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~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
25
Optionsgeschäft
25
Option pricing theory
18
Optionspreistheorie
18
Volatility
12
Volatilität
12
Derivat
7
Derivative
7
Capital income
6
Kapitaleinkommen
6
Risikoprämie
5
Risk premium
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options
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Börsenkurs
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Estimation
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Credit risk
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Index-Futures
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Muravyev, Dmitriy
2
Augustin, Patrick
1
Brenner, Menachem
1
Chordia, Tarun
1
Choy, Siu Kai
1
Cremers, Martijn
1
Du, Du
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Fodor, Andrew
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Fu, Michael
1
Kurov, Alexander
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Li, Bingqing
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Li, Guozhen
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Ni, Sophie Xiaoyan
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Orłowski, Piotr
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Schneider, Paul
1
Subrahmanyam, Avanidhar
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Subrahmanyam, Marti G.
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Trojani, Fabio
1
Wei, Jason
1
Weinbaum, David
1
Wu, Rongwen
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Yuan, Peixuan
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
56
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
19
Journal of financial economics
16
Review of derivatives research
16
Quantitative finance
15
Finance research letters
14
Journal of financial markets
14
Applied mathematical finance
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 review of financial studies
12
Applied economics
11
Computational economics
11
International review of financial analysis
11
The journal of computational finance
11
International journal of financial engineering
10
Journal of empirical finance
10
Journal of financial and quantitative analysis : JFQA
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
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
Pacific-Basin finance journal
7
The European journal of finance
7
Asia-Pacific financial markets
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
Saved in:
7
Informed options trading prior to takeover announcements : insider trading?
Augustin, Patrick
;
Brenner, Menachem
;
Subrahmanyam, Marti G.
- In:
Management science : journal of the Institute for …
65
(
2019
)
12
,
pp. 5697-5720
Persistent link: https://www.econbiz.de/10012146894
Saved in:
8
Option pricing for a jump-diffusion model with general discrete jump-size distributions
Fu, Michael
;
Li, Bingqing
;
Li, Guozhen
;
Wu, Rongwen
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3961-3977
Persistent link: https://www.econbiz.de/10011772831
Saved in:
9
Differences in trading and pricing between stock and index options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
Saved in:
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