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~isPartOf:"International review of financial analysis"
~subject:"USA"
~subject:"Volatility"
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Search: subject_exact:"Option trading"
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Volatility
Option trading
27
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27
Volatilität
15
Option pricing theory
12
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12
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8
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8
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International review of financial analysis
The journal of futures markets
96
Journal of banking & finance
48
International journal of theoretical and applied finance
34
Review of derivatives research
26
Applied mathematical finance
25
Quantitative finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Finance research letters
22
Journal of financial and quantitative analysis : JFQA
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The review of financial studies
22
Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial markets
18
Journal of financial economics
17
The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The journal of computational finance
14
International journal of financial engineering
13
Applied economics
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Journal of economic dynamics & control
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of econometrics
10
Research paper series / Swiss Finance Institute
10
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9
European journal of operational research : EJOR
9
Applied economics letters
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Swiss Finance Institute Research Paper
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Annals of finance
7
Discussion paper / Tinbergen Institute
7
Energy economics
7
Global finance journal
7
Journal of international financial markets, institutions & money
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The European journal of finance
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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1
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
2
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
3
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
4
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
5
Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais
- In:
International review of financial analysis
64
(
2019
),
pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
Saved in:
6
Implied volatility indices : a review and extension in the Turkish case
Sensoy, Ahmet
;
Omole, John
- In:
International review of financial analysis
60
(
2018
),
pp. 151-161
Persistent link: https://www.econbiz.de/10012007557
Saved in:
7
Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing
;
Yang, Cheng-Yu
- In:
International review of financial analysis
44
(
2016
),
pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
Saved in:
8
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
9
Asymmetries of the intraday return-volatility relation
Badshah, Ihsan Ullah
;
Frijns, Bart
;
Knif, Johan
; …
- In:
International review of financial analysis
48
(
2016
),
pp. 182-192
Persistent link: https://www.econbiz.de/10011624483
Saved in:
10
Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar
;
Jacob, Joshy
;
Pandey, Ajay
- In:
International review of financial analysis
39
(
2015
),
pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
Saved in:
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