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~isPartOf:"Journal of financial markets"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Börsenkurs
206
Share price
206
Capital income
72
Kapitaleinkommen
72
Theorie
50
Theory
50
Volatility
49
Volatilität
49
Aktienmarkt
44
Securities trading
44
Stock market
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Estimation
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Schätzung
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Anlageverhalten
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Portfolio selection
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Prognoseverfahren
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Market microstructure
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Marktmikrostruktur
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Asymmetric information
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Liquidität
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Option pricing theory
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Optionspreistheorie
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Electronic trading
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Handelsvolumen der Börse
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Price discovery
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Risikoprämie
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Risk premium
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Rourke, Thomas
2
Subrahmanyam, Marti G.
2
Alexandridis, Antonios K.
1
Apergis, Iraklis
1
Augustin, Patrick
1
Bechmann, Ken L.
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Brenner, Menachem
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Carverhill, Andrew
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Chen, Ding
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Chen, Xi
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Deuskar, Prachi
1
Foley, Sean
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Grass, Gunnar
1
Guo, Biao
1
Gupta, Anurag
1
Kanne, Stefan
1
Kapetanios, George
1
Khorram, Mehdi
1
Konstantinidi, Eirini
1
Korn, Olaf
1
Luo, Dan
1
Maraachlian, Hilda
1
Michayluk, David
1
Mo, Haitao
1
Neumann, Michael
1
Oikonomou, Ioannis
1
Orłowski, Piotr
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Panopulu, Aikaterinē
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Patel, Vinay
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Stoll, Hans R.
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Uhrig-Homburg, Marliese
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Voukelatos, Nikolaos
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Journal of financial markets
The journal of futures markets
97
International journal of theoretical and applied finance
83
Review of derivatives research
59
The journal of computational finance
57
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
Journal of banking & finance
50
Quantitative finance
50
Finance research letters
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
31
Finance and stochastics
29
Computational economics
27
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Journal of financial economics
25
International review of economics & finance : IREF
24
Research paper series / Swiss Finance Institute
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
18
Risks : open access journal
18
The European journal of finance
18
International review of financial analysis
16
The journal of derivatives : JOD
16
Applied economics
15
Economic modelling
15
Insurance / Mathematics & economics
15
Swiss Finance Institute Research Paper
15
Journal of risk and financial management : JRFM
14
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of derivatives & hedge funds
12
Journal of financial and quantitative analysis : JFQA
12
Theoretical economics letters
12
Energy economics
10
Journal of econometrics
10
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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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