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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Volatilität"
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Behavioural finance
Black-Scholes model
Volatilität
Option trading
31
Optionsgeschäft
31
USA
19
United States
19
Option pricing theory
7
Optionspreistheorie
7
Volatility
7
Theorie
6
Theory
6
Börsenkurs
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Share price
5
Anlageverhalten
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Ankündigungseffekt
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Capital market returns
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Aktienmarkt
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Corporate bond
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Handelsvolumen der Börse
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Information behaviour
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Boyle, Phelim P.
1
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Chan, Konan
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Cosma, Antonio
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Doshi, Hitesh
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
72
Journal of banking & finance
51
International journal of theoretical and applied finance
46
Applied mathematical finance
29
Review of derivatives research
29
Quantitative finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Finance research letters
23
Computational economics
18
The journal of computational finance
18
Wiley trading series
18
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of economic dynamics & control
16
Applied economics
15
International journal of financial engineering
15
International review of economics & finance : IREF
15
International review of financial analysis
15
Journal of financial economics
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of econometrics
11
Journal of mathematical finance
11
Research paper series / Swiss Finance Institute
11
Review of quantitative finance and accounting
11
Applied financial economics
10
Bloomberg financial series
10
European journal of operational research : EJOR
10
Finance and stochastics
10
Swiss Finance Institute Research Paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Annals of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Journal of risk and financial management : JRFM
8
The journal of finance : the journal of the American Finance Association
8
Applied economics letters
7
Asia-Pacific journal of financial studies
7
Discussion paper / Tinbergen Institute
7
Journal of empirical finance
7
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ECONIS (ZBW)
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1
Synthetic options and implied volatility for the corporate bond market
Chen, Steven Shu-Hsiu
;
Doshi, Hitesh
;
Seo, Sang Byung
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
3
,
pp. 1295-1325
Persistent link: https://www.econbiz.de/10014309492
Saved in:
2
The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin
;
Gallmeyer, Michael F.
;
Petkevich, Alex
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
Saved in:
3
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:
4
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
Saved in:
5
Informed trading around stock split announcements : evidence from the option market
Gharghori, Philip
;
Maberly, Edwin D.
;
Nguyen, Annette
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 705-735
Persistent link: https://www.econbiz.de/10011742059
Saved in:
6
Sophistication, sentiment, and misreaction
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Wang, Yaw-Huei
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
Saved in:
7
Informational content of options trading on acquirer announcement return
Chan, Konan
;
Ge, Li
;
Lin, Tse-Chun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10011431148
Saved in:
8
Trading in the options market around financial analysts' consensus revisions
Hayunga, Darren K.
;
Lung, Peter P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 725-747
Persistent link: https://www.econbiz.de/10010487740
Saved in:
9
A methodology for assessing model risk and its application to the implied volatility function model
Hull, John
;
Suo, Wulin
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 297-318
Persistent link: https://www.econbiz.de/10001690149
Saved in:
10
Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
Saved in:
1
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