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~subject:"Causality analysis"
~subject:"Kapitaleinkommen"
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Causality analysis
Kapitaleinkommen
Option pricing theory
20
Optionspreistheorie
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Volatility
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Volatilität
18
moneyness
15
Moneyness
14
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Aretz, Kevin
1
Hogue, Ariful
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Huang, Tzu-Man
1
Jun, Sang-Gyung
1
Kang, Hyoung Goo
1
Krishnamurti, Chandrasekhar
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Kwark, Noe-Keol
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Australasian accounting business and finance journal : AABF
1
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1
Review of finance : journal of the European Finance Association
1
The journal of applied business research
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ECONIS (ZBW)
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Moneyness
, underlying asset volatility, and the cross-section of option returns*
Aretz, Kevin
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 289-323
Persistent link: https://www.econbiz.de/10013543163
Saved in:
2
Agriculture option returns
Locke, Peter R.
;
Huang, Tzu-Man
- In:
Quarterly journal of finance & accounting : QJFA
57
(
2019
)
3/4
,
pp. 41-58
Persistent link: https://www.econbiz.de/10012147360
Saved in:
3
A proposed solution for the chicken-egg dilemma in pricing currency options
Hogue, Ariful
;
Krishnamurti, Chandrasekhar
- In:
Australasian accounting business and finance journal : AABF
7
(
2013
)
2
,
pp. 71-86
Persistent link: https://www.econbiz.de/10010246940
Saved in:
4
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
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