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~isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Theoretical economics letters"
~subject:"Behavioural finance"
~subject:"Index futures"
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Behavioural finance
Index futures
Option trading
28
Optionsgeschäft
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Option pricing theory
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Derivat
5
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Index-Futures
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Heterogeneity in Beliefs
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Finance : revue de l'Association Française de Finance
Theoretical economics letters
The journal of futures markets
21
Wiley trading series
18
Journal of banking & finance
15
International review of economics & finance : IREF
9
Bloomberg financial series
7
Research paper series / Swiss Finance Institute
6
Review of derivatives research
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Swiss Finance Institute Research Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Finance research letters
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International review of financial analysis
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Journal of empirical finance
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Journal of financial markets
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Journal of international financial markets, institutions & money
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NBER working paper series
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Review of quantitative finance and accounting
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The review of financial studies
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Wiley Trading Ser
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Applied economics letters
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Asia-Pacific journal of financial studies
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Global business review
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International journal of theoretical and applied finance
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NBER Working Paper
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Review of finance : journal of the European Finance Association
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SpringerLink / Bücher
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The journal of asset management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Wiley trading
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Working paper / National Bureau of Economic Research, Inc.
3
Always learning
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Annals of financial economics
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Bloomberg Financial Ser
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CREATES research paper
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Cogent economics & finance
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Are mispricings long-lasting or short-lived? : evidence from S & P 500 index ETF options
Jiao, Feng
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 378-389
Persistent link: https://www.econbiz.de/10011822718
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2
The stochastic dominance violation of index call options in the presence of market makers
Kang, Sang Baum
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1614-1622
Persistent link: https://www.econbiz.de/10011888675
Saved in:
3
A simple model to explain expensive index call options
Kang, Sang Baum
- In:
Theoretical economics letters
7
(
2017
)
3
,
pp. 316-323
Persistent link: https://www.econbiz.de/10011674111
Saved in:
4
Performance of the Heston's stochastic volatility model : a study in Indian index options market
Singh, Shivam
;
Dixit, Alok
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10011545451
Saved in:
5
Efficient quadratic approximation of floating strike Asian option values
Chung, San-Lin
;
Shackleton, Mark B.
;
Wojakowski, Rafal
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001771593
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