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~isPartOf:"Review of quantitative finance and accounting"
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Option trading
37
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Chang, Chuang-chang
2
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Kuo, I.-doun
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Palmon, Oded
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Russo, Emilio
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Andreou, Panayiotis C.
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Review of quantitative finance and accounting
MPRA Paper
228
The journal of futures markets
211
International journal of theoretical and applied finance
147
Journal of banking & finance
118
IZA Discussion Papers
116
The journal of derivatives : the official publication of the International Association of Financial Engineers
98
NBER working paper series
95
Quantitative finance
92
Applied mathematical finance
86
Finance research letters
83
GE, Growth, Math methods
83
Review of derivatives research
82
The journal of computational finance
81
Discussion paper series / IZA
79
CESifo Working Paper
70
Working Paper
67
IZA Discussion Paper
65
Finance and stochastics
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
NBER Working Papers
59
The North American journal of economics and finance : a journal of financial economics studies
57
CESifo working papers
54
Computational economics
53
Economics Bulletin
53
Journal of economic dynamics & control
53
Journal of financial economics
52
CREATES Research Papers
46
International journal of financial engineering
46
Discussion paper / Tinbergen Institute
43
International review of economics & finance : IREF
43
Journal of financial markets
43
European journal of operational research : EJOR
42
Journal of mathematical finance
41
Working paper
39
Cahiers de recherche
36
Research paper series / Swiss Finance Institute
36
Risks : open access journal
36
Research Reports / Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
35
Journal of financial and quantitative analysis : JFQA
34
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1
Valuation of complex financial instruments via basic components
Cheung, Joseph K.
;
Chung, Richard
- In:
Review of quantitative finance and accounting
7
(
1996
)
2
,
pp. 163-176
Persistent link: https://www.econbiz.de/10001467552
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2
On the destribution of CBOE option trade prices occurring between consecutive stock trades
Chung, T. Y.
;
Welch, Robert L.
;
Chen, David M.
- In:
Review of quantitative finance and accounting
9
(
1997
)
3
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001591112
Saved in:
3
Option trading and the intervalling effect bias in beta
Ho, Li-chin Jennifer
;
Tsay, Jeffrey J.
- In:
Review of quantitative finance and accounting
17
(
2001
)
3
,
pp. 267-282
Persistent link: https://www.econbiz.de/10001748159
Saved in:
4
The informational role of option trading volume in equity index options markets
Sarwar, Ghulam
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10002851822
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5
A dark side to options trading? : evidence from corporate default risk
Yang, Haoyi
;
Luo, Shikong
- In:
Review of quantitative finance and accounting
60
(
2023
)
2
,
pp. 531-564
Persistent link: https://www.econbiz.de/10013549094
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6
Does options trading deter real activities manipulation?
Delshadi, Mahmoud
;
Hosseinniakani, Mahmoud
;
Rezaee, …
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 673-699
Persistent link: https://www.econbiz.de/10014342048
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7
The information content of options trading for the CEO employee pay ratio
Hsieh, Pei-Fang
;
Lin, Zih-Ying
- In:
Review of quantitative finance and accounting
64
(
2025
)
1
,
pp. 89-118
Persistent link: https://www.econbiz.de/10015194575
Saved in:
8
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
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9
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
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10
Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang
;
Lin, Jun-biao
;
Tsai, Wei-che
; …
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
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