Works matching DE "CHICAGO Board Options Exchange"
Results: 87
Exploring emotions and the economy: new contributions from sociological theory.
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- Theory & Society, 2009, v. 38, n. 4, p. 335, doi. 10.1007/s11186-009-9084-6
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Variance swaps valuation under non-affine GARCH models and their diffusion limits.
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- Quantitative Finance, 2019, v. 19, n. 2, p. 227, doi. 10.1080/14697688.2018.1478120
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FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE.
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- Journal of Financial Research, 2007, v. 30, n. 2, p. 201, doi. 10.1111/j.1475-6803.2007.00210.x
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THE INTRA-DAY RELATION BETWEEN NYSE AND CBOE PRICES.
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- Journal of Financial Research, 2003, v. 26, n. 1, p. 97, doi. 10.1111/1475-6803.00047
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INTRADAY TRADING PATTERNS IN THE EQUITY OPTIONS MARKETS.
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- Journal of Financial Research, 1993, v. 16, n. 4, p. 285, doi. 10.1111/j.1475-6803.1993.tb00148.x
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S&P 500 volatility, volatility regimes, and economic uncertainty.
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- Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1362, doi. 10.1111/boer.12406
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Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index.
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- Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1157, doi. 10.1111/boer.12399
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On the Timing and Pricing of Dividends.
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- American Economic Review, 2012, v. 102, n. 4, p. 1596, doi. 10.1257/aer.102.4.1596
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The skewness index: uncovering the relationship with volatility and market returns.
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- Applied Economics, 2021, v. 53, n. 31, p. 3619, doi. 10.1080/00036846.2021.1884837
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THE NEXUS BETWEEN COVID-19 AND STOCK RETURNS: EVIDENCE FROM SELECTED MENA COUNTRIES.
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- World of Accounting Science, 2022, p. 113, doi. 10.31460/mbdd.1033349
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- Article
VIX Endeksinin BİST30 Endeks ve BİST30 Vadeli İşlem Getirisi Volatilitelerine Etkisinin EGARCH Modeli İle Karşılaştırılması.
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- Journal of Yaşar University / Yaşar Üniversitesi E-Dergisi, 2020, v. 15, n. 59, p. 534, doi. 10.19168/jyasar.699550
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Multiple subordinated modeling of asset returns: Implications for option pricing.
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- Econometric Reviews, 2021, v. 40, n. 3, p. 290, doi. 10.1080/07474938.2020.1781404
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Active QQQ Covered Call Strategies.
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- Journal of Alternative Investments, 2013, v. 16, n. 3, p. 25, doi. 10.3905/jai.2013.16.3.025
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Quarterly versus Serial Expiration in Pure Cost of Carry Markets: The Case of Single Stock Futures Trading in the U.S.
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- Quarterly Journal of Finance & Accounting, 2008, v. 47, n. 3, p. 29
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Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index.
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- European Journal of Finance, 2008, v. 14, n. 5, p. 397, doi. 10.1080/13518470802042203
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GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Premium.
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- Journal of Financial Econometrics, 2013, v. 11, n. 3, p. 556, doi. 10.1093/jjfinec/nbs026
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The political advantage of a volatile market: the relationship between Presidential popularity and the ‘investor fear gauge’.
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- Journal of Public Affairs (14723891), 2008, v. 8, n. 3, p. 195, doi. 10.1002/pa.291
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The Risk and Return Relation in Bitcoin Spot and Futures Intraday Returns.
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- KASBIT Business Journal, 2023, v. 16, n. 1, p. 103
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Beyond Culture and Society: Prospects for Ethnographies of Finance.
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- Journal of Business Anthropology, 2013, v. 2, n. 1, p. 49, doi. 10.22439/jba.v2i1.4071
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Predicting Volatility Index According to Technical Index and Economic Indicators on the Basis of Deep Learning Algorithm.
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- Sustainability (2071-1050), 2021, v. 13, n. 24, p. 14011, doi. 10.3390/su132414011
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Tax Valuation.
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- Journal of Practical Estate Planning, 2008, v. 10, n. 6, p. 11
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Put--call ratios and market timing effectiveness.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 25, doi. 10.3905/jpm.1988.409184
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The CBOE call option index: a historical record.
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- Journal of Portfolio Management, 1985, v. 12, n. 1, p. 75, doi. 10.3905/jpm.1985.409035
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The impact of options on the underlying securities.
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- Journal of Portfolio Management, 1980, v. 6, n. 2, p. 12, doi. 10.3905/jpm.1980.408737
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Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets.
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- Computational Economics, 2016, v. 47, n. 4, p. 527, doi. 10.1007/s10614-015-9500-0
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Can ETFs affect U.S. financial stability? A quantile cointegration analysis.
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- Financial Innovation, 2024, v. 10, p. 1, doi. 10.1186/s40854-023-00591-2
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The Congressional Calendar, Market Performance, and Market Volatility.
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- International Journal of Business, 2020, v. 25, n. 2, p. 149
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The CBOE S&P 500 three-month variance futures.
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- Journal of Futures Markets, 2010, v. 30, n. 1, p. 48, doi. 10.1002/fut.20400
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The Information Content of Option Prices: Evidence from S&P 500 Index Options.
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- Management Science & Financial Engineering, 2015, v. 21, n. 2, p. 13, doi. 10.7737/MSFE.2015.21.2.013
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THE CHICAGO BOARD OPTIONS EXCHANGE AND MARKET EFFICIENCY.
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- Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 29, doi. 10.2307/2330518
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Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index.
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- Journal of Derivatives, 2007, v. 14, n. 3, p. 35, doi. 10.3905/jod.2007.681813
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Return and Risk of CBOE Buy Write Monthly Index.
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- Journal of Derivatives, 2002, v. 10, n. 2, p. 35, doi. 10.3905/jod.2002.319194
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Soybean Inventory and Forward Curve Dynamics.
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- Management Science, 2005, v. 51, n. 7, p. 1076, doi. 10.1287/mnsc.1050.0361
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- Article
Proactive Hedging European Call Option Pricing with Linear Position Strategy.
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- Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/2087145
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Dynamic Linkages Between Economic Policy Uncertainty and External Variables in Latin America: Wavelet Analysis.
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- Economies, 2025, v. 13, n. 2, p. 22, doi. 10.3390/economies13020022
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Fear and the Fama-French Factors.
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- Financial Management (Wiley-Blackwell), 2011, v. 40, n. 2, p. 409, doi. 10.1111/j.1755-053X.2011.01147.x
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TESTING THE BLACK AND SCHOLES MODEL OF CALL OPTION VALUATION.
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- American Economist, 1976, v. 20, n. 2, doi. 10.1177/056943457602000205
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The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation.
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- European Financial Management, 2017, v. 23, n. 2, p. 325, doi. 10.1111/eufm.12096
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VIX versus Size.
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- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 76, doi. 10.3905/jpm.2016.42.3.076
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Understanding the VIX.
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- Journal of Portfolio Management, 2009, v. 35, n. 3, p. 98, doi. 10.3905/JPM.2009.35.3.098
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Some Comments on the CBOE Call Options Index.
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- Financial Analysts Journal, 1984, v. 40, n. 4, p. 58, doi. 10.2469/faj.v40.n4.58
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The asymmetric relationship between volatility index and volatility-of-volatility index.
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- Investment Analysts Journal, 2022, v. 51, n. 2, p. 127, doi. 10.1080/10293523.2022.2087828
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IN DEFENSE OF MODELS.
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- Financial History, 2010, n. 96, p. 32
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Influence of Social Media over the Stock Market.
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- Psychology & Marketing, 2017, v. 34, n. 1, p. 101, doi. 10.1002/mar.20976
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35-Year Performance Analysis of Cboe S&P 500 Option-Selling Indices.
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- Journal of Beta Investment Strategies, 2022, v. 13, n. 3, p. 48, doi. 10.3905/jbis.2022.1.013
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- Article
Global Oil Shocks and China's Commodity Markets: The Role of OVX.
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- Emerging Markets Finance & Trade, 2021, v. 57, n. 3, p. 914, doi. 10.1080/1540496X.2019.1658075
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- Article
Investor Behavior under Changing Market Volatility.
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- Journal of Investing, 2014, v. 23, n. 2, p. 96, doi. 10.3905/joi.2014.23.2.096
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LEAPS of Faith: A Trading Indicator Based on CBOE S&P 500 LEAPS Option Open Interest Information.
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- Journal of Investing, 2010, v. 19, n. 2, p. 85, doi. 10.3905/joi.2010.19.2.085
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Fear and Greed in Global Asset Allocation.
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- Journal of Investing, 2000, v. 9, n. 1, p. 27, doi. 10.3905/joi.2000.319396
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- Article
Municipal Bond Performance During the COVID-19 Pandemic.
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- Municipal Finance Journal, 2022, v. 43, n. 1, p. 93
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