Works matching DE "CHICAGO Board Options Exchange"

Results: 88

35-Year Performance Analysis of Cboe S&P 500 Option-Selling Indices.

Published in:

Journal of Beta Investment Strategies, 2022, v. 13, n. 3, p. 48, doi. 10.3905/jbis.2022.1.013

By:

Black, Keith;
Szado, Edward

Publication type:

Article

Replicating the CBOE VIX using a synthetic volatility index trading algorithm.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1641063

By:

Cary, Dayne;
van Vuuren, Gary;
McMillan, David

Publication type:

Article

The political advantage of a volatile market: the relationship between Presidential popularity and the ‘investor fear gauge’.

Published in:

Journal of Public Affairs (14723891), 2008, v. 8, n. 3, p. 195, doi. 10.1002/pa.291

By:

Schwartz, Joe;
Hoover, Scott;
Schwartz, Adam

Publication type:

Article

Can ETFs affect U.S. financial stability? A quantile cointegration analysis.

Published in:

Financial Innovation, 2024, v. 10, p. 1, doi. 10.1186/s40854-023-00591-2

By:

Laborda, Juan;
Laborda, Ricardo;
de la Cruz, Javier

Publication type:

Article

Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?

Published in:

Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00460-y

By:

Das, Narasingha;
Gangopadhyay, Partha

Publication type:

Article

THE CHICAGO BOARD OPTIONS EXCHANGE AND MARKET EFFICIENCY.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 29, doi. 10.2307/2330518

By:

Finnerty, Joseph E.

Publication type:

Article

The asymmetric relationship between volatility index and volatility-of-volatility index.

Published in:

Investment Analysts Journal, 2022, v. 51, n. 2, p. 127, doi. 10.1080/10293523.2022.2087828

By:

McFarlane, Adian;
Das, Anupam;
Jung, Young Cheol

Publication type:

Article

S&P 500 volatility, volatility regimes, and economic uncertainty.

Published in:

Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1362, doi. 10.1111/boer.12406

By:

Adrangi, Bahram;
Chatrath, Arjun;
Raffiee, Kambiz

Publication type:

Article

Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index.

Published in:

Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1157, doi. 10.1111/boer.12399

By:

Ozcelebi, Oguzhan;
Pérez‐Montiel, José A.

Publication type:

Article

The effectiveness of the combined use of VIX and Support Vector Machines on the prediction of S&P 500.

Published in:

Neural Computing & Applications, 2014, v. 25, n. 2, p. 321, doi. 10.1007/s00521-013-1487-7

By:

Rosillo, Rafael;
Giner, Javier;
Fuente, David

Publication type:

Article

Proactive Hedging European Call Option Pricing with Linear Position Strategy.

Published in:

Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/2087145

By:

Li, Meng;
Wang, Xuefeng;
Sun, Fangfang

Publication type:

Article

The Information Content of Option Prices: Evidence from S&P 500 Index Options.

Published in:

Management Science & Financial Engineering, 2015, v. 21, n. 2, p. 13, doi. 10.7737/MSFE.2015.21.2.013

By:

Chenghan Ren;
Byungwook Choi

Publication type:

Article

SECURITIES ARBITRAL IMMUNITY- -CHICAGO BOARD OPTIONS EXCHANGE.

Published in:: Arbitration Journal, 1991, v. 46, n. 1, p. 68
Publication type:: Article

SECURITIES--ARBITRABiLITY--PUBLIC POLICY WAIVER--BROAD CLAUSE--SCOPE OF JUDICIAL INTERVENTION--SECURITIES EXCHANGE ACT --U.S. ARBITRATION ACT.

Published in:: Arbitration Journal, 1982, v. 37, n. 2, p. 60
Publication type:: Article

The skewness index: uncovering the relationship with volatility and market returns.

Published in:

Applied Economics, 2021, v. 53, n. 31, p. 3619, doi. 10.1080/00036846.2021.1884837

By:

Elyasiani, Elyas;
Gambarelli, Luca;
Muzzioli, Silvia

Publication type:

Article

A dark side to options trading? Evidence from corporate default risk.

Published in:

Review of Quantitative Finance & Accounting, 2023, v. 60, n. 2, p. 531, doi. 10.1007/s11156-022-01110-7

By:

Yang, Haoyi;
Luo, Shikong

Publication type:

Article

Retrieving risk neutral moments and expected quadratic variation from option prices.

Published in:

Review of Quantitative Finance & Accounting, 2017, v. 48, n. 4, p. 955, doi. 10.1007/s11156-016-0575-z

By:

Rompolis, Leonidas;
Tzavalis, Elias

Publication type:

Article

EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION.

Published in:

Journal of Business Economics & Management, 2022, v. 23, n. 6, p. 1351, doi. 10.3846/jbem.2022.18282

By:

BOSSMAN, Ahmed;
GHERGHINA, Ştefan Cristian;
ASAFO-ADJEI, Emmanuel;
ADAM, Anokye Mohammed;
AGYEI, Samuel Kwaku

Publication type:

Article

Influence of Social Media over the Stock Market.

Published in:

Psychology & Marketing, 2017, v. 34, n. 1, p. 101, doi. 10.1002/mar.20976

By:

Piñeiro‐Chousa, Juan;
Vizcaíno‐González, Marcos;
Pérez‐Pico, Ada María

Publication type:

Article

Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets.

Published in:

Computational Economics, 2016, v. 47, n. 4, p. 527, doi. 10.1007/s10614-015-9500-0

By:

Giner, Javier;
Morini, Sandra;
Rosillo, Rafael

Publication type:

Article

Soybean Inventory and Forward Curve Dynamics.

Published in:

Management Science, 2005, v. 51, n. 7, p. 1076, doi. 10.1287/mnsc.1050.0361

By:

Geman, Hélyette;
Nguyen, Vu-Nhat

Publication type:

Article

Dynamic Linkages Between Economic Policy Uncertainty and External Variables in Latin America: Wavelet Analysis.

Published in:

Economies, 2025, v. 13, n. 2, p. 22, doi. 10.3390/economies13020022

By:

Marín-Rodríguez, Nini Johana;
González-Ruiz, Juan David;
Botero, Sergio

Publication type:

Article

The Congressional Calendar, Market Performance, and Market Volatility.

Published in:

International Journal of Business, 2020, v. 25, n. 2, p. 149

By:

Krieger, Kevin;
Pace, R. Daniel

Publication type:

Article

Option volume and stock price behavior: Some evidence...

Published in:

Atlantic Economic Journal, 1997, v. 25, n. 4, p. 358, doi. 10.1007/BF02298346

By:

Boluch, Michael J.;
Chamberlain, Trevor W.

Publication type:

Article

VIX Endeksinin BİST30 Endeks ve BİST30 Vadeli İşlem Getirisi Volatilitelerine Etkisinin EGARCH Modeli İle Karşılaştırılması.

Published in:

Journal of Yaşar University / Yaşar Üniversitesi E-Dergisi, 2020, v. 15, n. 59, p. 534, doi. 10.19168/jyasar.699550

By:

ÖZDEMİR, Letife

Publication type:

Article

Homage to a Chicago Organizer.

Published in:

Gay & Lesbian Review Worldwide, 2022, v. 29, n. 2, p. 5

By:

Petrelis, Michael

Publication type:

Article

Exploring emotions and the economy: new contributions from sociological theory.

Published in:

Theory & Society, 2009, v. 38, n. 4, p. 335, doi. 10.1007/s11186-009-9084-6

By:

Berezin, Mabel

Publication type:

Article

MODELING ASYMMETRIC VOLATILITY IN THE CHICAGO BOARD OPTIONS EXCHANGE VOLATILITY INDEX.

Published in:

Financial Studies, 2018, v. 22, n. 1, p. 20

By:

URAL, Mert;
DEMİRELİ, Erhan

Publication type:

Article

The Risk and Return Relation in Bitcoin Spot and Futures Intraday Returns.

Published in:

KASBIT Business Journal, 2023, v. 16, n. 1, p. 103

By:

Wang, Nianyong;
Khan, Ifran;
Faryal

Publication type:

Article

A Characterization of the Daily and Intraday Behavior of Returns on Options.

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 2, p. 557, doi. 10.1111/j.1540-6261.1994.tb05152.x

By:

Sheikh, Aamir M.;
Ronn, Ehud I.

Publication type:

Article

Liquidity of the CBOE Equity Options.

Published in:

Journal of Finance (Wiley-Blackwell), 1990, v. 45, n. 4, p. 1157, doi. 10.1111/j.1540-6261.1990.tb02431.x

By:

Vijh, Anand M.

Publication type:

Article

Stock Splits, Volatility Increases, and Implied Volatilities.

Published in:

Journal of Finance (Wiley-Blackwell), 1989, v. 44, n. 5, p. 1361, doi. 10.1111/j.1540-6261.1989.tb02658.x

By:

Sheikh, Aamir M.

Publication type:

Article

The Interrelation of Stock and Options Market Trading-Volume Data.

Published in:

Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 4, p. 949, doi. 10.1111/j.1540-6261.1988.tb02614.x

By:

ANTHONY, JOSEPH H.

Publication type:

Article

Some Comments on the CBOE Call Options Index.

Published in:

Financial Analysts Journal, 1984, v. 40, n. 4, p. 58, doi. 10.2469/faj.v40.n4.58

By:

Gastineau, Gary L.;
Madansky, Albert

Publication type:

Article

Beyond Culture and Society: Prospects for Ethnographies of Finance.

Published in:

Journal of Business Anthropology, 2013, v. 2, n. 1, p. 49, doi. 10.22439/jba.v2i1.4071

By:

Rudnyckyj, Daromir

Publication type:

Article

Day-of-the-Week Effect in Fear Gauge: Evidence from India.

Published in:

IUP Journal of Applied Finance, 2017, v. 23, n. 1, p. 44

By:

Akhtar, Samreen;
Ansari, Valeed Ahmad;
Ansari, Saghir Ahmad

Publication type:

Article

Fund Volatility Index using equity market state prices.

Published in:

Accounting & Finance, 2017, v. 57, n. 3, p. 837, doi. 10.1111/acfi.12177

By:

O'Neill, Michael J.;
Liu, Zhangxin;
Smith, Tom

Publication type:

Article

State-preference pricing and volatility indices.

Published in:

Accounting & Finance, 2017, v. 57, n. 3, p. 815, doi. 10.1111/acfi.12170

By:

Liu, Zhangxin (Frank);
O'Neill, Michael J.;
Smith, Tom

Publication type:

Article

Active QQQ Covered Call Strategies.

Published in:

Journal of Alternative Investments, 2013, v. 16, n. 3, p. 25, doi. 10.3905/jai.2013.16.3.025

By:

SIMON, DAVID P.

Publication type:

Article

Quarterly versus Serial Expiration in Pure Cost of Carry Markets: The Case of Single Stock Futures Trading in the U.S.

Published in:

Quarterly Journal of Finance & Accounting, 2008, v. 47, n. 3, p. 29

By:

Bertus, Mark;
Ting-Heng Chu;
Swidler, Steve

Publication type:

Article

RIDING OR CHALLENGING THE WAVES: UNCOVERING THE VOLATILITY OF SOUTHEAST ASIAN STOCK MARKETS AMIDST GLOBAL UNCERTAINTIES.

Published in:

Journal of Eastern European & Central Asian Research, 2023, v. 10, n. 5, p. 841, doi. 10.15549/jeecar.v10i5.1317

By:

Lestari, Novi Puji;
Rofik, Mochamad;
Utami, Yuni

Publication type:

Article

Underpricing, partial price adjustments, and equity carve-outs.

Published in:

Journal of Economics & Finance, 2016, v. 40, n. 2, p. 345, doi. 10.1007/s12197-014-9311-5

By:

Thompson, Thomas

Publication type:

Article

Multiple subordinated modeling of asset returns: Implications for option pricing.

Published in:

Econometric Reviews, 2021, v. 40, n. 3, p. 290, doi. 10.1080/07474938.2020.1781404

By:

Shirvani, Abootaleb;
Rachev, Svetlozar T.;
Fabozzi, Frank J.

Publication type:

Article

The CBOE S&P 500 three-month variance futures.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 1, p. 48, doi. 10.1002/fut.20400

By:

Zhang, Jin E.;
Yuqin Huang

Publication type:

Article

Risk Premia and the VIX Term Structure.

Published in:

Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2461, doi. 10.1017/S0022109017000825

By:

Johnson, Travis L.

Publication type:

Article

Trade Size and Information-Motivated Trading in the Options and Stock Markets.

Published in:

Journal of Financial & Quantitative Analysis, 2001, v. 36, n. 4, p. 485, doi. 10.2307/2676221

By:

Jason Lee;
Yi, Cheong H.

Publication type:

Article

The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options.

Published in:

Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 3, p. 329, doi. 10.2307/2331344

By:

Kalok Chan;
Chung, Y. Peter;
Johnson, Herb

Publication type:

Article

The Value of Early Exercise in Option Prices: An Empirical Investigation.

Published in:

Journal of Financial & Quantitative Analysis, 1991, v. 26, n. 1, p. 129, doi. 10.2307/2331247

By:

Zivney, Terry L.

Publication type:

Article

Predicting Volatility Index According to Technical Index and Economic Indicators on the Basis of Deep Learning Algorithm.

Published in:

Sustainability (2071-1050), 2021, v. 13, n. 24, p. 14011, doi. 10.3390/su132414011

By:

Daniali, Sara Mehrab;
Barykin, Sergey Evgenievich;
Kapustina, Irina Vasilievna;
Mohammadbeigi Khortabi, Farzin;
Sergeev, Sergey Mikhailovich;
Kalinina, Olga Vladimirovna;
Mikhaylov, Alexey;
Veynberg, Roman;
Zasova, Liubov;
Senjyu, Tomonobu

Publication type:

Article

THE NEXUS BETWEEN COVID-19 AND STOCK RETURNS: EVIDENCE FROM SELECTED MENA COUNTRIES.

Published in:

World of Accounting Science, 2022, p. 113, doi. 10.31460/mbdd.1033349

By:

ÖNER, Mehtap;
AYBARS, Aslı

Publication type:

Article