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Option trading
27
Optionsgeschäft
27
Volatility
15
Volatilität
15
Option pricing theory
12
Optionspreistheorie
12
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8
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8
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International review of financial analysis
The journal of futures markets
194
International journal of theoretical and applied finance
112
Journal of banking & finance
95
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
61
Quantitative finance
59
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
44
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
35
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
Journal of mathematical finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
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ECONIS (ZBW)
27
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Options illiquidity in an over-the-counter market
Ahn, Jungkyu
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014544018
Saved in:
3
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
4
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
5
COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
6
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
7
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
8
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
9
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
10
The determinants of the convertible bonds call policy of Western European companies
Adoukonou, Olivier
;
André-Le Pogamp, Florence
; …
- In:
International review of financial analysis
73
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803596
Saved in:
11
Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais
- In:
International review of financial analysis
64
(
2019
),
pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
Saved in:
12
Test of recent advances in extracting information from option prices
Healy, J. V.
;
Gregoriou, Andros
;
Hudson, Robert
- In:
International review of financial analysis
56
(
2018
),
pp. 292-302
Persistent link: https://www.econbiz.de/10012006295
Saved in:
13
Implied volatility indices : a review and extension in the Turkish case
Sensoy, Ahmet
;
Omole, John
- In:
International review of financial analysis
60
(
2018
),
pp. 151-161
Persistent link: https://www.econbiz.de/10012007557
Saved in:
14
Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing
;
Yang, Cheng-Yu
- In:
International review of financial analysis
44
(
2016
),
pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
Saved in:
15
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
16
Asymmetries of the intraday return-volatility relation
Badshah, Ihsan Ullah
;
Frijns, Bart
;
Knif, Johan
; …
- In:
International review of financial analysis
48
(
2016
),
pp. 182-192
Persistent link: https://www.econbiz.de/10011624483
Saved in:
17
Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar
;
Jacob, Joshy
;
Pandey, Ajay
- In:
International review of financial analysis
39
(
2015
),
pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
Saved in:
18
Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel
- In:
International review of financial analysis
42
(
2015
),
pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
Saved in:
19
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
20
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
21
Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A.
- In:
International review of financial analysis
28
(
2013
),
pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
Saved in:
22
Are broad market shocks anticipated by investors? : evidence from major equity and index options markets
Spyrou, Spyros I.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 127-133
Persistent link: https://www.econbiz.de/10009295799
Saved in:
23
Empirical risk aversion functions-estimates and assessment of their reliability
Kang, Byung Jin
;
Kim, Tong Suk
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1123-1138
Persistent link: https://www.econbiz.de/10003792451
Saved in:
24
Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements
Arnold, Tom
;
Erwin, Gayle R.
;
Nail, Lance
;
Nixon, Terry
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 247-255
Persistent link: https://www.econbiz.de/10003348604
Saved in:
25
The intraday behaviors and relationships with its underlying assets : evidence on option market in Taiwan
Lee, Mingchih
;
Chen, Chun-Da
- In:
International review of financial analysis
14
(
2005
)
5
,
pp. 587-603
Persistent link: https://www.econbiz.de/10003228991
Saved in:
26
An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads
Pinder, Sean
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 563-577
Persistent link: https://www.econbiz.de/10001797477
Saved in:
27
Pricing UK and US securities with in the CKLS model : further results
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 235-245
Persistent link: https://www.econbiz.de/10001495523
Saved in:
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