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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of futures markets"
~subject:"Behavioural finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
~subject:"Portfolio selection"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes-Modell
Derivative
Portfolio selection
Option trading
236
Optionsgeschäft
236
Option pricing theory
116
Optionspreistheorie
116
Volatility
72
Volatilität
72
USA
49
United States
48
Theorie
40
Theory
40
Derivat
32
Hedging
26
Stochastic process
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Stochastischer Prozess
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Börsenkurs
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Share price
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Capital market returns
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Kapitalmarktrendite
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Estimation
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Schätzung
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Forecasting model
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Prognoseverfahren
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Anlageverhalten
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Handelsvolumen der Börse
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Trading volume
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Portfolio-Management
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Black-Scholes model
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Capital income
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Kapitaleinkommen
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Statistical distribution
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Statistische Verteilung
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Index futures
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Index-Futures
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Kang, Jangkoo
3
Agarwalla, Sobhesh Kumar
2
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Journal of economic dynamics & control
The journal of futures markets
International journal of theoretical and applied finance
43
Review of derivatives research
31
Journal of banking & finance
30
Applied mathematical finance
24
The North American journal of economics and finance : a journal of financial economics studies
22
Quantitative finance
20
International journal of financial engineering
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
International review of economics & finance : IREF
17
Wiley trading series
17
Journal of financial economics
16
Journal of mathematical finance
16
Finance research letters
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
European journal of operational research : EJOR
14
Finance and stochastics
14
The journal of computational finance
14
Computational economics
13
The European journal of finance
12
The journal of derivatives : JOD
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Journal of financial markets
10
Research paper series / Swiss Finance Institute
10
Review of quantitative finance and accounting
9
Risks : open access journal
9
Cogent economics & finance
8
Finanzmarkt und Portfolio-Management
8
International review of financial analysis
8
Journal of derivatives & hedge funds
8
NBER working paper series
8
Swiss Finance Institute Research Paper
8
The review of financial studies
8
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics letters
7
Bloomberg financial series
7
Economic modelling
7
Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
62
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1
The role of option-based information on StockTwits, options trading volume, and stock returns
Heng, Zin Yau
;
Leung, Henry
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1091-1125
Persistent link: https://www.econbiz.de/10014339375
Saved in:
2
Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.
;
Gay, Gerald D.
;
Ma, Han
;
Ren, Honglin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
Saved in:
3
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
4
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
5
Belief distortion near 52W high and low : evidence from Indian equity options market
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1531-1558
Persistent link: https://www.econbiz.de/10014432915
Saved in:
6
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
7
One session options : playing the announcement lottery?
Smales, Lee A.
;
Liu, Zhangxin
;
Robertson, Cameron D.
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 192-211
Persistent link: https://www.econbiz.de/10012817850
Saved in:
8
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
9
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
10
Investment horizon and option market activity
Kim, Da-Hea
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 923-958
Persistent link: https://www.econbiz.de/10013187613
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