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~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Optionsgeschäft"
~subject:"Volatilität"
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CAPM
Optionsgeschäft
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Capital market returns
52
Kapitalmarktrendite
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Volatility
19
Option trading
18
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Alexiou, Lykourgos
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The journal of futures markets
The review of financial studies
45
Journal of financial and quantitative analysis : JFQA
31
NBER working paper series
27
Working paper / National Bureau of Economic Research, Inc.
25
Journal of financial economics
23
NBER Working Paper
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Pacific-Basin finance journal
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Finance research letters
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Finance India : the quarterly journal of Indian Institute of Finance
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International finance discussion papers
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Journal of risk and financial management : JRFM
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Economics letters
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International review of finance
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Research in international business and finance
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CREATES research paper
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Economic modelling
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Emerging markets, finance and trade : EMFT
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International Journal of Energy Economics and Policy : IJEEP
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Journal of political economy
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Staff reports / Federal Reserve Bank of New York
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
2
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
3
Option introductions and the skewness of stock returns
Blau, Benjamin
;
Whitby, Ryan J.
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 892-912
Persistent link: https://www.econbiz.de/10011950906
Saved in:
4
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
5
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
6
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1141-1152
Persistent link: https://www.econbiz.de/10011951006
Saved in:
7
Does option-implied cross-sectional return dispersion forecast realized cross-sectional return dispersion? : evidence from the G10 currencies
Grobys, Klaus
;
Heinonen, Jari-Pekka
- In:
The journal of futures markets
37
(
2017
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10011669743
Saved in:
8
Option pricing with threshold mean reversion
Chi, Zeyu
;
Dong, Fangyuan
;
Wong, Hoi Ying
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10011669768
Saved in:
9
Trading the VIX futures roll and volatility premiums with VIX options
Simon, David P.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 184-208
Persistent link: https://www.econbiz.de/10011669795
Saved in:
10
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
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