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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Behavioural finance"
~subject:"Index futures"
~subject:"Portfolio selection"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Behavioural finance
Index futures
Portfolio selection
USA
Option trading
12
Optionsgeschäft
12
Option pricing theory
6
Optionspreistheorie
6
Volatility
6
Volatilität
6
United States
4
Bourse
2
Börse
2
Estimation
2
Interest rate
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Yield curve
2
Zins
2
Zinsstruktur
2
1975-1990
1
1989-2002
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1990-1997
1
ARCH model
1
ARCH-Modell
1
Aktienoption
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Ankündigungseffekt
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Announcement effect
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Arbeitskampf
1
BATS
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Barrier Option
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Barrier options
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Bid-ask spread
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Bursa Malaysia
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Börsengang
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Börsenkurs
1
Canada
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Capital income
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China
1
Derivat
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Aufsatz in Zeitschrift
Article in journal
6
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English
6
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Anderson, Randy I.
1
Asçioglu, Asli
1
Clark, John M.
1
Gehricke, Sebastian
1
Giannetti, Antoine
1
Gilkeson, James H.
1
Holowczak, Richard
1
Hsieh, Tsung-Yu
1
Hsu, Hsinan
1
Kuo, Wen-Hsiu
1
Lee, Huai-I
1
Lee, Jae-ha
1
Louton, David
1
Porter, Gary E.
1
Ruan, Xinfeng
1
Saraoglu, Hakan
1
Smith, Stanley D.
1
Stock, Duane R.
1
Yue, Tian
1
Zhang, Jin E.
1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The journal of futures markets
64
Journal of banking & finance
30
The review of financial studies
23
Journal of financial and quantitative analysis : JFQA
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
The journal of finance : the journal of the American Finance Association
15
Review of derivatives research
14
International review of economics & finance : IREF
13
International review of financial analysis
9
Journal of economic dynamics & control
9
Journal of financial economics
9
International journal of theoretical and applied finance
8
Insurance / Mathematics & economics
7
Journal of financial markets
7
Applied economics letters
6
Finance and stochastics
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of quantitative finance and accounting
6
The journal of asset management
6
Applied financial economics
5
Finanzmarkt und Portfolio-Management
5
Global finance journal
5
International journal of financial engineering
5
Journal of international financial markets, institutions & money
5
Managerial finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Pacific-Basin finance journal
5
Quantitative finance
5
Review of finance : journal of the European Finance Association
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The journal of business : B
5
The journal of fixed income
5
Theoretical economics letters
5
Applied economics
4
Asia-Pacific journal of financial studies
4
Economic review
4
Finance research letters
4
International journal of economics and finance
4
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ECONIS (ZBW)
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1
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
2
The evolution of market share among the U.S. options market platforms
Asçioglu, Asli
;
Holowczak, Richard
;
Louton, David
; …
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 196-214
Persistent link: https://www.econbiz.de/10011792308
Saved in:
3
Can a path-dependent strategy outperform a path-independent strategy?
Lee, Huai-I
;
Hsieh, Tsung-Yu
;
Kuo, Wen-Hsiu
;
Hsu, Hsinan
- In:
The quarterly review of economics and finance : journal …
58
(
2015
),
pp. 119-127
Persistent link: https://www.econbiz.de/10011574209
Saved in:
4
Model risk and option hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
Saved in:
5
Embedded options and interest rate risk for insurance companies, banks and other financial institutions
Lee, Jae-ha
;
Stock, Duane R.
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
2
,
pp. 169-187
Persistent link: https://www.econbiz.de/10001509385
Saved in:
6
The impact of the early withdrawal option on time deposit pricing
Gilkeson, James H.
;
Porter, Gary E.
;
Smith, Stanley D.
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
1
,
pp. 107-120
Persistent link: https://www.econbiz.de/10001494516
Saved in:
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