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~isPartOf:"Journal of financial markets"
~subject:"Optionsgeschäft"
~subject:"Price discovery"
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Optionsgeschäft
Price discovery
Börsenkurs
206
Share price
206
Capital income
72
Kapitaleinkommen
72
Theorie
50
Theory
50
Volatility
49
Volatilität
49
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44
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Rourke, Thomas
2
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1
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Journal of financial markets
The journal of futures markets
97
International journal of theoretical and applied finance
83
Journal of banking & finance
67
Review of derivatives research
60
The journal of computational finance
57
Finance research letters
53
Quantitative finance
52
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of economic dynamics & control
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
International review of financial analysis
35
International journal of financial engineering
31
Journal of financial economics
31
International review of economics & finance : IREF
30
Finance and stochastics
29
Computational economics
27
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Review of quantitative finance and accounting
26
Journal of empirical finance
23
Research paper series / Swiss Finance Institute
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Journal of international financial markets, institutions & money
19
Asia-Pacific financial markets
18
Risks : open access journal
18
The European journal of finance
18
Economic modelling
17
The journal of derivatives : JOD
16
Applied economics
15
Insurance / Mathematics & economics
15
Swiss Finance Institute Research Paper
15
Economics letters
14
Energy economics
14
Journal of risk and financial management : JRFM
14
Annals of finance
13
Pacific-Basin finance journal
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
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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
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
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Stock illiquidity and option returns
Kanne, Stefan
;
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
Journal of financial markets
63
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014278623
Saved in:
10
Firm fundamentals and the cross-section of implied volatility shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
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