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~person:"Gehricke, Sebastian A."
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Volatilität"
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Behavioural finance
Black-Scholes model
Volatilität
Option trading
6
Optionsgeschäft
6
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Black-Scholes-Modell
3
Anlageverhalten
2
Implied volatility (IV)
2
Index futures
2
Index-Futures
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Risiko
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Risk
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Welt
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World
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prediction
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Aktienoption
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COVID-19
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CSI 300 Index options
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China
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Derivat
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Finanzkrise
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Forecasting model
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IV smirk
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IV smirks
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Implied volatility smirk
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Gehricke, Sebastian A.
Ryu, Doojin
17
Zhang, Jin E.
15
Thomsett, Michael C.
12
Carr, Peter
11
Fodor, Andy
11
Todorov, Viktor
11
Guirguis, Michel
10
Bernales, Alejandro
9
Wang, Xingchun
9
Fusari, Nicola
8
Giglio, Stefano
8
Kelly, Bryan T.
8
McAleer, Michael
8
Ruan, Xinfeng
8
Cui, Zhenyu
7
Farkas, Walter
7
Wu, Liuren
7
Yang, Heejin
7
Alexander, Carol
6
Andersen, Torben
6
Dew-Becker, Ian
6
Diavatopoulos, Dean
6
Fusai, Gianluca
6
Guo, Biao
6
Jacquier, Antoine (Jack)
6
Kim, Sol
6
Kirkby, J. Lars
6
Lung, Peter P.
6
Madan, Dilip B.
6
Muck, Matthias
6
Muzzioli, Silvia
6
Nguyen, Duy
6
Rockinger, Michael
6
Shaikh, Imlak
6
Vorst, Ton
6
Wang, Yaw-Huei
6
Zanette, Antonino
6
Alòs, Elisa
5
Barletta, Andrea
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Applied economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of behavioral and experimental finance
1
Pacific-Basin finance journal
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
3
Option traders are concerned about climate risks : ESG ratings and short-term sentiment
Ford, Jansson M.
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Journal of behavioral and experimental finance
35
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014227611
Saved in:
4
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
5
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
6
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
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