ECONIS (ZBW)
510
Showing
1
-
10
of
510
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
2
The impact of position limits on options trading
Switzer, Lorne N.
;
Tu, Qiao
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490632
Saved in:
3
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
Saved in:
4
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
5
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
6
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
Saved in:
7
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
8
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
9
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->