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
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- Publication type:
- Article
Works matching DE "CHICAGO Board Options Exchange"
Results: 88
1
2
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
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- Publication type:
- Article
3
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
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- Publication type:
- Article
4
The Risk and Return Relation in Bitcoin Spot and Futures Intraday Returns.
- Published in:
- KASBIT Business Journal, 2023, v. 16, n. 1, p. 103
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- Publication type:
- Article
5
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
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- Article
6
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
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- Publication type:
- Article
7
A POSSIBLE PREDICTIVE CAUSALITY BETWEEN THE NEW GLOBAL TREND, ENVIRONMENTAL, SOCIAL, AND GOVERNANCE (ESG) AND MARKET SENTIMENT THROUGH "GOLD FUTURES/VIX" RATIO.
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- Revista Economică, 2022, v. 74, n. 4, p. 91, doi. 10.56043/reveco-2022-0029
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- Article
8
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
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- Publication type:
- Article
9
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
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- Publication type:
- Article
10
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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- Publication type:
- Article
11
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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- Article
12
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
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- Article
13
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
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- Publication type:
- Article
14
Variance swaps valuation under non-affine GARCH models and their diffusion limits.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 2, p. 227, doi. 10.1080/14697688.2018.1478120
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- Publication type:
- Article
15
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
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- Publication type:
- Article
16
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
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- Article
17
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
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- Article
18
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
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- Publication type:
- Article
19
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
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- Publication type:
- Article
20
FIXING THE VIX.
- Published in:
- Journal of Technical Analysis, 2016, n. 69, p. 5
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- Publication type:
- Article
21
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
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- Publication type:
- Article
22
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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- Publication type:
- Article
23
Exploring the relationship between the Put Call Ratio and Market Indices: a comparative analysis of S&P 500 and BET.
- Published in:
- Theoretical & Applied Economics, 2025, v. 32, n. 1, p. 187
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- Publication type:
- Article
24
Homage to a Chicago Organizer.
- Published in:
- Gay & Lesbian Review Worldwide, 2022, v. 29, n. 2, p. 5
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- Publication type:
- Article
25
Investor Behavior under Changing Market Volatility.
- Published in:
- Journal of Investing, 2014, v. 23, n. 2, p. 96, doi. 10.3905/joi.2014.23.2.096
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- Article
26
LEAPS of Faith: A Trading Indicator Based on CBOE S&P 500 LEAPS Option Open Interest Information.
- Published in:
- Journal of Investing, 2010, v. 19, n. 2, p. 85, doi. 10.3905/joi.2010.19.2.085
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- Publication type:
- Article
27
Fear and Greed in Global Asset Allocation.
- Published in:
- Journal of Investing, 2000, v. 9, n. 1, p. 27, doi. 10.3905/joi.2000.319396
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- Publication type:
- Article
28
STATS & FACTS.
- Published in:
- Journal of Financial Planning, 2011, v. 24, n. 3, p. 14
- Publication type:
- Article
29
Strategic Option Protection Increases Return, Decreases Risk.
- Published in:
- Journal of Financial Planning, 2010, v. 23, n. 7, p. 64
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- Publication type:
- Article
30
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
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- Publication type:
- Article
31
Global Oil Shocks and China's Commodity Markets: The Role of OVX.
- Published in:
- Emerging Markets Finance & Trade, 2021, v. 57, n. 3, p. 914, doi. 10.1080/1540496X.2019.1658075
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- Article
32
MODELING ASYMMETRIC VOLATILITY IN THE CHICAGO BOARD OPTIONS EXCHANGE VOLATILITY INDEX.
- Published in:
- Financial Studies, 2018, v. 22, n. 1, p. 20
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- Article
33
IN DEFENSE OF MODELS.
- Published in:
- Financial History, 2010, n. 96, p. 32
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- Article
34
Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 3, p. 35, doi. 10.3905/jod.2007.681813
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- Article
35
Return and Risk of CBOE Buy Write Monthly Index.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 2, p. 35, doi. 10.3905/jod.2002.319194
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- Article
36
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
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- Article
37
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
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- Article
38
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
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- Publication type:
- Article
39
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
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- Publication type:
- Article
40
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
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- Publication type:
- Article
41
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
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- Publication type:
- Article
42
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:
- Publication type:
- Article
43
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
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- Publication type:
- Article
44
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
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- Publication type:
- Article
45
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
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- Publication type:
- Article
46
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE.
- Published in:
- Journal of Financial Research, 2007, v. 30, n. 2, p. 201, doi. 10.1111/j.1475-6803.2007.00210.x
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- Publication type:
- Article
47
THE INTRA-DAY RELATION BETWEEN NYSE AND CBOE PRICES.
- Published in:
- Journal of Financial Research, 2003, v. 26, n. 1, p. 97, doi. 10.1111/1475-6803.00047
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- Publication type:
- Article
48
INTRADAY TRADING PATTERNS IN THE EQUITY OPTIONS MARKETS.
- Published in:
- Journal of Financial Research, 1993, v. 16, n. 4, p. 285, doi. 10.1111/j.1475-6803.1993.tb00148.x
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- Article
49
SPREADING STRATEGIES IN CBOE OPTIONS: EVIDENCE ON MARKET PERFORMANCE.
- Published in:
- Journal of Financial Research, 1978, v. 1, n. 1, p. 35, doi. 10.1111/j.1475-6803.1978.tb00004.x
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- Publication type:
- Article
50
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
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- Publication type:
- Article