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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
267
Journal of banking & finance
43
Applied financial economics
39
International review of economics & finance : IREF
38
International review of financial analysis
28
Pacific-Basin finance journal
27
Review of futures markets
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
22
Finance research letters
21
Advances in futures and options research : a research annual
19
Applied economics letters
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Review of quantitative finance and accounting
18
Applied economics
17
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17
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15
Review of Pacific Basin financial markets and policies
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international financial markets, institutions & money
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13
Working paper / National Bureau of Economic Research, Inc.
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Review of derivatives research
11
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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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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Meddelanden från Svenska Handelshögskolan
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European financial management : the journal of the European Financial Management Association
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1
Volatility leadership among index options
Figlewski, Stephen
;
Frommherz, Anja
- In:
The journal of derivatives : the official publication …
25
(
2017
)
2
,
pp. 43-60
Persistent link: https://www.econbiz.de/10011941221
Saved in:
2
Model-based versus model-free implied volatility : evidence from North American, European, and Asian index option markets
Biktimirov, Ernest N.
;
Wang, Chunrong
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 42-68
Persistent link: https://www.econbiz.de/10011687342
Saved in:
3
The impact of jump dynamics on the predictive power of option-implied densities
Wang, Yaw-huei
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 9-22
Persistent link: https://www.econbiz.de/10003852617
Saved in:
4
The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
Saved in:
5
Price formation in spot and futures markets : exchange traded funds vs. index futures
Schlusche, Bernd
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 26-40
Persistent link: https://www.econbiz.de/10003925776
Saved in:
6
Higher order Greeks
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 7-34
Persistent link: https://www.econbiz.de/10003447122
Saved in:
7
Testing the monotonicity property of option prices
Pérignon, Christophe
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 61-76
Persistent link: https://www.econbiz.de/10003400053
Saved in:
8
Crash-o-phobia : a domestic fear or a worldwide concern?
Foresi, Silverio
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 8-21
Persistent link: https://www.econbiz.de/10003299538
Saved in:
9
Box spread strategies and arbitrage opportunities
Ben-Zion, Uri
;
Danan, Shmuel
;
Yagil, Joseph
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 47-62
Persistent link: https://www.econbiz.de/10002672481
Saved in:
10
The Nasdaq volatility index during and after the bubble
Simon, David P.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 9-24
Persistent link: https://www.econbiz.de/10001861474
Saved in:
11
Explaining smiles : GARCH option pricing with conditional leptokurtosis and skewness
Lehnert, Thorsten
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 27-39
Persistent link: https://www.econbiz.de/10001770062
Saved in:
12
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
13
Holidays and trading and return patterns of Australian SPI futures
Johnson, Jackie
;
Cheng, Sum Weng
- In:
The journal of derivatives : the official publication …
9
(
2002
)
4
,
pp. 56-67
Persistent link: https://www.econbiz.de/10001708451
Saved in:
14
How useful are implied distributions? : Evidence from stock index options
Gemmill, Gordon
;
Saflekos, Apostolos
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 83-98
Persistent link: https://www.econbiz.de/10001497760
Saved in:
15
The introduction of Toronto index participation units and arbitrage opportunities in the Toronto 35 index option market
Ackert, Lucy F.
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 44-53
Persistent link: https://www.econbiz.de/10001246677
Saved in:
16
Pricing European options on autocorrelated indexes
Jokivuolle, Esa
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001355579
Saved in:
17
Return volatilities of stock index futures in Hong Kong : trading versus non-trading periods
Tang, Gordon Y. N.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 55-62
Persistent link: https://www.econbiz.de/10001207622
Saved in:
18
Stock market volatility around expiration days in Japan
Karolyi, G. Andrew
- In:
The journal of derivatives : the official publication …
4
(
1996
)
2
,
pp. 23-43
Persistent link: https://www.econbiz.de/10001214076
Saved in:
19
The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
Saved in:
20
Pricing foreign index contingent claims : an application to Nikkei Index warrants
Dravid, Ajay R.
- In:
The journal of derivatives : the official publication …
1
(
1993
)
1
,
pp. 33-51
Persistent link: https://www.econbiz.de/10001202809
Saved in:
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