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~person:"Bechmann, Ken L."
~person:"Jackwerth, Jens Carsten"
~type_genre:"Aufsatz in Zeitschrift"
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Bechmann, Ken L.
Jackwerth, Jens Carsten
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ECONIS (ZBW)
7
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1
Asymmetric volatility risk : evidence from option markets
Jackwerth, Jens Carsten
;
Vilkov, Grigory
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
4
,
pp. 777-799
Persistent link: https://www.econbiz.de/10012035136
Saved in:
2
The puzzle of index option returns
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
Review of asset pricing studies
3
(
2013
)
2
,
pp. 229-257
Persistent link: https://www.econbiz.de/10010249052
Saved in:
3
Pinning in the S&P 500 futures
Golez, Benjamin
;
Jackwerth, Jens Carsten
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
Saved in:
4
Are options on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
Saved in:
5
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1247-1277
Persistent link: https://www.econbiz.de/10003827736
Saved in:
6
Short sales, price pressure, and the stock price response to convertible bon calls
Bechmann, Ken L.
- In:
Journal of financial markets
7
(
2004
)
4
,
pp. 427-451
Persistent link: https://www.econbiz.de/10002250779
Saved in:
7
Option-implied risk-neutral distributions and implied binominal trees : a literature review
Jackwerth, Jens Carsten
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 66-82
Persistent link: https://www.econbiz.de/10001497770
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