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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~source:"econis"
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Search: subject:"European option"
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Option trading
78
Optionsgeschäft
78
Option pricing theory
64
Optionspreistheorie
64
Volatility
27
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27
Derivat
21
Derivative
21
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options
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Fusai, Gianluca
3
Marazzina, Daniele
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Du, Du
2
Hishida, Yuji
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Kyriakou, Ioannis
2
Muravyev, Dmitriy
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Peña, Javier
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Takahashi, Akihiko
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Asia-Pacific financial markets
European journal of operational research : EJOR
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
194
International journal of theoretical and applied finance
112
Journal of banking & finance
95
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
65
Quantitative finance
61
The journal of computational finance
61
Applied mathematical finance
57
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
44
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
35
Journal of financial markets
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Computational economics
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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Journal of mathematical finance
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International review of financial analysis
27
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
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Wiley trading series
22
Applied economics
20
Applied financial economics
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Risks : open access journal
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NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
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1
The informational content of high-frequency option prices
Amaya, Diego
;
Bégin, Jean-François
;
Gauthier, Geneviève
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2166-2201
Persistent link: https://www.econbiz.de/10013267926
Saved in:
2
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:
3
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
4
The information in hedge fund option holdings
Anand, Amber
;
Hua, Jian
;
Puckett, Andy
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1832-1854
Persistent link: https://www.econbiz.de/10014515151
Saved in:
5
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:
6
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:
7
Who profits from trading options?
Hu, Jianfeng
;
Kirilova, Antonia
;
Park, Seongkyu
;
Ryu, Doojin
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4742-4761
Persistent link: https://www.econbiz.de/10015046402
Saved in:
8
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:
9
Investor attention and option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
10
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
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