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  • Search: subject:"Weekly options"
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Subject
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Option pricing theory 7 Optionspreistheorie 7 Option trading 6 Optionsgeschäft 6 Weekly options 5 Volatility 4 Volatilität 4 Börsenkurs 3 Forecasting model 3 Prognoseverfahren 3 Share price 3 Capital income 2 Kapitaleinkommen 2 Maturity 2 Options 2 Weekly Options 2 Abnormal Returns 1 Aktienoption 1 Analysis of variance 1 Anlageverhalten 1 Bank 1 Bank Nifty Index 1 Bank Nifty Weekly Options 1 Behavioural finance 1 Black-Scholes model 1 Black-Scholes-Modell 1 Börsenhandel 1 Clustering 1 Derivat 1 Derivative 1 Expectiles 1 Financial analysis 1 Finanzanalyse 1 Forecasting 1 Futures 1 Fälligkeit 1 Historical simulation 1 Implied variance 1 Index futures 1 Index-Futures 1
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Undetermined 6
Type of publication
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Article 8
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Aufsatz im Buch 1 Book section 1
Language
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English 8
Author
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Cai, Francis 2 Chen, Haiyang 2 Zhang, Ge 2 Andersen, Torben 1 Bellini, Fabio 1 Bondarenko, Oleg 1 Gonzalez-Perez, Maria T. 1 Hansraj, B. D. 1 Oikonomou, Ioannis 1 Pan, Ging-Ginq 1 Radhakrishna, B. 1 Ravikumar, S. 1 Rroji, Edit 1 Ruan, Xinfeng 1 Sala, Carlo 1 Shiu, Yung-Ming 1 Stancu, Andrei 1 Symeonidis, Lazaros 1 Wese Simen, Chardin 1 Wu, Tu-Cheng 1 Xu, LianZan 1 Zhang, Junyu 1
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Published in...
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Review of derivatives research 2 Finance research letters 1 Journal of financial markets 1 Risk management decisions and value under uncertainty 1 The international journal of finance 1 The journal of business and economic studies 1 Theoretical economics letters 1
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Source
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ECONIS (ZBW) 8
Showing 1 - 8 of 8
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VIX maturity interpolation
Andersen, Torben; Bondarenko, Oleg; Gonzalez-Perez, Maria T. - In: Review of derivatives research 28 (2025) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10015440568
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Inferring jump dynamics from weekly options : a non-parametric method
Zhang, Junyu; Ruan, Xinfeng - In: Finance research letters 76 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015410368
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The imact of maturity on futures and options with reference to National Stock Exchange : an exploratory study
Radhakrishna, B.; Ravikumar, S.; Hansraj, B. D. - In: Theoretical economics letters 9 (2019) 6, pp. 1729-1736
Persistent link: https://www.econbiz.de/10012239647
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Implicit quantiles and expectiles
Bellini, Fabio; Rroji, Edit; Sala, Carlo - In: Risk management decisions and value under uncertainty, (pp. 733-753). 2022
Persistent link: https://www.econbiz.de/10013342040
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Is trading in the shortest-term index options profitable?
Pan, Ging-Ginq; Shiu, Yung-Ming; Wu, Tu-Cheng - In: Review of derivatives research 22 (2019) 1, pp. 169-201
Persistent link: https://www.econbiz.de/10012311668
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The information content of short-term options
Oikonomou, Ioannis; Stancu, Andrei; Symeonidis, Lazaros; … - In: Journal of financial markets 46 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012317893
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Weekly options on stock pinning
Zhang, Ge; Chen, Haiyang; Cai, Francis - In: The journal of business and economic studies 21 (2015) 1/2, pp. 62-73
Persistent link: https://www.econbiz.de/10011504716
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The impact of weekly options on stock returns and volatility
Cai, Francis; Xu, LianZan; Chen, Haiyang; Zhang, Ge - In: The international journal of finance 26 (2014) 1, pp. 52-64
Persistent link: https://www.econbiz.de/10010513612
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