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Volatility
27
Volatilität
27
Implied volatility
18
Börsenkurs
13
Forecasting model
13
Prognoseverfahren
13
Share price
13
Option trading
12
Optionsgeschäft
12
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Ölpreis
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Anlageverhalten
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Behavioural finance
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Implied volatility spread
2
Implied volatility surface
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Index futures
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Andreou, Panayiotis C.
1
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1
Christie-David, Rohan
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Markellos, Raphaēl N.
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Journal of banking & finance
International review of financial analysis
25
Quantitative finance
24
International Journal of Theoretical and Applied Finance (IJTAF)
23
CREATES Research Papers
19
Energy economics
19
Finance research letters
19
International journal of theoretical and applied finance
19
MPRA Paper
18
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of Banking & Finance
12
Journal of empirical finance
12
SFB 649 Discussion Papers
12
Review of Derivatives Research
11
The journal of futures markets
11
International review of economics & finance : IREF
10
Economic modelling
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Economics Papers from University Paris Dauphine
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International journal of financial engineering
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Research in international business and finance
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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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Applied mathematical finance
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CEPR Discussion Papers
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Finance and Stochastics
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Journal of international financial markets, institutions & money
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Review of Quantitative Finance and Accounting
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Asia-Pacific journal of financial studies
7
Finance and stochastics
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Journal of Risk and Financial Management
7
Journal of financial markets
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Physica A: Statistical Mechanics and its Applications
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Review of derivatives research
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SFB 649 Discussion Paper
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The European Journal of Finance
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The European journal of finance
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Working Paper
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Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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ECONIS (ZBW)
27
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1
Why does option-
implied
volatility
forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
2
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
3
The surface of implied firm's asset volatility
Lovreta, Lidija
;
Silaghi, Florina
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012225265
Saved in:
4
Volatility spread and stock market response to earnings announcements
Lei, Qin
;
Wang, Xuewu
;
Yan, Zhipeng
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521179
Saved in:
5
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
6
The information content of forward moments
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
106
(
2019
),
pp. 527-541
Persistent link: https://www.econbiz.de/10012224347
Saved in:
7
Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul
;
Zhao, Yanhui
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012224402
Saved in:
8
Implied
volatility
surface predictability : the case of commodity markets
Kearney, Fearghal
;
Shang, Han Lin
;
Sheenan, Lisa
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
Saved in:
9
Point process models for extreme returns : harnessing
implied
volatility
Herrera, Rodrigo
;
Clements, Adam
- In:
Journal of banking & finance
88
(
2018
),
pp. 161-175
Persistent link: https://www.econbiz.de/10011962603
Saved in:
10
The informational role of options markets : evidence from FOMC announcements
Du, Brian
;
Fung, Scott
;
Loveland, Robert
- In:
Journal of banking & finance
92
(
2018
),
pp. 237-256
Persistent link: https://www.econbiz.de/10011964574
Saved in:
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