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~isPartOf:"Review of Pacific Basin financial markets and policies"
~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Option trading"
~subject:"Share price"
~subject:"Währungsderivat"
~type_genre:"Article in journal"
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Option trading
Share price
Währungsderivat
USA
842
United States
841
Theorie
479
Theory
479
Volatility
412
Volatilität
412
Derivat
407
Derivative
407
Hedging
330
Börsenkurs
329
Index futures
280
Index-Futures
280
Option pricing theory
265
Optionspreistheorie
265
Commodity exchange
249
Warenbörse
249
Estimation
224
Schätzung
224
Commodity derivative
207
Rohstoffderivat
207
Optionsgeschäft
198
Taiwan
187
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152
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152
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135
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135
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120
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619
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Frino, Alex
11
Ryu, Doojin
8
Fung, Joseph K. W.
7
Kang, Jangkoo
7
Lien, Da-hsiang Donald
7
Wang, George H. K.
7
Tse, Yiuman
6
Zhang, Jin E.
6
Chou, Robin K.
5
Chung, Huimin
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Kit, Pong Wong
5
Lee, Cheng F.
5
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5
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4
Chatrath, Arjun
4
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4
Chen, Sheng-syan
4
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4
Faff, Robert W.
4
Gay, Gerald D.
4
Luo, Xingguo
4
Schneeweis, Thomas
4
Vipul
4
Braga, Francesco S.
3
Carayannopoulos, Peter
3
Chiang, Thomas C.
3
Christie-David, Rohan
3
Daigler, Robert T.
3
Draper, Paul R.
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Frijns, Bart
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Harpaz, Giora
3
Holder, Mark E.
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Krull, Steven Brian
3
Kurov, Alexander
3
Lee, Hangsuck
3
Lin, Ching-chung
3
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3
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Review of Pacific Basin financial markets and policies
The journal of futures markets
Finance research letters
744
Journal of banking & finance
689
International review of financial analysis
590
The journal of finance : the journal of the American Finance Association
534
Journal of financial economics
530
Pacific-Basin finance journal
467
International review of economics & finance : IREF
441
Applied economics
402
Applied economics letters
399
Applied financial economics
366
The review of financial studies
365
The North American journal of economics and finance : a journal of financial economics studies
352
Journal of financial and quantitative analysis : JFQA
347
Review of quantitative finance and accounting
325
Journal of international financial markets, institutions & money
321
Journal of empirical finance
308
Research in international business and finance
298
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
278
Economic modelling
274
Economics letters
266
Energy economics
243
The European journal of finance
242
Journal of financial markets
235
The journal of corporate finance : contracting, governance and organization
227
Journal of international money and finance
220
International journal of economics and finance
217
Journal of risk and financial management : JRFM
209
International journal of economics and financial issues : IJEFI
203
International journal of theoretical and applied finance
188
Management science : journal of the Institute for Operations Research and the Management Sciences
184
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
174
Global finance journal
174
Finance India : the quarterly journal of Indian Institute of Finance
166
Investment management and financial innovations
166
Cogent economics & finance
161
The financial review : the official publication of the Eastern Finance Association
158
Journal of economic dynamics & control
152
Journal of economics and finance
152
Emerging markets, finance and trade : EMFT
147
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ECONIS (ZBW)
619
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1
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
2
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
3
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
4
American strangle options with arbitrary strikes
Zaevski, Tsvetelin S.
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 880-903
Persistent link: https://www.econbiz.de/10014293264
Saved in:
5
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
6
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
7
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:
8
Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk
;
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
Saved in:
9
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
10
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
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