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~isPartOf:"The European journal of finance"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Liquidity"
~subject:"Share price"
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Behavioural finance
Black-Scholes model
Index futures
Liquidity
Share price
Option trading
24
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24
Option pricing theory
17
Optionspreistheorie
17
Derivat
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options
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1
Voukelatos, Nikolaos
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1
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The European journal of finance
The journal of futures markets
46
Journal of banking & finance
30
International journal of theoretical and applied finance
26
Wiley trading series
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Review of derivatives research
17
International review of economics & finance : IREF
16
Finance research letters
13
Applied mathematical finance
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Journal of financial markets
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Quantitative finance
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The review of financial studies
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
10
International journal of financial engineering
10
International review of financial analysis
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Journal of financial economics
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The journal of computational finance
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9
Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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Journal of derivatives & hedge funds
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Journal of economic dynamics & control
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Bloomberg financial series
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Journal of international financial markets, institutions & money
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Theoretical economics letters
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NBER working paper series
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Pacific-Basin finance journal
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Finanzmarkt und Portfolio-Management
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1
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
2
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
3
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
4
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
5
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
6
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
7
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
Saved in:
8
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
9
Option prices aas predictors of stock prices : intraday adjustments to information releases
Varson, Paula L.
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10001219144
Saved in:
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