//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of finance : the journal of the American Finance Association"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Terminkontrakt"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
81
Derivative
81
USA
39
United States
39
Theorie
33
Theory
33
CAPM
14
Börsenkurs
13
Share price
13
Hedging
9
Capital income
6
Kapitaleinkommen
6
Option pricing theory
6
Optionspreistheorie
6
Portfolio selection
6
Portfolio-Management
6
Ankündigungseffekt
5
Announcement effect
5
Option trading
5
Optionsgeschäft
5
Anleihe
4
Bond
4
Estimation
4
Schätzung
4
Anlageverhalten
3
Behavioural finance
3
Black-Scholes model
3
Black-Scholes-Modell
3
Corporate finance
3
Führungskräfte
3
Großbritannien
3
Index
3
Index number
3
Managers
3
Speculation
3
Spekulation
3
United Kingdom
3
Unternehmensfinanzierung
3
Volatility
3
Volatilität
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
81
Type of publication (narrower categories)
All
Article in journal
79
Aufsatz in Zeitschrift
79
Rezension
1
Language
All
English
81
Author
All
Whaley, Robert E.
5
Johnson, Herbert
3
Longstaff, Francis A.
3
Boyle, Phelim P.
2
Carr, Peter
2
Figlewski, Stephen
2
Hull, John
2
Lo, Andrew W.
2
Morgan, George Emir
2
Torous, Walter N.
2
Ajinkya, Bipin B.
1
Anthony, Joseph H.
1
Aït-Sahalia, Yacine
1
Ball, Cliffoed A.
1
Ball, Clifford A.
1
Bar-Yosef, Sasson
1
Bates, David S.
1
Benninga, Simon
1
Bessembinder, Hendrik
1
Biais, Bruno
1
Blume, Marshall E.
1
Bolton, Patrick
1
Brenner, Menachem
1
Broadie, Mark
1
Bunch, David S.
1
Chan, Kalok
1
Chernov, Mikhail
1
Chung, Y. Peter
1
Collin-Dufresne, Pierre
1
Conrad, Jennifer S.
1
Conze, Antoine
1
Courtadon, Georges Robert
1
Coval, Joshua
1
Czerwonko, Michal
1
DeFusco, Richard A.
1
Duffie, Darrell
1
Evnine, Jeremy
1
Eytan, Theodor H.
1
Fleming, Jeff
1
Foucault, Thierry
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
The journal of futures markets
390
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
121
Applied mathematical finance
79
Journal of financial economics
73
Review of derivatives research
68
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
International review of financial analysis
62
The European journal of finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
International review of economics & finance : IREF
60
Finance research letters
59
Quantitative finance
59
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
42
Wiley finance series
40
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Applied economics letters
38
Journal of economic dynamics & control
38
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Finance and economics discussion series
34
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
50
of
81
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
Risk-sharing or risk-taking? : counterparty risk, incentives, and margins
Biais, Bruno
;
Heider, Florian
;
Hoerova, Marie
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1669-1698
Persistent link: https://www.econbiz.de/10011588926
Saved in:
3
Should derivatives be privileged in bankruptcy?
Bolton, Patrick
;
Oehmke, Martin
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2353-2393
Persistent link: https://www.econbiz.de/10011411315
Saved in:
4
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
5
Are options on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
Saved in:
6
Security issue timing : what do managers know, and when do they know it?
Jenter, Dirk
;
Lewellen, Katharina
;
Warner, Jerold B.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
2
,
pp. 413-443
Persistent link: https://www.econbiz.de/10009240913
Saved in:
7
Do limit orders alter inferences about investor performance and behavior?
Linnainmaa, Juhani
- In:
The journal of finance : the journal of the American …
65
(
2010
)
4
,
pp. 1473-1506
Persistent link: https://www.econbiz.de/10009011024
Saved in:
8
Oil futures prices in a production economy with investment constraints
Kogan, Leonid
;
Livdan, Dmitry
;
Yaron, Amir
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1345-1375
Persistent link: https://www.econbiz.de/10003871952
Saved in:
9
Competition for order flow and smart order routing systems
Foucault, Thierry
;
Menkveld, Albert J.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
1
,
pp. 119-158
Persistent link: https://www.econbiz.de/10003821561
Saved in:
10
"You can enter but you cannot leave..." : US securities markets and foreign firms
Marosi, András
;
Massoud, Nadia
- In:
The journal of finance : the journal of the American …
63
(
2008
)
5
,
pp. 2477-2506
Persistent link: https://www.econbiz.de/10003822495
Saved in:
11
Model specification and risk premia : evidence from futures options
Broadie, Mark
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
Saved in:
12
Taking a view : corporate speculation, governance, and compensation
Géczy, Christopher
;
Minton, Bernadette A.
;
Schrand, …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2405-2443
Persistent link: https://www.econbiz.de/10003550278
Saved in:
13
Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
Saved in:
14
Do behavioral biases affect prices?
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
60
(
2005
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10002645568
Saved in:
15
Electricity forward prices : a high-frequency empirical analysis
Longstaff, Francis A.
;
Wang, Ashley W.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1877-1900
Persistent link: https://www.econbiz.de/10002190759
Saved in:
16
Risk management with derivatives by dealers and markt quality in government bond markets
Naik, Narayan Y.
;
Yadav, Pradeep
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 1873-1904
Persistent link: https://www.econbiz.de/10001797759
Saved in:
17
Do firms hedge in response to tax incentives?
Graham, John R.
;
Rogers, Daniel A.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 815-839
Persistent link: https://www.econbiz.de/10001684733
Saved in:
18
Financial innovation and tahe role of derivative securities : an empirical analysis of the Treasury STRIPS program
Grinblatt, Mark
;
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1415-1436
Persistent link: https://www.econbiz.de/10001497630
Saved in:
19
How are derivatives used? : Evidence from the mutual fund industry
Koski, Jennifer L.
;
Pontiff, Jeffrey
- In:
The journal of finance : the journal of the American …
54
(
1999
)
2
,
pp. 791-816
Persistent link: https://www.econbiz.de/10001367866
Saved in:
20
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
21
Special repo rates
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 493-526
Persistent link: https://www.econbiz.de/10001205904
Saved in:
22
The value of wildcard options
Fleming, Jeff
- In:
The journal of finance : the journal of the American …
49
(
1994
)
1
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001169026
Saved in:
23
Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
Saved in:
24
Implied binomial trees
Rubinstein, Mark
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 771-818
Persistent link: https://www.econbiz.de/10001171198
Saved in:
25
A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 851-889
Persistent link: https://www.econbiz.de/10001172388
Saved in:
26
The valuation effects of warrant extensions
Howe, John S.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 305-314
Persistent link: https://www.econbiz.de/10001141541
Saved in:
27
Why option prices lag stock prices : a trading-based explanation
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
Saved in:
28
Measuring asset values for cash settlement in derivative markets : hedonic repeated measures indices and perpetual futures
Shiller, Robert J.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
3
,
pp. 911-931
Persistent link: https://www.econbiz.de/10001152167
Saved in:
29
Options, short sales, and market completeness
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 761-777
Persistent link: https://www.econbiz.de/10001152169
Saved in:
30
The behavior of option price around large block transactions in the underlying security
Kumar, Raman
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 879-889
Persistent link: https://www.econbiz.de/10001132039
Saved in:
31
One market? Stocks, futures, and options during October 1987
Kleidon, Allan William
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 851-877
Persistent link: https://www.econbiz.de/10001132040
Saved in:
32
Dividend surprises inferred from option and stock prices
Bar-Yosef, Sasson
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1623-1640
Persistent link: https://www.econbiz.de/10001133677
Saved in:
33
Futures manipulation with "cash settlement"
Kumar, Praveen
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1485-1502
Persistent link: https://www.econbiz.de/10001133687
Saved in:
34
Futures-trading activity and stock price volatility
Bessembinder, Hendrik
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 2015-2034
Persistent link: https://www.econbiz.de/10001138516
Saved in:
35
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
36
A simple and numerically efficient valuation method for American puts using a modified Geske-Johnson approach
Bunch, David S.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 809-816
Persistent link: https://www.econbiz.de/10001128118
Saved in:
37
Market making in the options markets and the costs of discrete hedge rebalancing
Jameson, Melvin Hugh
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 765-779
Persistent link: https://www.econbiz.de/10001128121
Saved in:
38
Path dependent options : the case of lookback options
Conze, Antoine
- In:
The journal of finance : the journal of the American …
46
(
1991
)
5
,
pp. 1893-1907
Persistent link: https://www.econbiz.de/10001115508
Saved in:
39
Option prices and the underlying asset's return distribution
Grundy, Bruce D.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
3
,
pp. 1045-1069
Persistent link: https://www.econbiz.de/10001110297
Saved in:
40
The crash of '87 : was it expected? ; the evidence from options markets
Bates, David S.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
3
,
pp. 1009-1044
Persistent link: https://www.econbiz.de/10001110299
Saved in:
41
[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald D.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
Saved in:
42
The effect of executive stock option plans on stockholders and bondholders
DeFusco, Richard A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 617-627
Persistent link: https://www.econbiz.de/10001089790
Saved in:
43
Pricing options with extendible maturities : analysis and applications
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 935-957
Persistent link: https://www.econbiz.de/10001090933
Saved in:
44
Default risk in futures markets : the customer-broker relationship
Jordan, James V.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 909-933
Persistent link: https://www.econbiz.de/10001090935
Saved in:
45
Pricing warrants : an empirical study of the black-scholes model and its alternatives
Lauterbach, Beni
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1181-1209
Persistent link: https://www.econbiz.de/10001098067
Saved in:
46
Liquidity of the CBOE equity options
Vijh, Anand M.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1157-1179
Persistent link: https://www.econbiz.de/10001098068
Saved in:
47
Intraday price change and trading volume relations in the stock and stock option markets
Stephan, Jens A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 191-220
Persistent link: https://www.econbiz.de/10001084197
Saved in:
48
Computing the constant elasticity of variance option pricing formula
Schroder, Mark D.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 211-219
Persistent link: https://www.econbiz.de/10001063236
Saved in:
49
An exact bond option formula
Jamshidian, Farshid
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 205-209
Persistent link: https://www.econbiz.de/10001063237
Saved in:
50
The quality option and timing option in futures contracts
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001063255
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->