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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Schätzung"
~subject:"Share price"
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Behavioural finance
Black-Scholes model
Index futures
Schätzung
Share price
Option trading
59
Optionsgeschäft
59
Option pricing theory
26
Optionspreistheorie
26
Volatility
21
Volatilität
21
USA
19
United States
19
Börsenkurs
11
Theorie
9
Theory
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Capital income
8
Derivat
8
Derivative
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Kapitaleinkommen
8
Anlageverhalten
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Estimation
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Risikoprämie
7
Risk premium
7
Forecasting model
6
Prognoseverfahren
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options
6
Ankündigungseffekt
5
Announcement effect
5
Credit risk
5
Kreditrisiko
5
CAPM
4
Handelsvolumen der Börse
4
Index-Futures
4
Risiko
4
Risk
4
Trading volume
4
Capital market returns
3
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3
Securities trading
3
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3
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English
22
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Muravyev, Dmitriy
2
Anand, Amber
1
Augustin, Patrick
1
Brenner, Menachem
1
Cao, Jie
1
Chakravarty, Sugato
1
Chan, Kalok
1
Chang, Chuang-chang
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Chordia, Tarun
1
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1
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1
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1
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1
Johnson, Herbert
1
Kamara, Avraham
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Ke, Sai
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Luo, Dan
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Journal of financial and quantitative analysis : JFQA
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
58
Journal of banking & finance
34
International journal of theoretical and applied finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
International review of economics & finance : IREF
19
Wiley trading series
18
Finance research letters
17
Journal of financial economics
16
Review of derivatives research
16
Quantitative finance
15
Applied mathematical finance
14
Journal of financial markets
14
International review of financial analysis
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Research paper series / Swiss Finance Institute
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of computational finance
12
The review of financial studies
12
Applied economics
11
Computational economics
11
Journal of empirical finance
11
International journal of financial engineering
10
Journal of international financial markets, institutions & money
10
The journal of finance : the journal of the American Finance Association
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Review of quantitative finance and accounting
9
Swiss Finance Institute Research Paper
9
Journal of derivatives & hedge funds
8
Pacific-Basin finance journal
8
Theoretical economics letters
8
Working paper / National Bureau of Economic Research, Inc.
8
Bloomberg financial series
7
Finance and stochastics
7
Journal of econometrics
7
NBER working paper series
7
The European journal of finance
7
Asia-Pacific financial markets
6
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ECONIS (ZBW)
22
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22
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1
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:
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
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:
5
Options trading and stock price informativeness
Cao, Jie
;
Goyal, Amit
;
Ke, Sai
;
Zhan, Xintong
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1516-1540
Persistent link: https://www.econbiz.de/10015055417
Saved in:
6
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:
7
Maturity driven mispricing of options
Eisdorfer, Assaf
;
Sadka, Ronnie
;
Zhdanov, Alexei
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 514-542
Persistent link: https://www.econbiz.de/10012805807
Saved in:
8
Time-varying skew in vix derivatives pricing
Yuan, Peixuan
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
Saved in:
9
Index option trading activity and market returns
Chordia, Tarun
;
Kurov, Alexander
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
Saved in:
10
Early exercise decision in American options with dividends, stochastic volatility, and jumps
Cosma, Antonio
;
Galluccio, Stefano
;
Pederzoli, Paola
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
1
,
pp. 331-356
Persistent link: https://www.econbiz.de/10012195573
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