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~isPartOf:"Enhancing enterprise competitiveness : (strategy, operations and finance)"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Buraschi, Andrea"
~source:"econis"
~subject:"Option pricing theory"
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Option pricing theory
Aktienoption
1
Börsenkurs
1
End-of-Day Momentum
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Gamma Exposure
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Index derivative
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Indexderivat
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Leveraged ETF
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Liquidity
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Liquidity Provision
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Liquidität
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Option Delta-Hedging
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Buraschi, Andrea
Beckmeyer, Heiner
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Goyal, Amit
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Bali, Turan G.
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Barbon, Andrea
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Eisdorfer, Assaf
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Madhani, Pankaj M.
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Enhancing enterprise competitiveness : (strategy, operations and finance)
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Liquidity provision to leveraged ETFs and equity options rebalancing flows : evidence from end-of-day stock prices
Barbon, Andrea
;
Beckmeyer, Heiner
;
Buraschi, Andrea
; …
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2022
Persistent link: https://www.econbiz.de/10013192393
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