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~isPartOf:"Journal of financial markets"
~subject:"Forecasting model"
~subject:"Optionsgeschäft"
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Forecasting model
Optionsgeschäft
Börsenkurs
206
Share price
206
Capital income
72
Kapitaleinkommen
72
Theorie
50
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50
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49
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Andersen, Torben
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Journal of financial markets
Finance research letters
121
The journal of futures markets
114
Journal of banking & finance
108
International journal of theoretical and applied finance
91
International review of financial analysis
79
The North American journal of economics and finance : a journal of financial economics studies
78
Quantitative finance
74
International review of economics & finance : IREF
70
Journal of financial economics
67
Journal of forecasting
65
Journal of empirical finance
64
Review of derivatives research
61
The journal of computational finance
58
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Journal of economic dynamics & control
52
Applied mathematical finance
51
Applied economics
50
Computational economics
47
Economic modelling
47
The European journal of finance
44
International journal of forecasting
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
International journal of financial engineering
39
Research paper series / Swiss Finance Institute
39
Management science : journal of the Institute for Operations Research and the Management Sciences
38
Energy economics
37
Pacific-Basin finance journal
37
Review of quantitative finance and accounting
36
Journal of econometrics
35
Journal of international financial markets, institutions & money
35
Journal of mathematical finance
35
NBER working paper series
35
European journal of operational research : EJOR
33
Journal of risk and financial management : JRFM
31
Applied economics letters
29
Finance and stochastics
29
Risks : open access journal
29
Journal of financial and quantitative analysis : JFQA
27
NBER Working Paper
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ECONIS (ZBW)
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1
The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas
- In:
Journal of financial markets
20
(
2014
),
pp. 175-193
Persistent link: https://www.econbiz.de/10010442379
Saved in:
2
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
3
Volatility-of-volatility and tail risk hedging returns
Park, Yang-Ho
- In:
Journal of financial markets
26
(
2015
),
pp. 38-63
Persistent link: https://www.econbiz.de/10011477272
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4
Delta and vega exposure trading in stock and option markets
Maraachlian, Hilda
;
Rourke, Thomas
- In:
Journal of financial markets
18
(
2014
),
pp. 96-125
Persistent link: https://www.econbiz.de/10010442472
Saved in:
5
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
6
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
7
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
Saved in:
8
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
9
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
10
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
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